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Oil price volatility forecast with mixture memory GARCH

Klein, Tony; Walther, Thomas - In: Energy economics 58 (2016), pp. 46-58

Persistent link: https://www.econbiz.de/10011698485

Downside risk and the energy hedger's horizon

Conlon, Thomas; Cotter, John - In: Energy economics 36 (2013), pp. 371-379

Persistent link: https://www.econbiz.de/10009724683

A utility based approach to energy hedging

Cotter, John; Hanly, Jim - In: Energy economics 34 (2012) 3, pp. 817-827

Persistent link: https://www.econbiz.de/10010219885

Let's talk about risk! : stock market effects of risk disclosure for European energy utilities

Düsterhöft, Maximilian; Schiemann, Frank; Walther, Thomas - In: Energy economics 125 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014484429

A utility based approach to energy hedging

Cotter, John; Hanly, Jim - In: Energy Economics 34 (2012) 3, pp. 817-827

A key issue in the estimation of energy hedges is the hedgers' attitude towards risk which is encapsulated in the form of the hedgers' utility function. However, the literature typically uses only one form of utility function such as the quadratic when estimating hedges. This paper addresses...

Persistent link: https://www.econbiz.de/10010571697