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Can market power in the electricity spot market translate into market power in the hedge market?
Bragança, Gabriel Godofredo Fiuza de; Daglish, Toby - In: Energy economics 58 (2016), pp. 11-26
Persistent link: https://www.econbiz.de/10011698480
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An equilibrium pricing model for weather derivatives in a multi-commodity setting
Lee, Yongheon; Oren, Shmuel S. - In: Energy economics 31 (2009) 5, pp. 702-712
Persistent link: https://www.econbiz.de/10003880188
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric - In: European economic review : EER 37 (1993) 5, pp. 949-960
Persistent link: https://www.econbiz.de/10001147388
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Generalized FTRs for hedging inter-nodal pricing risk
Hesamzadeh, Mohammad Reza; Biggar, Darryl - In: Energy economics 94 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012649300
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Hedging size risk : theory and application to the US gas market
Roncoroni, Andrea; Brik, Rachid Id - In: Energy economics 64 (2017), pp. 415-437
Persistent link: https://www.econbiz.de/10011758971
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The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei; Zhou, Peng - In: Energy economics 76 (2018), pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
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Price uncertainty, the competitive firm and the dual theory of choice under risk
Demers, Fanny Saul - In: European economic review : EER 34 (1990) 6, pp. 1181-1199
Persistent link: https://www.econbiz.de/10001096599
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How to allocate forward contracts : the case of electricity markets
Frutos, Maria Angeles de; Fabra, Natalia - In: European economic review : EER 56 (2012) 3, pp. 451-469
Persistent link: https://www.econbiz.de/10009657501
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Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints
Domínguez, Ruth; Vitali, Sebastiano; Carrión, Miguel; … - In: Energy economics 101 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013161544
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A re-examination of maturity effect of energy futures price from the perspective of stochastic volatility
Liu, Wei-han - In: Energy economics 56 (2016), pp. 351-362
Persistent link: https://www.econbiz.de/10011664251