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Price and volatility transmissions among natural gas, fertilizer, and corn markets : a revisit
Yang, Zhengliang; Du, Xiaoxue; Lu, Liang; Tejeda, Hernan - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-14
to November 2021. Moreover, the lagged conditional volatility of corn prices will affect the conditional volatility in …In this paper, we revisit price and volatility transmission among natural gas, fertilizer, and corn markets; an … volatility in the commodities, fertilizer, and energy markets. We followed the same methodology as previous work and used the …
Persistent link: https://www.econbiz.de/10012888238
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Quantifying reserve capabilities for designing flexible electricity markets : an Australian case study with increasing penetrations of renewables
Prakash, Abhijith; Ashby, Rohan; Bruce, Anna; MacGill, Iain - In: Energy policy 177 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014478960
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Bi-directional causality in California's electricity and natural-gas markets
Woo, Chi-keung; Olson, Arne; Horowitz, Ira; Luk, Stephen - In: Energy policy 34 (2006) 15, pp. 2060-2070
Persistent link: https://www.econbiz.de/10003335654
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The emergence of trading and risk management in liberalized electricity markets
Sioshansi, Fereidoon P. - In: Energy policy 30 (2002) 6, pp. 449-459
Persistent link: https://www.econbiz.de/10001661217
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Expectations for statistical arbitrage in energy futures markets
Nakajima, Tadahiro - In: Journal of risk and financial management : JRFM 12 (2019) 1/14, pp. 1-12
Energy futures have become important as alternative investment assets to minimize the volatility of portfolio return … profits can be earned by statistical arbitrage between wholesale electricity futures and natural gas futures listed on the New … York Mercantile Exchange. On the assumption that power prices and natural gas prices have a cointegration relationship, as …
Persistent link: https://www.econbiz.de/10011961529
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Effects of the 2008 financial crisis and COVID-19 pandemic on the dynamic relationship between the Chinese and international fossil fuel markets
Tang, Chaofeng; Aruga, Kentaka - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-11
This study examines whether the dynamic relationship between the Chinese and international fossil markets changed during the 2008 financial crisis and is changing during the COVID-19 pandemic. The impact of the crises are analyzed by including the periods affected by the crises as dummy...
Persistent link: https://www.econbiz.de/10012534536
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Understanding barriers to utilising flexibility in operation and planning of the electricity distribution system : classification frameworks with applications to Norway
Sæle, Hanne; Sperstad, Iver Bakken; Wang Hoiem, Kristian; … - In: Energy policy 180 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014479082
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Zero-debt policy under asymmetric information, flexibility and free cash flow considerations
Miglo, Anton - In: Journal of risk and financial management : JRFM 13 (2020) 12/296, pp. 1-25
We build a model of debt for firms with investment projects, for which flexibility and free cash flow problems are …
Persistent link: https://www.econbiz.de/10012392204
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Demand-side flexibility in distribution grids : voluntary versus mandatory contracting
Nouicer, Athir; Meeus, Leonardo; Delarue, Erik - In: Energy policy 173 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014249014
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District heating as a flexibility service : challenges in sector coupling for increased solar and wind power production in Sweden
Fernqvist, Niklas; Broberg, Sarah; Torén, Johan; … - In: Energy policy 172 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014248898