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Predicting carbon market risk using information from macroeconomic fundamentals
Jiao, Lei; Liao, Yin; Zhou, Qing - In: Energy economics 73 (2018), pp. 212-227
Persistent link: https://www.econbiz.de/10011972585
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Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan; Zerilli, Paola; Baum, Christopher F. - In: Energy economics 79 (2019), pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
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Stochastic volatility, jumps and leverage in energy and stock markets : evidence from high frequency data
Baum, Christopher F.; Zerilli, Paola; Chen, Liyuan - In: Energy economics 93 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012643307
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Optimal sales-mix and generation plan in a two-stage electricity market
Falbo, Paolo; Ruiz, Carlos - In: Energy economics 78 (2019), pp. 598-614
Persistent link: https://www.econbiz.de/10012160042
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Joint optimization of sales-mix and generation plan for a large electricity producer
Falbo, Paolo; Ruiz, Carlos - In: Energy economics 120 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014283077
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An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei; Liao, Yin; Lu, Xinjie; Ma, Feng - In: Energy economics 116 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013542124