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On the risk premium in Nordic electricity futures prices
Lucia, Julio J.; Torró, Hipòlit - In: International review of economics & finance : IREF 20 (2011) 4, pp. 750-763
Persistent link: https://www.econbiz.de/10009303863
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European natural gas seasonal effects on futures hedging
Martínez, Beatriz; Torró, Hipòlit - In: Energy economics 50 (2015), pp. 154-168
Persistent link: https://www.econbiz.de/10011564010
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European natural gas seasonal effects on futures hedging
Martínez, Beatriz; Torró, Hipòlit - 2015
This paper is the first to discuss the design of futures hedging strategies in European natural gas markets (NBP, TTF and Zeebrugge). A common feature of energy prices is that conditional mean and volatility are driven by seasonal trends due to weather, demand, and storage level seasonalities....
Persistent link: https://www.econbiz.de/10010479020
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Optimal hedging under biased energy futures markets
Furió, Dolores; Torró, Hipòlit - In: Energy economics 88 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012516242
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Hedging spark spread risk with futures
Martínez, Beatriz; Torró, Hipòlit - 2017 - Version: July 2017
Persistent link: https://www.econbiz.de/10011745081
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The response of Brent crude oil to the European central bank monetary policy
Soriano, Pilar; Torró, Hipòlit - In: Finance research letters 46 (2022) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10013341464
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European Natural Gas Seasonal Effects on Futures Hedging
Martínez, Beatriz - 2015
This paper is the first to discuss the design of futures hedging strategies in European natural gas markets (NBP, TTF and Zeebrugge). A common feature of energy prices is that conditional mean and volatility are driven by seasonal trends due to weather, demand, and storage level seasonalities....
Persistent link: https://www.econbiz.de/10013028042