Similar Search Results

European electricity and interrelated futures markets : a cointegrated vector autoregressive analysis

Fritz, Andreas - 2012

This study investigates the price formation of electricity futures at the European Energy Exchange (EEX) and aims at understanding the price formation in connection with interrelated futures markets such as ARA coal at the Intercontinental Exchange (ICE), natural gas at the Title Transfer...

Persistent link: https://www.econbiz.de/10010433655

The relationship between oil prices and stock prices of the European renewable energy companies : a Vector Autoregressive analysis

Slatinaa, Enis; Lazovic-Pita, Lejla; Abdić, Ademir; … - In: Naše gospodarstvo : NG 69 (2023) 4, pp. 1-11

This article aims to examine the potential relationship between Brent crude oil futures prices and the index of the European renewable energy companies. After the overview of the European legislation and the most recent literature review on the topic, the article deploys a method of the Vector...

Persistent link: https://www.econbiz.de/10014476554

Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis

Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: International review of financial analysis 74 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012803941

Market integration of cold and warmwater shrimp in Europe

Ankamah-Yeboah, Isaac; Ståhl, Lisa; Nielsen, Max - In: Marine resource economics 32 (2017) 4, pp. 371-390

Persistent link: https://www.econbiz.de/10011761802

Futures-spot price transmission in EU corn markets

Penone, Carlotta; Giampietri, Elisa; Trestini, Samuele - In: Agribusiness : an international journal 38 (2022) 3, pp. 679-709

Persistent link: https://www.econbiz.de/10013332907

European foreign exchange market efficiency : evidence based on crisis and non crisis periods

Aroskar, Raj; Sarkar, Salil K.; Swanson, Peggy E. - In: International review of financial analysis 13 (2004) 3, pp. 333-347

Persistent link: https://www.econbiz.de/10002115132

Cointegration in the foreign exchange market and market efficiency since the introduction of the euro : evidence based on bivariate cointegration analyses

Kühl, Michael (contributor) - 2007

the Euro by applying the cointegration analysis to exchange rates. The introduction of the Euro has changed the structure … the introduction of a new currency has resulted in inefficient markets, a bivariate cointegration analysis should be … adjustment to the long-run equilibrium. -- foreign exchange market ; market efficiency ; cointegration …