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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"
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ARCH model
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Spot market
79
Spotmarkt
76
Electricity price
47
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47
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34
Elektrizitätswirtschaft
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Weron, Rafał
5
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3
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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
International Journal of Energy Economics and Policy : IJEEP
9
International journal of forecasting
9
Econometric Institute research papers
8
Discussion paper / Tinbergen Institute
7
Economic modelling
7
The journal of futures markets
7
International review of economics & finance : IREF
6
The energy journal
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
The journal of energy markets
5
Applied economics
4
Finance India : the quarterly journal of Indian Institute of Finance
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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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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Global review of business and economic research
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International Journal of Financial Studies : open access journal
2
International review of financial analysis
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Journal of commodity markets
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Journal of emerging market finance
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Journal of international financial markets, institutions & money
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Journal of international trade & commerce
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NCER working paper series
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Praj̄nȧn : journal of social and management sciences
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Asian economic review : journal of the Indian Institute of Economics
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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
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:
5
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:
6
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:
7
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:
8
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:
9
Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes
Souhir, Ben Amor
;
Heni, Boubaker
;
Lotfi, Belkacem
- In:
Energy economics
80
(
2019
),
pp. 635-655
Persistent link: https://www.econbiz.de/10012173700
Saved in:
10
Optimal sales-mix and generation plan in a two-stage electricity market
Falbo, Paolo
;
Ruiz, Carlos
- In:
Energy economics
78
(
2019
),
pp. 598-614
Persistent link: https://www.econbiz.de/10012160042
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