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Electronic exchanges are inevitable and beneficial
Pirrong, Craig - In: Regulation : the Cato review of business and government 22 (1999) 4, pp. 20-26
Persistent link: https://www.econbiz.de/10001435968
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Fundamentals and volatility : storage, spreads, and the dynamics of metals prices
Ng, Victor K. - In: The journal of business : B 67 (1994) 2, pp. 203-230
Persistent link: https://www.econbiz.de/10001164868
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Price dynamics in refined petroleum spot and futures markets
Ng, Victor K. - In: Journal of empirical finance 2 (1996) 4, pp. 359-388
Persistent link: https://www.econbiz.de/10001208684
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A growing market
Pirrong, Craig - In: Regulation : the Cato review of business and government 25 (2002) 2, pp. 30-37
Persistent link: https://www.econbiz.de/10001691612
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Clearing and collateral mandates : a new liquidity trap?
Pirrong, Craig - In: Journal of applied corporate finance : JACF 24 (2012) 1, pp. 67-73
Persistent link: https://www.econbiz.de/10009579830
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The price of power : the valuation of power and weather derivatives
Pirrong, Craig; Jermakyan, Martin - In: Journal of banking & finance 32 (2008) 12, pp. 2520-2529
Persistent link: https://www.econbiz.de/10003795768
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Bund for glory, or it's a long way to tip a market
Pirrong, Craig - In: Journal of applied corporate finance : JACF 27 (2015) 4, pp. 81-87
Persistent link: https://www.econbiz.de/10011453368
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Risk management by commodity trading firms : the case of Trafigura
Pirrong, Craig - In: Journal of applied corporate finance : JACF 27 (2015) 1, pp. 19-26
Persistent link: https://www.econbiz.de/10011294229
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Liquefying a market : the transition of LNG to a traded commodity
Pirrong, Craig - In: Journal of applied corporate finance : JACF 29 (2017) 1, pp. 86-92
Persistent link: https://www.econbiz.de/10011706838
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Supply, Demand, and Risk Premiums in Electricity Markets
Jacobs, Kris - 2017
We model the impact of supply and demand on risk premiums in electricity futures, using daily data for 2003-2014. The model provides a satisfactory fit and allows for unspanned economic risk not embedded in the futures price. The spot risk premium and forward bias implied by the model are on...
Persistent link: https://www.econbiz.de/10012944078