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Analyzing the impact of futures trading on spot price volatility : evidence from the spot electricity market in France and Germany
Kalantzis, Fotis G.; Milonas, Nikolaos T. - In: Energy economics 36 (2013), pp. 454-463
Persistent link: https://www.econbiz.de/10009724667
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Electronic trading system and returns volatility in the oil futures market
Liao, Huei-chu; Lee, Yi-huey; Suen, Yu-bo - In: Energy economics 30 (2008) 5, pp. 2636-2644
Persistent link: https://www.econbiz.de/10003773840
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Liquidity, surprise volume and return premia in the oil market
Batten, Jonathan A.; Kinateder, Harald; Szilágyi, Péter G. - In: Energy economics 77 (2019), pp. 93-104
Persistent link: https://www.econbiz.de/10012306351
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Oil price shocks and cost of capital : does market liquidity play a role?
Prodromou, Tina; Demirer, Rıza - In: Energy economics 115 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013540690
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A Markov switching model of the conditional volatility of crude oil futures prices
Fong, Wai-mun; See, Kim Hock - In: Energy economics 24 (2002) 1, pp. 71-95
Persistent link: https://www.econbiz.de/10001652763
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Evidence on the nature and extent of the relationship between oil prices and equity values in the UK
El-Sharif, Idris; Brown, Dick; Burton, Bruce G.; Nixon, Bill - In: Energy economics 27 (2005) 6, pp. 819-830
Persistent link: https://www.econbiz.de/10003224424
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Electricity market integration, decarbonisation and security of supply : dynamic volatility connectedness in the Irish and Great Britain markets
Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - In: Energy economics 92 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012519644
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A spot-forward model for electricity prices with regime shifts
Paraschiv, Florentina; Fleten, Stein-Erik; Schürle, Michael - In: Energy economics 47 (2015), pp. 142-153
Persistent link: https://www.econbiz.de/10011527263
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Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Avdulaj, Krenar; Barunik, Jozef - In: Energy economics 51 (2015), pp. 31-44
Persistent link: https://www.econbiz.de/10011564203
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Factor models in the German electricity market : stylized facts, seasonality, and calibration
Hinderks, Wieger Johan; Wagner, Andreas - In: Energy economics 85 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012510288