This paper studies the performance and persistence of Norwegian mutual funds utilizing a new data set of daily returns. Daily data allow us to evaluate the performance over short time horizons in a reliable manner, which is important because the risk exposure of funds can change over time. We...

We study the impact of fuel prices, emission allowances, demand, past prices, wind and solar production on hourly day-ahead electricity prices in Germany over the period from January 2015 until June 2018. Working within a linear regression, ARX-EGARCH and quantile regression framework we compare...