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person:"Chinn, Menzie David"
~person:"Hooi Hooi Lean"
~person:"Janczura, Joanna"
~person:"Kelle, Peter"
~subject:"Electricity price"
~subject:"USA"
~subject:"spot market"
~type_genre:"Aufsatz in Zeitschrift"
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Chinn, Menzie David
Hooi Hooi Lean
Janczura, Joanna
Kelle, Peter
Weron, Rafał
11
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6
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Energy economics
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The journal of futures markets
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ECONIS (ZBW)
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1
Pricing electricity derivatives within a Markov regime-switching model : a risk premium approach
Janczura, Joanna
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010347963
Saved in:
2
The predictive content of commodity futures
Chinn, Menzie David
;
Coibion, Olivier
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 607-636
Persistent link: https://www.econbiz.de/10010507944
Saved in:
3
Identifying spikes and seasonal components in electricity spot price data : a guide to robust modeling
Janczura, Joanna
;
Trück, Stefan
;
Weron, Rafał
;
Wolff, …
- In:
Energy economics
38
(
2013
),
pp. 96-110
Persistent link: https://www.econbiz.de/10009764599
Saved in:
4
An empirical comparison of alternate regime-switching models for electricity spot prices
Janczura, Joanna
;
Weron, Rafał
- In:
Energy economics
32
(
2010
)
5
,
pp. 1059-1073
Persistent link: https://www.econbiz.de/10008934328
Saved in:
5
Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
- In:
Energy economics
32
(
2010
)
5
,
pp. 979-986
Persistent link: https://www.econbiz.de/10008934355
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