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~isPartOf:"Energy economics"
~subject:"Börsenkurs"
~subject:"Electric power industry"
~subject:"Ölpreis"
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Börsenkurs
Electric power industry
Ölpreis
Volatility
650
Volatilität
650
Oil price
464
Welt
274
World
274
ARCH model
235
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Ma, Feng
17
Tiwari, Aviral Kumar
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Hammoudeh, Shawkat
16
Gupta, Rangan
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10
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Sadorsky, Perry A.
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6
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5
Do, Hung Xuan
5
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Guo, Yawei
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Lu, Xinjie
4
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4
Maghyereh, Aktham I.
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Energy economics
Finance research letters
284
International Journal of Energy Economics and Policy : IJEEP
253
International review of financial analysis
191
International review of economics & finance : IREF
170
The North American journal of economics and finance : a journal of financial economics studies
165
Applied economics
163
Economic modelling
163
NBER working paper series
149
Research in international business and finance
141
Working paper / National Bureau of Economic Research, Inc.
134
Journal of banking & finance
133
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126
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108
Journal of empirical finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo working papers
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Pacific-Basin finance journal
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Economics letters
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Journal of econometrics
73
Zeitschrift für Energiewirtschaft : ZfE
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
The European journal of finance
67
Energiewirtschaftliche Tagesfragen : et ; Zeitschrift für Energiewirtschaft, Recht, Technik und Umwelt
66
International journal of finance & economics : IJFE
65
The energy journal
65
Cogent economics & finance
62
International journal of economics and financial issues : IJEFI
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Discussion paper / Centre for Economic Policy Research
61
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of international money and finance
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The empirical economics letters : a monthly international journal of economics
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The journal of finance : the journal of the American Finance Association
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1
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
2
Humps in the
volatility
structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
3
How much should we pay for interconnecting electricity markets? : a real options approach
Cartea, Álvaro
;
González-Pedraz, Carlos
- In:
Energy economics
34
(
2012
)
1
,
pp. 14-30
Persistent link: https://www.econbiz.de/10009616358
Saved in:
4
Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca
;
Sgarra, Carlo
- In:
Energy economics
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
Saved in:
5
Electricity price modelling with stochastic
volatility
and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
6
Risk premia in electricity derivatives markets
Algieri, Bernardina
;
Leccadito, Arturo
;
Tunaru, Diana
- In:
Energy economics
100
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012990257
Saved in:
7
Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny
;
Moriarty, John
;
Palczewski, Jan
- In:
Energy economics
65
(
2017
),
pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
Saved in:
8
Option prices and implied
volatility
in the crude oil market
Soini, Vesa
;
Lorentzen, Sindre
- In:
Energy economics
83
(
2019
),
pp. 515-539
Persistent link: https://www.econbiz.de/10012176275
Saved in:
9
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
10
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
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