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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
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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
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Investment, firm value, and risk for a system operator balancing energy grids
Dockner, Engelbert J.; Kucsera, Dénes; Rammerstorfer, … - In: Energy economics 37 (2013), pp. 182-192
Persistent link: https://www.econbiz.de/10009760842
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Selective hedging in hydro-based electricity companies
Sanda, Gaute Egeland; Olsen, Eirik Tandberg; Fleten, … - In: Energy economics 40 (2013), pp. 326-338
Persistent link: https://www.econbiz.de/10010350645
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Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach
Youssef, Manel; Belkacem, Lotfi; Mokni, Khaled - In: Energy economics 51 (2015), pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
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Extreme risk spillovers between crude oil and stock markets
Du, Limin; He, Yanan - In: Energy economics 51 (2015), pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
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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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Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh; Ben Aïssa, Mohamed Safouane; Hammoudeh, … - In: Energy economics 42 (2014), pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
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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
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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