Quantity and price risks determine key uncertainties market participants face in electricity markets with increased volatility, for instance due to high shares of renewables. In the time from day-ahead until real-time, there lies a large variation in best available information, such as between...

We introduce a minimum spanning tree framework to describe the risk dependencies and interactions of both total and idiosyncratic risk in the energy sector. We apply the framework to equity and CDS spread data of 51 domestic and 116 international energy firms, both non-renewable and renewable,...