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Finanzsystem und wirtschaftliche Entwicklung : eine theoretische und empirische Analyse

Umlauf, Matthias - 2002

Persistent link: https://www.econbiz.de/10001583973

Modelling energy spot prices : empirical evidence from NYMEX

Nomikos, Nikos K.; Andriosopoulos, Kostas - In: Energy economics 34 (2012) 4, pp. 1153-1169

Persistent link: https://www.econbiz.de/10009688111

A new energy model to capture the behavior of energy price processes

Xu, Weijun; Sun, Qi; Xiao, Weilin - In: Economic modelling 29 (2012) 5, pp. 1585-1591

Persistent link: https://www.econbiz.de/10009667202

Estimating functional efficiency in energy futures markets

García-Verdugo Sales, Javier; Consuegra, Meliyara - In: Economics and Business Letters : EBL 2 (2013) 3, pp. 105-115

Persistent link: https://www.econbiz.de/10010347116

Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets

Fileccia, Gaetano; Sgarra, Carlo - In: International journal of computational economics and … 5 (2015) 4, pp. 451-479

Persistent link: https://www.econbiz.de/10011440890

Hourly price elasticity pattern of electricity demand in the German day-ahead market

Knaut, Andreas; Paulus, Simon - 2016

System security in electricity markets relies crucially on the interaction between demand and supply over time. However, research on electricity markets has been mainly focusing on the supply side arguing that demand is rather inelastic. Assuming perfectly inelastic demand might lead to delusive...

Persistent link: https://www.econbiz.de/10011517142