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Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 41 (2014), pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
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Renewable energy regulation and structural breaks : an empirical analysis of Spanish electricity price volatility
Ciarreta, Aitor; Pizarro-Irizar, Cristina; Zarraga, Ainhoa - In: Energy economics 88 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012515146
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Modelling futures price volatility in energy markets : is there a role for financial speculation?
Manera, Matteo; Nicolini, Marcella; Vignati, Ilaria - In: Energy economics 53 (2016), pp. 220-229
Persistent link: https://www.econbiz.de/10011660521
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Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach
Hou, Yang; Li, Steven; Wen, Fenghua - In: Energy economics 83 (2019), pp. 119-143
Persistent link: https://www.econbiz.de/10012175247
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Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market : the case of the Italian electricity market
Lisi, Francesco; Grossi, Luigi; Quaglia, Federico - In: Energy economics 121 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014438462