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Time-variations in commodity price jumps
Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
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China and the energy matrix in Latin America : governance and geopolitical perspective
Ugarteche, Óscar; León, Carlos de; García, Joselin - In: Energy policy 177 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014479028
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Risk premiums in the German day-ahead Electricity Market
Viehmann, Johannes - In: Energy policy 39 (2011) 1, pp. 386-394
Persistent link: https://www.econbiz.de/10009124706
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The forward premium in electricity futures
Bunn, Derek W.; Chen, Dipeng - In: Journal of empirical finance 23 (2013), pp. 173-186
Persistent link: https://www.econbiz.de/10010221755
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Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya; Lu, Shanglin; Li, Bo; Wang, Shixuan - In: Journal of empirical finance 72 (2023), pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
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Futures contract collateralization and its implications
Jarrow, Robert A.; Kwok, Simon Sai Man - In: Journal of empirical finance 74 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
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Wavelet decomposition and regime shifts : assessing the effects of crude oil shocks on stock market returns
Jammazi, Rania; Aloui, Chaker - In: Energy policy 38 (2010) 3, pp. 1415-1435
Persistent link: https://www.econbiz.de/10003938125