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Forecasting of Clean Energy Market Volatility the Role of Oil and the Technology Sector

Lyocsa, Stefan; Todorova, Neda - 2023

This study is the first to explore whether the well-known relationship between the clean energy sector, oil prices, and technology stocks can be leveraged to enhance the accuracy of realized volatility forecasts for individual clean energy sub-sectors. Based on intraday data and various...

Persistent link: https://www.econbiz.de/10014358423

Realized volatility transmission between crude oil and equity futures markets : a multivariate HAR approach

Souček, Michael; Todorova, Neda - In: Energy economics 40 (2013), pp. 586-597

Persistent link: https://www.econbiz.de/10010354962

Trading on mean-reversion in energy futures markets

Lubnau, Thorben; Todorova, Neda - In: Energy economics 51 (2015), pp. 312-319

Persistent link: https://www.econbiz.de/10011564855

Derivatives and hedging practices in the Australian National Electricity Market

Flottmann, Jonty; Wild, Phillip; Todorova, Neda - In: Energy policy : the international journal of the … 189 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10015133044

Forecasting of clean energy market volatility : the role of oil and the technology sector

Lyócsa, Štefan; Todorova, Neda - In: Energy economics 132 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015047103

Forecasting day ahead electricity spot prices : the impact of the EXAA to other European electricity markets

Ziel, Florian; Steinert, Rick; Husmann, Sven - In: Energy economics 51 (2015), pp. 430-444

Persistent link: https://www.econbiz.de/10011564902

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