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Fuel cost uncertainty, capacity investment and price in a competitive electricity market
Gal, Nurit; Milstein, Irena; Tishler, Asher; Woo, Chi-keung - In: Energy economics 61 (2017), pp. 233-240
Persistent link: https://www.econbiz.de/10011737782
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Volatility linkages between energy and agricultural commodity prices
López Cabrera, Brenda; Schulz, Franziska - In: Energy economics 54 (2016), pp. 190-203
Persistent link: https://www.econbiz.de/10011662808
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A supply and demand based volatility model for energy prices
Kanamura, Takashi - In: Energy economics 31 (2009) 5, pp. 736-747
Persistent link: https://www.econbiz.de/10003880268
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The bias in black-scholes/black implied volatility : an analysis of equity and energy markets
Doran, James S.; Ronn, Ehud I. - In: Review of derivatives research 8 (2005) 3, pp. 177-198
Persistent link: https://www.econbiz.de/10003408021
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Jump spillovers in energy futures markets : implications for diversification benefits
Liu, Qingfu; Tu, Anthony H. - In: Energy economics 34 (2012) 5, pp. 1447-1464
Persistent link: https://www.econbiz.de/10009688077
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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
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Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong; Wu, Chongfeng - In: Energy economics 34 (2012) 6, pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
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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
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An optimal trading problem in intraday electricity markets
Aïd, René; Gruet, Pierre; Pham, Huyen - In: Mathematics and financial economics 10 (2016) 1, pp. 49-85
Persistent link: https://www.econbiz.de/10011446022
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Forward trading and collusion of firms in volatile markets
Aichele, Markus - 2014
Commodity markets are characterized by large volumes of forward contracts as well as high volatility. They are often accused of weak competitive pressure. This article extends the existing literature by analyzing tacit collusion of firms, forward trading and volatility simultaneously. The...
Persistent link: https://www.econbiz.de/10010426239