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Utility equities and the allocation of capital resources
Frankfurter, George - In: The quarterly review of economics and business : … 19 (1979) 4, pp. 45-52
Persistent link: https://www.econbiz.de/10002198277
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The valuation of public utility equities
Malkiel, Burton Gordon - In: The Bell journal of economics and management science 1 (1970), pp. 143-160
Persistent link: https://www.econbiz.de/10002419035
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Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and risk management
Ignatieva, Ekaterina - 2012
Persistent link: https://www.econbiz.de/10009548356
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Growth, dividend policy and capital costs in the electric utility industry
Higgins, Robert C. - In: The journal of finance : the journal of the American … 29 (1974) 4, pp. 1189-1201
Persistent link: https://www.econbiz.de/10002831624
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The effect of wholesale market deregulation on shareholder wealth in the electric power industry
Besanko, David; D'Souza, Julia; Thiagarajan, S. Ramu - In: The journal of law & economics 44 (2001) 1, pp. 65-88
Persistent link: https://www.econbiz.de/10001582715
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Inflation, regulation, and utility stock prices
Keran, Michael W. - In: The Bell journal of economics 7 (1976) 1, pp. 268-280
Persistent link: https://www.econbiz.de/10002214731
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Erweiterte ARMA-Ansätze zur Prognose von Spotmarktpreisen in Europa
Swider, Derk J. - In: Zeitschrift für Energiewirtschaft : ZfE 30 (2006) 1, pp. 31-42
Persistent link: https://www.econbiz.de/10003310150
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Analyse von Fly Ups am Spotmarkt der EEX
Lang, Christoph; Schwarz, Hans-Günter; Kaehler, Jürgen - In: Energiewirtschaftliche Tagesfragen : et ; Zeitschrift … 56 (2006) 7, pp. 46-51
Persistent link: https://www.econbiz.de/10003344713
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Simulationsgestützte Bewertung von Optionsrechten im Stromhandel
Wilkens, Sascha; Tanev, Kalin - In: Finanz-Betrieb : FB ; Zeitschrift für … 8 (2006) 5, pp. 300-311
Persistent link: https://www.econbiz.de/10003316664
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Robust estimation of integrated variance and quarticity under flat price and no trading bias
Schulz, Frowin C. - 2010 - 2nd version: August 7, 2010
This paper investigates a selection of methods disentangling contributions from price jumps to realized variance. Flat prices (consecutively sampled prices in calendar time with the same value) and no trading (no price observation at sampling points), both frequently occurring stylized facts in...
Persistent link: https://www.econbiz.de/10008939379