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A multivariate commodity analysis with time-dependent volatility : evidence from the German energy market
Kiesel, Rüdiger; Metka, Kevin - In: Zeitschrift für Energiewirtschaft : ZfE 37 (2013) 2, pp. 107-126
Persistent link: https://www.econbiz.de/10009759398
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Hedging performance and multiscale relationships in the German electricity spot and futures markets
Madaleno, Mara; Pinho, Carlos - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 26-62
We explore optimal hedge ratios and hedging effectiveness for the German electricity market. Given the increasing attention that wavelets received in the financial market, we concentrate on the investigation of the relationship, covariance/coherence evolution and hedge ratio analysis, on a...
Persistent link: https://www.econbiz.de/10011555959
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Preismodellierung und Derivatebewertung im Strommarkt : Theorie und Empirie
Seifert, Jan M. - 2010
Persistent link: https://www.econbiz.de/10008663164
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The role of continuous intraday electricity markets : the integration of large-share wind power generation in Denmark
Karanfil, Fatih; Li, Yuanjing - In: The energy journal 38 (2017) 2, pp. 107-130
Persistent link: https://www.econbiz.de/10011661675
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Clustering of trading activity in the DAX index options market
Koch, Alexander K.; Lazarov, Zdravetz N. - 2001
strike prices affects options' trading volume. …
Persistent link: https://www.econbiz.de/10011539670
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Volume-outcome relationship and minimum volume regulations in the German hospital sector : evidence from nationwide administrative hospital data for the years 2005–2007
Hentschker, Corinna; Mennicken, Roman; Reifferscheid, … - In: Health economics review 8 (2018) 25, pp. 1-14
Background: This paper analyses the volume-outcome relationship and the effects of minimum volume regulations in the … population for the years 2005 to 2007. We apply regression methods to analyze the association between volume and hospital quality … simulation techniques we examine the impact of the minimum volume regulations on the accessibility of hospital services. Results …
Persistent link: https://www.econbiz.de/10011942843
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Volume-outcome relationship and minimum volume regulations in the German hospital sector : evidence from nationwide administrative hospital data for the year 2005-2007
Hentschker, Corinna; Mennicken, Roman; Reifferscheid, … - 2017
This paper analyses the volume-outcome relationship and the effects of minimum volume regulations in the German … years 2005 to 2007. We apply regression methods to analyze the association between volume and hospital quality. We measure … we examine the impact of the minimum volume regulations on the accessibility of hospital services. We find a highly …
Persistent link: https://www.econbiz.de/10011764504
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Notwendigkeit zur Schaffung einer deutschen Terminbörse für Agrarprodukte : Gutachten ; Forschungsauftrag 93 HS 019
Musfeldt, Eckart; Treyer, Egon - 1993
Persistent link: https://www.econbiz.de/10000952762