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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
Saved in:
2
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
Saved in:
3
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/10010083800
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
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