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subject:"Derivat"
subject:"Theorie"
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69
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ECONIS (ZBW)
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1
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
2
Time-frequency connectedness and spillover among carbon, climate, and energy futures : determinants and portfolio risk management implications
Mohammad Enamul Hoque
;
Low, Soo Wah
;
Syed Mabruk Billah
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014490834
Saved in:
3
Pricing and hedging wind power prediction risk with binary option contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
Saved in:
4
Pricing inconsistency between the futures and Financial Transmission Right markets in North America
Gauthier, Geneviève
;
Godin, Frédéric
;
Trudeau, Gabrielle
- In:
Energy economics
126
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483659
Saved in:
5
Hedging and investment trade-offs in the U.S. oil industry
Ferriani, Fabrizio
;
Veronese, Giovanni
- In:
Energy economics
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202133
Saved in:
6
Oil uncertainty and firms' risk-taking
Yin, Libo
;
Lu, Man
- In:
Energy economics
108
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013203280
Saved in:
7
Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Energy economics
95
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816562
Saved in:
8
Regularized quantile regression averaging for probabilistic electricity price forecasting
Uniejewski, Bartosz
;
Weron, Rafał
- In:
Energy economics
95
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012816620
Saved in:
9
A survey of electricity spot and futures price models for risk management applications
Deschatre, Thomas
;
Féron, Olivier
;
Gruet, Pierre
- In:
Energy economics
102
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013162211
Saved in:
10
Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
Saved in:
11
Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes
Souhir, Ben Amor
;
Heni, Boubaker
;
Lotfi, Belkacem
- In:
Energy economics
80
(
2019
),
pp. 635-655
Persistent link: https://www.econbiz.de/10012173700
Saved in:
12
On the importance of the long-term seasonal component in day-ahead electricity price forecasting, part II, probabilistic forecasting
Uniejewski, Bartosz
;
Marcjasz, Grzegorz
;
Weron, Rafał
- In:
Energy economics
79
(
2019
),
pp. 171-182
Persistent link: https://www.econbiz.de/10012172272
Saved in:
13
Mitigating hydrological risk with energy derivatives
Fernandes, Gláucia
;
Gomes, Leonardo Lima
;
Brandão, …
- In:
Energy economics
81
(
2019
),
pp. 528-535
Persistent link: https://www.econbiz.de/10012172789
Saved in:
14
The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei
;
Zhou, Peng
- In:
Energy economics
76
(
2018
),
pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
Saved in:
15
Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang
;
Liu, Bing-Yue
;
Nehler, Henrik
;
Uddin, …
- In:
Energy economics
76
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
Saved in:
16
Mitigating market risk for wind power providers via financial risk exchange
Shin, Hunyoung
;
Baldick, Ross
- In:
Energy economics
71
(
2018
),
pp. 344-358
Persistent link: https://www.econbiz.de/10011943056
Saved in:
17
Joint price and volumetric risk in wind power trading : a copula approach
Pircalabu, A.
;
Hvolby, T.
;
Jung, J.
;
Høg, E.
- In:
Energy economics
62
(
2017
),
pp. 139-154
Persistent link: https://www.econbiz.de/10011748068
Saved in:
18
Is hedging the crack spread no longer all it's cracked up to be?
Liu, Pan
;
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
Energy economics
63
(
2017
),
pp. 31-40
Persistent link: https://www.econbiz.de/10011757817
Saved in:
19
The use of nonlinear hedging strategies by US oil producers : motivations and implications
Mnasri, Mohamed
;
Dionne, Georges
;
Gueyie, Jean-Pierre
- In:
Energy economics
63
(
2017
),
pp. 348-364
Persistent link: https://www.econbiz.de/10011758023
Saved in:
20
Hedging size risk : theory and application to the US gas market
Roncoroni, Andrea
;
Brik, Rachid Id
- In:
Energy economics
64
(
2017
),
pp. 415-437
Persistent link: https://www.econbiz.de/10011758971
Saved in:
21
Hedging downside risk of oil refineries : a vine copula approach
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
Energy economics
66
(
2017
),
pp. 493-507
Persistent link: https://www.econbiz.de/10011896556
Saved in:
22
Hedging local volume risk using forward markets : Nordic case
Ernstsen, Rune Ramsdal
;
Boomsma, Trine Krogh
;
Tegnér, …
- In:
Energy economics
68
(
2017
),
pp. 490-514
Persistent link: https://www.econbiz.de/10011906005
Saved in:
23
Risk management of energy system for identifying optimal power mix with financial-cost minimization and environmental-impact mitigation under uncertainty
Nie, S.
