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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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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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Wind derivatives : modeling and pricing
Alexandridis, A.; Zapranis, Achilleas - In: Computational economics 41 (2013) 3, pp. 299-326
Persistent link: https://www.econbiz.de/10009711330
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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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Evaluation of a DSGE model of energy in the United Kingdom using stationary data
Aminu, Nasir - In: Computational economics 51 (2018) 4, pp. 1033-1068
Persistent link: https://www.econbiz.de/10011972216
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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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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
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Role of economic policy uncertainty in energy commodities prices forecasting : evidence from a hybrid deep learning approach
Rao, Amar; Tedeschi, Marco; Mohammed, Kamel Si; … - In: Computational economics 64 (2024) 6, pp. 3295-3315
Persistent link: https://www.econbiz.de/10015144228