Similar Search Results

Modeling and analyzing the mean and volatility relationship between electricity price returns and fuel market returns

Wei, Ching Chun - In: International journal of economics and finance 8 (2016) 7, pp. 55-70

Persistent link: https://www.econbiz.de/10011522976

Modeling and forecasting realized volatility in German-Austrian continuous intraday electricity prices

Ciarreta, Aitor; Muniain, Peru; Zarraga, Ainhoa - In: Journal of forecasting 36 (2017) 6, pp. 680-690

Persistent link: https://www.econbiz.de/10011861404

Equation-by-equation estimation of multivariate periodic electricity price volatility

Escribano, Álvaro; Sucarrat, Genaro - In: Energy economics 74 (2018), pp. 287-298

Persistent link: https://www.econbiz.de/10011972846

Risk in Mining and Cryptocurrency Returns : Evidence from Electricity Prices

Jia, Yuecheng; Yang, Haoxi; Zhang, Runyu - 2022

This study extends the production--based asset pricing framework into cryptocurrency markets by examining cryptocurrency miners' optimization. Under q--theory, cryptocurrency miners optimally adjust the supply of cryptocurrencies to changes in electricity prices. The first–order condition of...

Persistent link: https://www.econbiz.de/10014255264