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Filippini, Massimo
8
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Energy economics
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NBER working paper series
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344
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Economics Papers from University Paris Dauphine
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Der Schweizer Treuhänder : Monatsschrift für Wirtschaftsprüfung, Rechnungswesen, Unternehmens- und Steuerberatung ; offizielles Organ der Treuhand-Kammer
321
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312
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308
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Europäische Hochschulschriften / 5
299
IMF Working Paper
294
Journal of financial economics
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Aussenwirtschaft : schweizerische Zeitschrift für internationale Wirtschaftsbeziehungen ; the Swiss review of international economic relations
266
Revue économique et sociale : RES ; bulletin de la Société d'Etudes Economiques et Sociales
265
Journal of economic dynamics & control
257
The journal of asset management
256
Journal of risk and financial management : JRFM
254
The journal of portfolio management : a publication of Institutional Investor
254
Applied economics
252
Wirtschaftspolitische Mitteilungen : Wirtschaftsförderung, Gesellschaft zur Förderung der Schweizerischen Wirtschaft
252
Discussion paper
251
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
136
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1
A load factor based meanvariance analysis for fuel diversification
Gotham, Douglas
;
Muthuraman, Kumar
;
Preckel, Paul V.
; …
- In:
Energy economics
31
(
2009
)
2
,
pp. 249-256
Persistent link: https://www.econbiz.de/10003832245
Saved in:
2
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
Saved in:
3
Portfolio optimization using Mixture Design of Experiments : scheduling trades within electricity markets
Oliveira, Francisco Alexandre de
;
Paiva, Anderson Paulo de
- In:
Energy economics
33
(
2011
)
1
,
pp. 24-32
Persistent link: https://www.econbiz.de/10009260875
Saved in:
4
Applying portfolio theory to the electricity sector : energy versus power
Delarue, Erik
;
De Jonghe, Cedric
;
Belmans, Ronnie
; …
- In:
Energy economics
33
(
2011
)
1
,
pp. 12-23
Persistent link: https://www.econbiz.de/10009260882
Saved in:
5
Energy R&D portfolio analysis based on climate change mitigation
Pugh, Graham
;
Clarke, Leon
;
Marlay, Robert
;
Kyle, Page
; …
- In:
Energy economics
33
(
2011
)
4
,
pp. 634-643
Persistent link: https://www.econbiz.de/10009261726
Saved in:
6
Value-at-risk estimation with the optimal dynamic biofuel portfolio
Chang, Ting-huan
;
Su, Hsin-mei
;
Chiu, Chien-liang
- In:
Energy economics
33
(
2011
)
2
,
pp. 264-272
Persistent link: https://www.econbiz.de/10009261932
Saved in:
7
Tail risk in energy portfolios
González-Pedraz, Carlos
;
Moreno, Manuel
;
Peña …
- In:
Energy economics
46
(
2014
),
pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
Saved in:
8
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
9
Modeling EU allowances and oil market interdependence : implications for portfolio management
Reboredo, Juan Carlos
- In:
Energy economics
36
(
2013
),
pp. 471-480
Persistent link: https://www.econbiz.de/10009724662
Saved in:
10
Downside risk and the energy hedger's horizon
Conlon, Thomas
;
Cotter, John
- In:
Energy economics
36
(
2013
),
pp. 371-379
Persistent link: https://www.econbiz.de/10009724683
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