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~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~subject:"ARCH model"
~subject:"USA"
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ARCH model
USA
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81
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78
Electricity price
49
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49
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36
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36
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Energy economics
International review of financial analysis
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11
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7
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6
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5
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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GITAM journal of management : a quarterly publication of GITAM Institute of Management
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1
Price connectedness in U.S. ethanol terminal markets
Gerveni, Maria
;
Serra, Teresa
;
Irwin, Scott H.
;
Hubbs, Todd
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480052
Saved in:
2
New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets
Goetz, Cole
;
Miljkovic, Dragan
;
Barabanov, Nikita
- In:
Energy economics
100
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012990234
Saved in:
3
Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
Saved in:
4
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
5
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
6
Analyzing the impact of futures trading on spot price volatility : evidence from the spot electricity market in France and Germany
Kalantzis, Fotis G.
;
Milonas, Nikolaos T.
- In:
Energy economics
36
(
2013
),
pp. 454-463
Persistent link: https://www.econbiz.de/10009724667
Saved in:
7
Forecasting spot price volatility using the short-term forward curve
Haugom, Erik
;
Ullrich, Carl J.
- In:
Energy economics
34
(
2012
)
6
,
pp. 1826-1833
Persistent link: https://www.econbiz.de/10009687854
Saved in:
8
Asymmetries, causality and correlation between FTSE100 spot and futures : a DCC-TGARCH-M analysis
Tao, Juan
;
Green, Christopher J.
- In:
International review of financial analysis
24
(
2012
),
pp. 26-37
Persistent link: https://www.econbiz.de/10009688185
Saved in:
9
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
10
A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices
Regnard, Nazim
;
Zakoïan, Jean-Michel
- In:
Energy economics
33
(
2011
)
6
,
pp. 1240-1251
Persistent link: https://www.econbiz.de/10009510905
Saved in:
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