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Search: subject_exact:"Arbitrage"
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Arbitrage
20
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8
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6
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Energy economics
The journal of futures markets
58
Journal of financial economics
44
Journal of banking & finance
38
The review of financial studies
36
The journal of finance : the journal of the American Finance Association
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and stochastics
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International review of financial analysis
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Pacific-Basin finance journal
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Risks : open access journal
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10
European journal of operational research : EJOR
9
Financial analysts' journal : FAJ
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The financial review : the official publication of the Eastern Finance Association
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Global finance journal
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Journal of investment management : JOIM
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American journal of agricultural economics
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Applied economics letters
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
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1
The value of electricity storage arbitrage on day-ahead markets across Europe
Mercier, Thomas
;
Olivier, Mathieu
;
De Jaeger, Emmanuel
- In:
Energy economics
123
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014475921
Saved in:
2
Large-scale battery storage, short-term market outcomes, and arbitrage
Lamp, Stefan
;
Samano, Mario
- In:
Energy economics
107
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013202354
Saved in:
3
Are coupled renewable-battery power plants more valuable than independently sited installations?
Gorman, Will
;
Crespo Montañés, Cristina
;
Mills, Andrew
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202692
Saved in:
4
Trading time seasonality in commodity futures : an opportunity for arbitrage in the natural gas and crude oil markets?
Ewald, Christian
;
Haugom, Erik
;
Lien, Gudbrand
; …
- In:
Energy economics
115
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013541776
Saved in:
5
Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli, Marco
;
Schmeck, Maren Diane
;
Vargiolu, Tiziano
- In:
Energy economics
95
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012816581
Saved in:
6
A copula-GARCH approach for analyzing dynamic conditional dependency structure between liquefied petroleum gas freight rate, product price arbitrage and crude oil price
Bai, Xiwen
;
Lam, Jasmine Siu Lee
- In:
Energy economics
78
(
2019
),
pp. 412-427
Persistent link: https://www.econbiz.de/10012159988
Saved in:
7
Robust self-scheduling of a price-maker energy storage facility in the New York electricity market
Barbry, Adrien
;
Anjos, Miguel F.
;
Delage, Erick
; …
- In:
Energy economics
78
(
2019
),
pp. 629-646
Persistent link: https://www.econbiz.de/10012160049
Saved in:
8
Liquid air energy storage : price arbitrage operations and sizing optimization in the GB real-time electricity market
Lin, Boqiang
;
Wu, Wei
;
Bai, Mengqi
;
Xie, Chunping
; …
- In:
Energy economics
78
(
2019
),
pp. 647-655
Persistent link: https://www.econbiz.de/10012160052
Saved in:
9
Speculative trading of electricity contracts in interconnected locations
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Qin, Zhen
- In:
Energy economics
79
(
2019
),
pp. 3-20
Persistent link: https://www.econbiz.de/10012172248
Saved in:
10
Stop-loss and leverage in optimal statistical arbitrage with an application to energy market
Baviera, Roberto
;
Santagostino Baldi, Tommaso
- In:
Energy economics
79
(
2019
),
pp. 130-143
Persistent link: https://www.econbiz.de/10012172265
Saved in:
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