;
Li, Y. P.
;
Liu, J.
;
Huang, Charley Z.
- In:
Energy economics
61
(
2017
),
pp. 313-329
Persistent link: https://www.econbiz.de/10011737833
Saved in:
24
On the predictability of energy commodity markets by an entropy-based computational method
Benedetto, F.
;
Giunta, G.
;
Mastroeni, L.
- In:
Energy economics
54
(
2016
),
pp. 302-312
Persistent link: https://www.econbiz.de/10011662915
Saved in:
25
Hedging strategy for ethanol processing with copula distributions
Awudu, Iddrisu
;
Wilson, William W.
;
Dahl, Bruce L.
- In:
Energy economics
57
(
2016
),
pp. 59-65
Persistent link: https://www.econbiz.de/10011698281
Saved in:
26
Parametric model risk and power plant valuation
Bannör, Karl
;
Kiesel, Rüdiger
;
Nazarova, Anna
; …
- In:
Energy economics
59
(
2016
),
pp. 423-434
Persistent link: https://www.econbiz.de/10011699734
Saved in:
27
Hedging strategies in energy markets : the case of electricity retailers
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Energy economics
51
(
2015
),
pp. 503-509
Persistent link: https://www.econbiz.de/10011564922
Saved in:
28
Tail risk in energy portfolios
González-Pedraz, Carlos
;
Moreno, Manuel
;
Peña …
- In:
Energy economics
46
(
2014
),
pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
Saved in:
29
Energy risk management through self-exciting marked point process
Herrera, Rodrigo
- In:
Energy economics
38
(
2013
),
pp. 64-76
Persistent link: https://www.econbiz.de/10009763643
Saved in:
30
Downside risk and the energy hedger's horizon
Conlon, Thomas
;
Cotter, John
- In:
Energy economics
36
(
2013
),
pp. 371-379
Persistent link: https://www.econbiz.de/10009724683
Saved in:
31
Managing the financial risks of electricity producers using options
Pineda, Salva
;
Conejo, Antonio J.
- In:
Energy economics
34
(
2012
)
6
,
pp. 2216-2227
Persistent link: https://www.econbiz.de/10009688763
Saved in:
32
Enterprise risk management for the energy industry
Topçu, Bünyamin
;
Güneş, Şule
- In:
Energy economics
,
(pp. 167-188)
.
2012
Persistent link: https://www.econbiz.de/10009700522
Saved in:
33
A utility based approach to energy hedging
Cotter, John
;
Hanly, Jim
- In:
Energy economics
34
(
2012
)
3
,
pp. 817-827
Persistent link: https://www.econbiz.de/10010219885
Saved in:
34
A load factor based meanvariance analysis for fuel diversification
Gotham, Douglas
;
Muthuraman, Kumar
;
Preckel, Paul V.
; …
- In:
Energy economics
31
(
2009
)
2
,
pp. 249-256
Persistent link: https://www.econbiz.de/10003832245
Saved in:
35
Quantifying risk in the electricity business : a RAROC-based approach
Prokopczuk, Marcel
;
Račev, Svetlozar T.
;
Schindlmayr, Gero
- In:
Energy economics
29
(
2007
)
5
,
pp. 1033-1049
Persistent link: https://www.econbiz.de/10003603307
Saved in:
36
Real options for risk management in petroleum development investments
Chorn, L. G.
;
Shokhor, S.
- In:
Energy economics
28
(
2006
)
4
,
pp. 489-505
Persistent link: https://www.econbiz.de/10003351690
Saved in:
37
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
- In:
Energy economics
25
(
2003
)
5
,
pp. 435-457
Persistent link: https://www.econbiz.de/10001790694
Saved in:
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