Narrow search
Showing 1 - 6 of 6
Cover Image
Risk spillovers between oil and stock markets : a VAR for VaR analysis
Wen, Danyan; Wang, Gang-Jin; Ma, Chaoqun; Wang, Yudong - In: Energy economics 80 (2019), pp. 524-535
Persistent link: https://www.econbiz.de/10012173682
Cover Image
What the investors need to know about forecasting oil futures return volatility
Wang, Yudong; Liu, Li; Ma, Feng; Wu, Chongfeng - In: Energy economics 57 (2016), pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
Cover Image
Quantifying risk in the electricity business : a RAROC-based approach
Prokopczuk, Marcel; Račev, Svetlozar T.; Schindlmayr, Gero - In: Energy economics 29 (2007) 5, pp. 1033-1049
Persistent link: https://www.econbiz.de/10003603307
Cover Image
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
Cover Image
A dynamic network analysis of spot electricity prices in the Australian national electricity market
Yan, Guan; Trück, Stefan - In: Energy economics 92 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012519993
Cover Image
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