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The dynamic volatility connectedness structure of energy futures and global financial markets : evidence from a novel time-frequency domain approach
Bagheri, Ehsan; Ebrahimi, Seyed Babak; Mohammadi, Arman; … - In: Computational economics 59 (2022) 3, pp. 1087-1111
Persistent link: https://www.econbiz.de/10013169223
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Valuation of spark-spread option written on electricity and gas forward contracts under two-factor models with non-Gaussian Lévy processes
Mehrdoust, Farshid; Noorani, Idin - In: Computational economics 61 (2023) 2, pp. 807-853
Persistent link: https://www.econbiz.de/10014228463
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Network topology and locational market power
Chen, Jiangzhuo; Macauley, Matthew; Marathe, Achla - In: Computational economics 34 (2009) 1, pp. 21-35
Persistent link: https://www.econbiz.de/10003876979
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Market efficiency and cross-correlations of Chinese new energy market with other assets : evidence from multifractality analysis
Fu, Zeyi; Niu, Hongli; Wang, Weiqing - In: Computational economics 62 (2023) 3, pp. 1287-1311
Persistent link: https://www.econbiz.de/10014382907
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From the East-European regional day-ahead markets to a global electricity market
Bâra, Adela; Oprea, Simona-Vasilica; Tudorică, Bogdan … - In: Computational economics 63 (2024) 6, pp. 2525-2557
Persistent link: https://www.econbiz.de/10014636761
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Implications of a reserve price in an agent-based common-value auction
Boyer, Christopher N.; Brorsen, B. Wade - In: Computational economics 43 (2014) 1, pp. 33-51
Persistent link: https://www.econbiz.de/10010249734
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Evolutionary dynamics of price dispersion with market-dependent costs
Álvarez, Francisco; Rey, José-Manuel; Sanchis, Raúl G. - In: Computational economics 53 (2019) 3, pp. 951-975
Persistent link: https://www.econbiz.de/10012135104
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Predicting natural gas prices based on a novel hybrid model with variational mode decomposition
Lu, Qin; Liao, Jingwen; Chen, Kechi; Liang, Yanhui; Lin, Yu - In: Computational economics 63 (2024) 2, pp. 639-678
Persistent link: https://www.econbiz.de/10014472537
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The influence of economic policy uncertainty and business cycles on fine wine prices
Ben Ameur, Hachmi; Le Fur, Eric; Pillot, Julien - In: Computational economics 62 (2023) 2, pp. 589-608
Persistent link: https://www.econbiz.de/10014382739
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Do gas price and uncertainty indices forecast crude oil prices? : fresh evidence through XGBoost modeling
Tissaoui, Kais; Zaghdoudi, Taha; Hakimi, Abdelaziz; … - In: Computational economics 62 (2023) 2, pp. 663-687
Persistent link: https://www.econbiz.de/10014382756