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Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Dai, Zhifeng; Zhu, Haoyang - In: Energy economics 108 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013202920
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Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Energy economics 108 (2022), pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
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Optimal bidding in hourly and quarter-hourly electricity price auctions : trading large volumes of power with market impact and transaction costs
Narajewski, Michał; Ziel, Florian - In: Energy economics 110 (2022), pp. 1-28
Persistent link: https://www.econbiz.de/10013349916
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Diversifying portfolios of U.S. stocks with crude oil and natural gas : a regime-dependent optimization with several risk measures
Gatfaoui, Hayette - In: Energy economics 80 (2019), pp. 132-152
Persistent link: https://www.econbiz.de/10012172340
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Portfolio diversification in energy markets
Galvani, Valentina; Plourde, André - In: Energy economics 32 (2010) 2, pp. 257-268
Persistent link: https://www.econbiz.de/10003954602
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Natural gas and the utility sector nexus in the U.S. : quantile connectedness and portfolio implications
Pham, Son Duy; Nguyen, Thao Thac Thanh; Do, Hung Xuan - In: Energy economics 120 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014285867
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Risk-return incentives in liberalised electricity markets
Lynch, Muireann Á.; Shortt, Aonghus; Tol, Richard S. J.; … - In: Energy economics 40 (2013), pp. 598-608
Persistent link: https://www.econbiz.de/10010354960
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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
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Robust portfolio optimization for electricity planning: An application based on the Brazilian electricity mix
Costa, Oswaldo Luiz do Valle; Oliveira Ribeiro, Celma de; … - In: Energy economics 64 (2017), pp. 158-169
Persistent link: https://www.econbiz.de/10011758103
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Electricity portfolio management: optimal peak/off-peak allocations
Huisman, Ronald; Mahieu, Ronald J.; Schlichter, Felix - In: Energy economics 31 (2009) 1, pp. 169-174
Persistent link: https://www.econbiz.de/10003803817