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Flexibility and risk transfer in electricity markets
Crampes, Claude; Renault, Jérôme - 2021
Persistent link: https://www.econbiz.de/10013330962
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Analysis and forecasting of electricity price risks with quantile factor models
Bunn, Derek W.; Andresen, Arne; Chen, Dipeng; … - In: The energy journal 37 (2016) 1, pp. 101-122
Persistent link: https://www.econbiz.de/10011437695
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On the estimation of extreme values for risk assessment and management : the ACER method
Dahlen, Kai Erik; Solibakke, Per Bjarte; Westgaard, Sjur; … - In: International journal of business 20 (2015) 1, pp. 33-51
Persistent link: https://www.econbiz.de/10010520743
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Supply chain 2.0 revisited : a framework for managing volatility : induced risk in the supply chain
Christopher, Martin; Holweg, Matthias - In: International journal of physical distribution & … 47 (2017) 1, pp. 2-17
Persistent link: https://www.econbiz.de/10011690901
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Predicting natural gas futures' volatility using climate risks
Guo, Kun; Liu, Fengqi; Sun, Xiaolei; Zhang, Dayong; Ji, … - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473296
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Macroeconomic uncertainty and natural gas prices : revisiting the Asian Premium
Shi, Xunpeng; Shen, Yifan - In: Energy economics 94 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012649324
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Transition Risk, Physical Risk, and the Realized Volatility of Oil and Natural Gas Prices
Salisu, Afees; Ndako, Umar; Vo, Xuan Vinh - 2022
empirical analyses in this regard. First, we establish that climate risk influences the volatility of crude oil and natural gas …-of-sample forecasts of energy market volatility than the physical climate risk suggesting that investors respond more to the various …
Persistent link: https://www.econbiz.de/10014079555
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Regime-switching energy price volatility : the role of economic policy uncertainty
Scarcioffolo, Alexandre Ribeiro; Etienne, Xiaoli Liao - In: International review of economics & finance : IREF 76 (2021), pp. 336-356
Persistent link: https://www.econbiz.de/10013175825
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Uncertain energy model for electricity and gas futures with application in spark-spread option price
Mehrdoust, Farshid; Noorani, Idin; Xu, Wei - In: Fuzzy optimization and decision making : a journal of … 22 (2023) 1, pp. 123-148
Persistent link: https://www.econbiz.de/10014227971
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Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad; Abakah, Emmanuel Joel Aikins; … - In: Energy economics 127 (2023) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10014490825