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1
An analytic
hedging
model of
energy
quanto contracts
Kang, Sang Baum
;
Zhao, Jialin
- In:
Theoretical economics letters
7
(
2017
)
4
,
pp. 737-746
Persistent link: https://www.econbiz.de/10011706614
Saved in:
2
Carbon pricing and
electricity
markets : the case of the Australian Clean
Energy
Bill
Maryniak, Paweł
;
Trück, Stefan
;
Weron, Rafał
- In:
Energy economics
79
(
2019
),
pp. 45-58
Persistent link: https://www.econbiz.de/10012172256
Saved in:
3
Structural price model for coupled
electricity
markets
Alasseur, C.
;
Féron, O.
- In:
Energy economics
75
(
2018
),
pp. 104-119
Persistent link: https://www.econbiz.de/10011973876
Saved in:
4
Liquidity and risk premia in
electricity
futures
Bevin-McCrimmon, Fergus
;
Diaz-Rainey, Ivan
;
McCarten, …
- In:
Energy economics
75
(
2018
),
pp. 503-517
Persistent link: https://www.econbiz.de/10011974500
Saved in:
5
Electricity
forward curves with thin granularity : theory and empirical evidence in the hourly EPEXspot market
Caldana, Ruggero
;
Fusai, Gianluca
;
Roncoroni, Andrea
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 715-734
Persistent link: https://www.econbiz.de/10011738512
Saved in:
6
Volatility in
electricity
derivative
markets : the Samuelson effect revisited
Jaeck, Edouard
;
Lautier, Delphine
- In:
Energy economics
59
(
2016
),
pp. 300-313
Persistent link: https://www.econbiz.de/10011699632
Saved in:
7
Managing
energy
price risk using futures contracts : a comparative analysis
Hanly, Jim
- In:
The energy journal
38
(
2017
)
3
,
pp. 93-112
Persistent link: https://www.econbiz.de/10011661816
Saved in:
8
Electricity
price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
9
Renewable
energy
technologies and
electricity
forward market risks
Koolen, Derck
;
Bunn, Derek W.
;
Ketter, Wolfgang
- In:
The energy journal
42
(
2021
)
4
,
pp. 43-67
Persistent link: https://www.econbiz.de/10013170565
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
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