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European natural gas seasonal effects on futures hedging
Martínez, Beatriz; Torró, Hipòlit - In: Energy economics 50 (2015), pp. 154-168
Persistent link: https://www.econbiz.de/10011564010
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An empirical model comparison for valuing crack spread options
Mahringer, Steffen; Prokopczuk, Marcel - In: Energy economics 51 (2015), pp. 177-187
Persistent link: https://www.econbiz.de/10011564825
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On the use of the moment-matching technique for pricing and hedging multi-asset spread options
Pellegrino, Tommaso; Sabino, Piergiacomo - In: Energy economics 45 (2014), pp. 172-185
Persistent link: https://www.econbiz.de/10010504771
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The spark spread and clean spark spread option based valuation of a power plant with multiple turbines
Elias, R. S.; Wahab, M. I. M.; Fang, Liping - In: Energy economics 59 (2016), pp. 314-327
Persistent link: https://www.econbiz.de/10011699668
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Parametric model risk and power plant valuation
Bannör, Karl; Kiesel, Rüdiger; Nazarova, Anna; … - In: Energy economics 59 (2016), pp. 423-434
Persistent link: https://www.econbiz.de/10011699734
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Pricing and hedging wind power prediction risk with binary option contracts
Thakur, Jagruti; Hesamzadeh, Mohammad Reza; Date, Paresh; … - In: Energy economics 126 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
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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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Volatility transmission and volatility impulse response functions in European electricity forward markets
LePen, Yannick; Sévi, Benoît - In: Energy economics 32 (2010) 4, pp. 758-770
Persistent link: https://www.econbiz.de/10008779965
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A critical empirical study of three electricity spot price models
Benth, Fred Espen; Kiesel, Rüdiger; Nazarova, Anna - In: Energy economics 34 (2012) 5, pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
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Forecasting carbon futures volatility using GARCH models with energy volatilities
Byun, Suk Joon; Cho, Hangjun - In: Energy economics 40 (2013), pp. 207-221
Persistent link: https://www.econbiz.de/10010349571