Similar Search Results - EconBiz

Managing renewable energy production risk

Hain, Martin; Schermeyer, Hans; Uhrig-Homburg, Marliese; … - In: Journal of banking & finance 97 (2018), pp. 1-19

Persistent link: https://www.econbiz.de/10011967255

An electricity price modeling framework for renewable-dominant markets

Schermeyer, Hans; Uhrig-Homburg, Marliese; Fichtner, Wolf; … - 2017 - This version: June 7, 2017

Renewables introduce new weather-induced patterns and risks for market participants active in the energy commodity sector. We present a flexible framework for power spot prices that is capable of incorporating a weather model for the joint distribution of local weather conditions. This not only...

Persistent link: https://www.econbiz.de/10011841896

An electricity price modeling framework for renewable-dominant markets

Hain, Martin; Kargus, Tobias; Schermeyer, Hans; … - 2022

Renewables introduce new weather-induced patterns and risks for market participants active in the energy commodity sector. We present a flexible framework for power spot prices that is capable of incorporating a weather model for the joint distribution of local weather conditions. This not only...

Persistent link: https://www.econbiz.de/10013472588

Risk factors and their associated risk premia : an empirical analysis of the crude oil market

Hain, Martin; Uhrig-Homburg, Marliese; Unger, Nils - In: Journal of banking & finance 95 (2018), pp. 44-63

Persistent link: https://www.econbiz.de/10011966706

Relative value arbitrage in European commodity markets

Hain, Martin; Hess, Julian; Uhrig-Homburg, Marliese - In: Energy economics 69 (2018), pp. 140-154

Persistent link: https://www.econbiz.de/10011941222

An Electricity Price Modeling Framework for Renewable-Dominant Markets

Hain, Martin; Schermeyer, Hans; Uhrig-Homburg, Marliese; … - 2017

Renewables introduce new weather-induced patterns and risks for market participants active in the energy commodity sector. We present a flexible framework for power spot prices that is capable of incorporating a weather model for the joint distribution of local weather conditions. This not only...

Persistent link: https://www.econbiz.de/10011812610

Bewertung von Zinsoptionen bei stochastischer Zinsvolatilität : ein Inversionsansatz

Uhrig-Homburg, Marliese - 1996

Persistent link: https://www.econbiz.de/10013340918

Fremdkapitalkosten, Bonitätsrisiken und optimale Kapitalstruktur

Uhrig-Homburg, Marliese - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001607478

Die Bedeutung der Mean-Reversion von Zinsprozessen für Optionswerte : das Beispiel der Korridor-Zinsoption

Uhrig-Homburg, Marliese - In: OR-Spektrum : quantitative approaches in management 21 (1999) 1/2, pp. 183-203

Persistent link: https://www.econbiz.de/10001411550

Cash-flow shortage as an endogenous bankruptcy reason

Uhrig-Homburg, Marliese - In: Journal of banking & finance 29 (2005) 6, pp. 1509-1534

Persistent link: https://www.econbiz.de/10002718024

A service of the