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~isPartOf:"Energy economics"
~isPartOf:"Research bulletin / The Institute of Cost Accountants of India"
~subject:"ARCH model"
~subject:"Derivat"
~subject:"Forecasting model"
~subject:"Volatility"
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ARCH model
Derivat
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Volatility
Spot market
79
Spotmarkt
76
Electricity price
47
Strompreis
47
Electric power industry
34
Elektrizitätswirtschaft
34
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Weron, Rafał
5
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3
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3
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2
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2
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Energy economics
Research bulletin / The Institute of Cost Accountants of India
The journal of futures markets
14
Econometric Institute research papers
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Discussion paper / Tinbergen Institute
11
Economic modelling
9
International Journal of Energy Economics and Policy : IJEEP
9
International journal of forecasting
9
Applied economics
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International review of economics & finance : IREF
6
The energy journal
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The journal of energy markets
5
Finance India : the quarterly journal of Indian Institute of Finance
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Finance research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International review of financial analysis
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Research in international business and finance
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The Asian economic review : journal of the Indian Institute of Economics
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The European journal of finance
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The IUP journal of applied finance : IJAF
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Working paper / National Bureau of Economic Research, Inc.
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Asian African journal of economics and econometrics
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Borsa Istanbul Review
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CFS working paper series
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Discussion paper / Monash University, Department of Economics
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Documento de trabajo / Fundación de las Cajas de Ahorros
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy policy
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Global business review
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Global review of business and economic research
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Indian journal of economics & business : IJEB
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ECONIS (ZBW)
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1
Price connectedness in U.S. ethanol terminal markets
Gerveni, Maria
;
Serra, Teresa
;
Irwin, Scott H.
;
Hubbs, Todd
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480052
Saved in:
2
Joint optimization of sales-mix and generation plan for a large electricity producer
Falbo, Paolo
;
Ruiz, Carlos
- In:
Energy economics
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014283077
Saved in:
3
The relationship between day-ahead and future prices in electricity markets : an empirical analysis on Italy, France, Germany, and Switzerland
Bonaldo, Cinzia
;
Caporin, Massimiliano
;
Fontini, Fulvio
- In:
Energy economics
110
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013349919
Saved in:
4
What comes down must go up : why fluctuating renewable energy does not necessarily increase electricity spot price variance in Europe
Schöniger, Franziska
;
Morawetz, Ulrich B.
- In:
Energy economics
111
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013350078
Saved in:
5
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
6
New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets
Goetz, Cole
;
Miljkovic, Dragan
;
Barabanov, Nikita
- In:
Energy economics
100
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012990234
Saved in:
7
A survey of electricity spot and futures price models for risk management applications
Deschatre, Thomas
;
Féron, Olivier
;
Gruet, Pierre
- In:
Energy economics
102
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013162211
Saved in:
8
Conditionally independent increment processes for modeling electricity prices with regard to renewable power generation
Lingohr, Daniel
;
Müller, Gernot
- In:
Energy economics
103
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013363910
Saved in:
9
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
10
Energy futures and spots prices forecasting by hybrid SW-GRU with EMD and error evaluation
Wang, Bin
;
Wang, Jun
- In:
Energy economics
90
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012517554
Saved in:
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