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  • Search: subject:"Forward Prices"
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Year of publication
Subject
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Forward prices 14 forward prices 11 Theorie 8 Theory 8 Derivat 6 Derivative 6 Electricity markets 5 Risikoprämie 5 Risk premium 5 Rohstoffderivat 5 Commodity derivative 4 Effizienzmarkthypothese 4 Electricity price 4 Energiemarkt 4 Energy market 4 Stochastischer Prozess 4 Strompreis 4 Volatility 4 ARCH-Modell 3 Constant conditional correlations 3 Dynamic conditional correlations 3 Efficient market hypothesis 3 Electric power industry 3 Electricity 3 Elektrizitätswirtschaft 3 Erdgasmarkt 3 Financialization 3 Forward prices and returns 3 Futures prices and returns 3 Hedging 3 Multivariate GARCH models 3 Natural gas market 3 Option pricing theory 3 Optionspreistheorie 3 Realized volatility 3 Regret 3 Spikes 3 Spot market 3 Spotmarkt 3 Spread options 3
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Online availability
All
Free 20 Undetermined 13
Type of publication
All
Book / Working Paper 22 Article 20
Type of publication (narrower categories)
All
Article in journal 13 Aufsatz in Zeitschrift 13 Working Paper 7 Graue Literatur 4 Non-commercial literature 4 Arbeitspapier 3
Language
All
English 25 Undetermined 17
Author
All
Haugom, Erik 5 Janda, Karel 4 Joëts, Marc 4 Kourilek, Jakub 4 McAleer, Michael 4 Ullrich, Carl J. 4 Fleten, Stein-Erik 3 Lanza, Alessandro 3 Manera, Matteo 3 Benth, Fred Espen 2 Campi, Luciano 2 Coulon, Michael 2 Gaspar, Raquel M. 2 Geman, Hélyette 2 Laborda, Ricardo 2 Langrené, Nicolas 2 Nguyen, Vu-Nhat 2 Näsäkkälä, Erkka 2 Olmo, Jose 2 Powell, Warren B. 2 Aid, René 1 Anthropelos, Michail 1 Asche, Frank 1 Aïd, René 1 Brix, Anne Floor 1 Castagneto-Gissey, Giorgio 1 Chang, C-L. 1 Chang, Chia-Lin 1 Christensen, Bent Jesper 1 Condemi, Claudia 1 Jensen, Thomas Elgaard 1 Kostrzewski, Maciej 1 Kucukcolak, Necla I. 1 Kucukcolak, R. Ali 1 Kupper, Michael 1 Lien, Gudbrand 1 Lunde, Asger 1 Mastroeni, Loretta 1 McAleer, M.J. 1 Misund, Bård 1
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Institution
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Fondazione ENI Enrico Mattei (FEEM) 2 School of Economics and Management, University of Aarhus 2 Université Paris-Dauphine (Paris IX) 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 EconWPA 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 HAL 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1
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Published in...
All
Energy economics 5 Energy Economics 4 CREATES Research Papers 2 Economics Papers from University Paris Dauphine 2 MPRA Paper 2 Nota di Lavoro 2 SSE/EFI Working Paper Series in Economics and Finance 2 Working Papers / Fondazione ENI Enrico Mattei (FEEM) 2 Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management 1 CAMA working paper series 1 Central European journal of economic modelling and econometrics 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Energy Policy 1 European journal of operational research : EJOR 1 Finance 1 IES Working Paper 1 IES working paper 1 International Journal of Energy Economics and Policy : IJEEP 1 Journal of Financial Markets 1 Journal of financial markets 1 Management Science 1 Mathematics and financial economics 1 Mathematics of operations research 1 RIETI discussion paper series 1 The journal of energy markets 1 Working Papers / HAL 1 Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Working paper 1
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Source
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RePEc 21 ECONIS (ZBW) 17 EconStor 4
Showing 1 - 10 of 42
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Residual shape risk on natural gas market with mixed jump diffusion
Janda, Karel; Kourilek, Jakub - 2019
Persistent link: https://www.econbiz.de/10012223831
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Residual shape risk on Czech natural gas market
Janda, Karel; Kourilek, Jakub - 2018
position which has to be closed at spot market. The residual shape risk is defined as a difference between spot and forward … prices weighted by residual unhedged position which size depends on the shape of customers' portfolio of a given retail …
Persistent link: https://www.econbiz.de/10012063478
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Market efficiency and risk premium in the Turkish wholesale electricity market
Yilmaz, Mustafa Kemal; Kucukcolak, Necla I.; … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 5, pp. 76-88
Persistent link: https://www.econbiz.de/10011951748
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Cover Image
Residual shape risk on Czech natural gas market
Janda, Karel; Kourilek, Jakub - 2018
position which has to be closed at spot market. The residual shape risk is defined as a difference between spot and forward … prices weighted by residual unhedged position which size depends on the shape of customers' portfolio of a given retail …
Persistent link: https://www.econbiz.de/10011921450
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The selection of predictive variables in aggregate hydroelectric generation models
Condemi, Claudia; Mastroeni, Loretta; Vellucci, Pierluigi - In: The journal of energy markets 14 (2021) 1, pp. 27-60
Persistent link: https://www.econbiz.de/10012662338
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Commodity spot, forward, and futures prices with a firm's optimal strategy
Nakajima, Katsushi - 2017
Persistent link: https://www.econbiz.de/10012131904
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Residual shape risk on natural gas market with mixed jump diffusion price dynamics
Janda, Karel; Kourilek, Jakub - In: Energy economics 85 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012510065
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Cointegration in continuous time for factor models
Benth, Fred Espen; Süss, Andre - In: Mathematics and financial economics 13 (2019) 1, pp. 87-114
Persistent link: https://www.econbiz.de/10012055754
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A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Brix, Anne Floor; Lunde, Asger; Wei, Wei - In: Energy economics 72 (2018), pp. 560-582
Persistent link: https://www.econbiz.de/10011972455
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An equilibrium model for spot and forward prices of commodities
Anthropelos, Michail; Kupper, Michael; Papapantoleon, … - In: Mathematics of operations research 43 (2018) 1, pp. 152-180
Persistent link: https://www.econbiz.de/10011818675
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