Narrow search
Showing 1 - 10 of 68
Cover Image
Capacity commitment and price volatility in a competitive electricity market
Tishler, Asher; Milstein, Irena; Woo, Chi-keung - In: Energy economics 30 (2008) 4, pp. 1625-1647
Persistent link: https://www.econbiz.de/10003745247
Cover Image
A supply and demand based volatility model for energy prices
Kanamura, Takashi - In: Energy economics 31 (2009) 5, pp. 736-747
Persistent link: https://www.econbiz.de/10003880268
Cover Image
Smooth transition regime shifts and pil price dynamics
Cifarelli, Giulio - In: Energy economics 38 (2013), pp. 160-167
Persistent link: https://www.econbiz.de/10009764597
Cover Image
The high-frequency asymmetric response of stock returns to monetary policy for high oil price events
Tsai, Chun-li - In: Energy economics 36 (2013), pp. 166-176
Persistent link: https://www.econbiz.de/10009724743
Cover Image
Jump spillovers in energy futures markets : implications for diversification benefits
Liu, Qingfu; Tu, Anthony H. - In: Energy economics 34 (2012) 5, pp. 1447-1464
Persistent link: https://www.econbiz.de/10009688077
Cover Image
Modelling energy spot prices : empirical evidence from NYMEX
Nomikos, Nikos K.; Andriosopoulos, Kostas - In: Energy economics 34 (2012) 4, pp. 1153-1169
Persistent link: https://www.econbiz.de/10009688111
Cover Image
Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong; Wu, Chongfeng - In: Energy economics 34 (2012) 6, pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
Cover Image
A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models
Xu, Bing; Ouenniche, Jamal - In: Energy economics 34 (2012) 2, pp. 576-583
Persistent link: https://www.econbiz.de/10009618682
Cover Image
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 41 (2014), pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Cover Image
The role of trader positions in spot and futures prices for WTI
Kolodziej, Marek; Kaufmann, Robert Kurt - In: Energy economics 40 (2013), pp. 176-182
Persistent link: https://www.econbiz.de/10010349590