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Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets
Kanamura, Takashi - In: Energy economics 54 (2016), pp. 204-212
Persistent link: https://www.econbiz.de/10011662814
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The behaviour of energy-related volatility indices around scheduled news announcements : implications for variance swap investments
López, Raquel - In: Energy economics 72 (2018), pp. 356-364
Persistent link: https://www.econbiz.de/10011972340
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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
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Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader; Shahzad, Syed Jawad Hussain; Hammoudeh, … - In: Energy economics 88 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
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Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market
Fonseca, José da; Ignatieva, Ekaterina; Ziveyi, Jonathan - In: Energy economics 56 (2016), pp. 215-228
Persistent link: https://www.econbiz.de/10011664232