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Market price of risk implied by Asian-style electricity options and futures
Weron, Rafał - In: Energy economics 30 (2008) 3, pp. 1098-1115
Persistent link: https://www.econbiz.de/10003744840
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Provisional liquidation of futures hedge programs
Lien, Da-hsiang Donald; Kwak, Soojong - In: Energy economics 28 (2006) 2, pp. 266-273
Persistent link: https://www.econbiz.de/10003307643
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Pricing summer day options by good-deal bounds
Kanamura, Takashi; Ōhashi, Kazuhiko - In: Energy economics 31 (2009) 2, pp. 289-297
Persistent link: https://www.econbiz.de/10003832251
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Price formation in electricity forward markets and the relevance of systematic forecast errors
Redl, Christian; Haas, Reinhard; Huber, Claus; Böhm, … - In: Energy economics 31 (2009) 3, pp. 356-364
Persistent link: https://www.econbiz.de/10003851625
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An equilibrium pricing model for weather derivatives in a multi-commodity setting
Lee, Yongheon; Oren, Shmuel S. - In: Energy economics 31 (2009) 5, pp. 702-712
Persistent link: https://www.econbiz.de/10003880188
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Multiple zone power forwards : a value at risk framework
Demers, Jean-Guy - In: Energy economics 31 (2009) 5, pp. 713-726
Persistent link: https://www.econbiz.de/10003880261
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A "simple" hybrid model for power derivatives
Lyle, Matthew R.; Elliott, Robert J. - In: Energy economics 31 (2009) 5, pp. 757-767
Persistent link: https://www.econbiz.de/10003880275
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Forward curves, scarcity and price volatility in oil and natural gas markets
Geman, Hélyette; Ohana, Steve - In: Energy economics 31 (2009) 4, pp. 576-585
Persistent link: https://www.econbiz.de/10003867821
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Hourly electricity prices in day-ahead markets
Huisman, Ronald; Huurman, Christian; Mahieu, Ronald J. - In: Energy economics 29 (2007) 2, pp. 240-248
Persistent link: https://www.econbiz.de/10003441815
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Portfolio diversification in energy markets
Galvani, Valentina; Plourde, André - In: Energy economics 32 (2010) 2, pp. 257-268
Persistent link: https://www.econbiz.de/10003954602