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The risk spillover effect of the COVID-19 pandemic on energy sector : evidence from China
Si, Dengkui; Li, Xiao-Lin; Xu, XuChuan; Fang, Yi - In: Energy economics 102 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013162430
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Modelling the volatility of TOCOM energy futures : a regime switching realised volatility approach
Alizadeh-Masoodian, Amir H.; Huang, Chih-Yueh; Marsh, Ian - In: Energy economics 93 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012643308
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The (de)merits of minimum-variance hedging : application to the crack spread
Alexander, Carol; Prokopczuk, Marcel; Sumawong, Anannit - In: Energy economics 36 (2013), pp. 698-707
Persistent link: https://www.econbiz.de/10009724605
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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
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A regime switching approach for hedging tanker shipping freight rates
Alizadeh-Masoodian, Amir H.; Huang, Chih-Yueh; Van … - In: Energy economics 49 (2015), pp. 44-59
Persistent link: https://www.econbiz.de/10011536654
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Financial deregulation and operational risks of energy enterprise : the shock of liberalization of bank lending rate in China
Si, Dengkui; Li, Xiao-Lin; Huang, Shoujun - In: Energy economics 93 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012631336