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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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Market specific news and its impact on electricity prices : forward premia
Lazarczyk, Ewa - 2013
This paper studies the impact of market specific news on the short-time forward premia on the Scandinavian electricity market. I show that the short time premia between the day-ahead and intra-day electricity prices on the Scandinavian market can be explained by the arrival of news specific to...
Persistent link: https://www.econbiz.de/10009702265
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The financial effects of fuel adjustment clauses on electric utilities
Golec, Joseph - In: The journal of business : B 63 (1990) 2, pp. 165-186
Persistent link: https://www.econbiz.de/10001089138
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Auswirkungen gesetzlicher Neuerungen und politischer Unsicherheit auf die Energiewirtschaft : eine Untersuchung aus Kapitalmarktsicht
Welkoborsky, Christopher - 2018
Persistent link: https://www.econbiz.de/10013445959
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Modelling energy markets with extreme spikes
Schmidt, Thorsten - In: Mathematical control theory and finance, (pp. 359-375). 2008
Persistent link: https://www.econbiz.de/10003755895
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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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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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The effect of the Fukushima nuclear accident on stock prices of electric power utilities in Japan
Kawashima, Shingo; Takeda, Fumiko - In: Energy economics 34 (2012) 6, pp. 2029-2038
Persistent link: https://www.econbiz.de/10009688886
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Electricity futures prices : time varying sensitivity to fundamentals
Fleten, Stein-Erik; Huisman, Ronald; Kilic, Mehtap; … - 2014
Persistent link: https://www.econbiz.de/10010357599
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The stabilizing effect of hydro reservoir levels on intraday power prices under wind forecast errors
Kilic, Mehtap; Trujilo-Baute, Elisa - 2014
Persistent link: https://www.econbiz.de/10010422851