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An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-ling; McAleer, Michael; Wang, Chien-Hsun - 2016 - Revised: June, 2016
It is well known that that there is an intrinsic link between the financial and energy sectors, which can be analyzed … to examine spillover effects, "generated regressors" may be used to construct both Financial ETF futures and Energy ETF … futures. The purpose of the paper is to investigate the co-volatility spillovers within and across the US energy and financial …
Persistent link: https://www.econbiz.de/10011520509
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Are consumers attentive to local energy costs? : evidence from the appliance market
Houde, Sébastien; Myers, Erica - 2019
We estimate whether consumers respond to local energy costs when purchasing appliances. Using a dataset from an … appliance retailer, we compare demand responsiveness to a measure of energy costs that varies with local energy prices versus … purchase prices. We strongly reject that consumers are unresponsive to local energy costs under a wide range of assumptions …
Persistent link: https://www.econbiz.de/10011975582
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Turn it up and open the window : on the rebound effects in residential heating
Hediger, Cécile; Farsi, Mehdi; Weber, Sylvain - 2017
calculated as embodied primary energy, we estimate a total rebound of more than one third. The econometric analysis points to …
Persistent link: https://www.econbiz.de/10011977257
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Assessing improved price zones in Central Western Europe
Felten, Björn; Felling, Tim; Osinski, Paul; Weber, … - 2019
Part I of this two-part paper has presented flow-based market coupling (FBMC), the implicit congestion management method used to couple the CentralWestern European (CWE) electricity markets. It has also introduced a large-scale model framework for FBMC assessments, focusing on modeling the...
Persistent link: https://www.econbiz.de/10012022674
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Flexible electricity use for heating in markets with renewable energy
Schill, Wolf-Peter; Zerrahn, Alexander - 2018
energy. We analyze the case of electric storage heaters in German 2030 scenarios with an open-source electricity sector model … renewables. …
Persistent link: https://www.econbiz.de/10011996270
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Rockets and feathers revisited : asymmetric retail fuel pricing in the era of market transparency
Asane-Otoo, Emmanuel; Dannemann, Bernhard - 2019 - This Version: October 2019
In this paper, we revisit the empirical observation that prices rise like rockets when input costs increase but fall like feathers when input costs decrease. The analysis draws on a novel dataset that include daily retail prices of gasoline and diesel from virtually all fuel stations in Germany...
Persistent link: https://www.econbiz.de/10012107945
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The effects of oil supply and demand shocks on U.S. consumer Sentiment
Güntner, Jochen; Linsbauer, Katharina - 2016
This paper investigates how the University of Michigan's Index of Consumer Sentiment (ICS) - a survey measure of U.S. households' expectations about current and future economic conditions - responds to structural oil supply and demand shocks. We find that the response to an observed increase in...
Persistent link: https://www.econbiz.de/10011576162
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How are oil supply shocks transmitted to the U.S. economy?
Geiger, Martin; Güntner, Jochen - 2019
We investigate how oil supply shocks are transmitted to U.S. economic activity, consumer prices, and interest rates. Using a structural VAR approach with a combination of sign and zero restrictions, we distinguish between supply and demand channels in the transmission of exogenous changes in...
Persistent link: https://www.econbiz.de/10012009877
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Heterogeneous preferences and the individual change to alternative electricity contracts
Ziegler, Andreas - 2018
Based on data from a large-scale computer-based survey among more than 3700 German citizens, this paper empirically disentangles the determinants of the general change of electricity contracts and the specific change to green electricity contracts. Our econometric analysis reveals a strong...
Persistent link: https://www.econbiz.de/10011901959
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Modeling coordination between renewables and grid : policies to mitigate distribution grid constraints using residential PV-battery systems
Neetzow, Paul; Mendelevitch, Roman; Siddiqui, Sauleh - 2018
Distributed photo-voltaic (PV) generation is one of the pillars of energy transitions around the world, but its … renewable energy sources and reduce distribution grid stress. However, tapping its full potential requires regulatory …
Persistent link: https://www.econbiz.de/10011919018