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European electricity and interrelated futures markets : a cointegrated vector autoregressive analysis
Fritz, Andreas - 2012
This study investigates the price formation of electricity futures at the European Energy Exchange (EEX) and aims at … serve several purposes for energy utilities, including price discovery, hedging, valuation and trading. … correction model suggest that price formation in the futures markets for electricity can be explained to some extent …
Persistent link: https://www.econbiz.de/10010433655
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Risikomanagement im Energiehandel : Grundlagen, Techniken und Absicherungsstrategien für den Einsatz von Derivaten
Bergschneider, Claus; Karasz, Michael; Schumacher, Ralf - 1999
Persistent link: https://www.econbiz.de/10001391906
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Risikomanagement im Energiehandel : Grundlagen, Techniken und Absicherungsstrategien für den Einsatz von Derivaten
Bergschneider, Claus; Karasz, Michael; Schumacher, Ralf - 2001 - 2., überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10001608295
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An analytic hedging model of energy quanto contracts
Kang, Sang Baum; Zhao, Jialin - In: Theoretical economics letters 7 (2017) 4, pp. 737-746
Persistent link: https://www.econbiz.de/10011706614
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Selective hedging in hydro-based electricity companies
Sanda, Gaute Egeland; Olsen, Eirik Tandberg; Fleten, … - In: Energy economics 40 (2013), pp. 326-338
Persistent link: https://www.econbiz.de/10010350645
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Carbon pricing and electricity markets : the case of the Australian Clean Energy Bill
Maryniak, Paweł; Trück, Stefan; Weron, Rafał - In: Energy economics 79 (2019), pp. 45-58
Persistent link: https://www.econbiz.de/10012172256
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Structural price model for coupled electricity markets
Alasseur, C.; Féron, O. - In: Energy economics 75 (2018), pp. 104-119
Persistent link: https://www.econbiz.de/10011973876
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Liquidity and risk premia in electricity futures
Bevin-McCrimmon, Fergus; Diaz-Rainey, Ivan; McCarten, … - In: Energy economics 75 (2018), pp. 503-517
Persistent link: https://www.econbiz.de/10011974500
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Electricity forward curves with thin granularity : theory and empirical evidence in the hourly EPEXspot market
Caldana, Ruggero; Fusai, Gianluca; Roncoroni, Andrea - In: European journal of operational research : EJOR 261 (2017) 2, pp. 715-734
Persistent link: https://www.econbiz.de/10011738512
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Volatility in electricity derivative markets : the Samuelson effect revisited
Jaeck, Edouard; Lautier, Delphine - In: Energy economics 59 (2016), pp. 300-313
Persistent link: https://www.econbiz.de/10011699632