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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
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Construction of an efficient portfolio of power purchase decisions based on risk-diversification tradeoff
Contreras, Javier; Rodríguez, Yeny E.; Sosa, Aníbal - In: Energy economics 64 (2017), pp. 286-297
Persistent link: https://www.econbiz.de/10011758182
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The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei; Zhou, Peng - In: Energy economics 76 (2018), pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
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On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Jebabli, Ikram; Arouri, Mohamed; Teulon, Frédéric - In: Energy economics 45 (2014), pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
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Hedging downside risk of oil refineries : a vine copula approach
Sukcharoen, Kunlapath; Leatham, David J. - In: Energy economics 66 (2017), pp. 493-507
Persistent link: https://www.econbiz.de/10011896556
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Differences in carbon risk spillovers with green versus traditional assets : evidence from a full distributional analysis
Duan, Kun; Yang, Liu; Yan, Cheng; Huang, Yingying - In: Energy economics 127 (2023) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10014488701
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Analyzing volatility transmission using group transfer entropy
Dimpfl, Thomas; Peter, Franziska Julia - In: Energy economics 75 (2018), pp. 368-376
Persistent link: https://www.econbiz.de/10011974349
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Does OVX affect WTI and Brent oil spot variance? : evidence from an entropy analysis
Benedetto, Francesco; Mastroeni, Loretta; Quaresima, Greta - In: Energy economics 89 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012517069
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On the predictability of energy commodity markets by an entropy-based computational method
Benedetto, F.; Giunta, G.; Mastroeni, L. - In: Energy economics 54 (2016), pp. 302-312
Persistent link: https://www.econbiz.de/10011662915
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Commodity futures and market efficiency
Kristoufek, Ladislav; Vošvrda, Miloslav S. - In: Energy economics 42 (2014), pp. 50-57
Persistent link: https://www.econbiz.de/10010502969