Narrow search
Showing 1 - 8 of 8
Cover Image
The (de)merits of minimum-variance hedging : application to the crack spread
Alexander, Carol; Prokopczuk, Marcel; Sumawong, Anannit - In: Energy economics 36 (2013), pp. 698-707
Persistent link: https://www.econbiz.de/10009724605
Cover Image
Quantifying risk in the electricity business: A RAROC-based approach
Prokopczuk, Marcel; Rachev, Svetlozar T.; Schindlmayr, Gero - In: Energy economics 29 (2007) 5, pp. 1033-1049
Persistent link: https://www.econbiz.de/10007761457
Cover Image
The case of negative day-ahead electricity prices
Fanone, Enzo; Gamba, Andrea; Prokopczuk, Marcel - In: Energy economics 35 (2013), pp. 22-34
Persistent link: https://www.econbiz.de/10010059683
Cover Image
The case of negative day-ahead electricity prices
Fanone, Enzo; Gamba, Andrea; Prokopczuk, Marcel - In: Energy economics 35 (2013), pp. 22-34
Persistent link: https://www.econbiz.de/10009715221
Cover Image
Quantifying risk in the electricity business : a RAROC-based approach
Prokopczuk, Marcel; Račev, Svetlozar T.; Schindlmayr, Gero - In: Energy economics 29 (2007) 5, pp. 1033-1049
Persistent link: https://www.econbiz.de/10003603307
Cover Image
An empirical model comparison for valuing crack spread options
Mahringer, Steffen; Prokopczuk, Marcel - In: Energy economics 51 (2015), pp. 177-187
Persistent link: https://www.econbiz.de/10011564825
Cover Image
Economic determinants of oil futures volatility : term structure perspective
Kang, Boda; Nikitopoulos, Christina Sklibosios; … - In: Energy economics 88 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Cover Image
Convenience yield risk
Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: Energy economics 120 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014283248