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Long term power prices and renewable energy market values in Norway : a probabilistic approach

Jåstad, Eirik Ogner; Trotter, Ian M.; Bolkesjø, … - In: Energy economics 112 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013350589

Robust estimation and forecasting of the long-term seasonal component of electricity spot prices

Nowotarski, Jakub; Tomczyk, Jakub; Weron, Rafał - In: Energy economics 39 (2013), pp. 13-27

Persistent link: https://www.econbiz.de/10010235039

Network connectedness of green bonds and asset classes

Reboredo, Juan Carlos; Ugolini, Andrea; Aiube, Fernando … - In: Energy economics 86 (2020), pp. 1-27

Persistent link: https://www.econbiz.de/10012511600

Commodities price cycles and their interdependence with equity markets

Boako, Gideon; Alagidede, Imhotep Paul; Sjo, Bo; Uddin, … - In: Energy economics 91 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012518586

Wavelet-based test of co-movement and causality between oil and renewable energy stock prices

Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Energy economics 61 (2017), pp. 241-252

Persistent link: https://www.econbiz.de/10011737787

Crude oil futures trading and uncertainty

Czudaj, Robert - In: Energy economics 80 (2019), pp. 793-811

Persistent link: https://www.econbiz.de/10012173728

CO2 emissions and economic activity : a short-to-medium run perspective

Fosten, Jack - In: Energy economics 83 (2019), pp. 415-429

Persistent link: https://www.econbiz.de/10012176157

The relationship between carbon-intensive fuel and renewable energy stock prices under the emissions trading system

Chun, Dohyun; Cho, Hoon; Kim, Jihun - In: Energy economics 114 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013477462

Connectedness between oil price shocks and US sector returns : evidence from TVP-VAR and wavelet decomposition

Sevillano, Maria-Caridad; Jareño, Francisco; López, Raquel - In: Energy economics 131 (2024), pp. 1-18

This paper examines the dynamic return and volatility connectedness between oil price shocks (demand, supply, and risk shocks) and US sector returns from October 2001 to January 2022. For this purpose, we combine the decomposition of the time series in time scales through the wavelet approach...

Persistent link: https://www.econbiz.de/10015046284

Machine learning and oil price point and density forecasting

Costa, Alexandre Bonnet R.; Ferreira, Pedro Cavalcanti; … - In: Energy economics 102 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013162181