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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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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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Factor models in the German electricity market : stylized facts, seasonality, and calibration
Hinderks, Wieger Johan; Wagner, Andreas - In: Energy economics 85 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012510288
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Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar; Jena, Sangram Keshari; Mitra, Amarnath - In: Energy economics 72 (2018), pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
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Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara V. - In: Energy economics 127 (2023) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
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Price risk transmissions in the water-energy-food nexus : impacts of climate risks and portfolio implications
Trung Hai Le; Pham, Linh; Do, Hung Xuan - In: Energy economics 124 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014483064
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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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Exogenous shocks and the spillover effects between uncertainty and oil price
Li, Lei; Yin, Libo; Zhou, Yimin - In: Energy economics 54 (2016), pp. 224-234
Persistent link: https://www.econbiz.de/10011662821