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Data-driven analysis of the real-time electricity price considering wind power effect
Yang, Shengjie; Xu, Xuesong; Liu, Jiangang; Jiang, Weijin - In: Energy reports 6 (2020) 2, pp. 452-459
The electricity price is the sensitive signal of the supply-demand balance and some other market incidents. The … series. The paper demonstrates the data-driven method to mine information and achieve the analysis of electricity market. … analysis of the price data can provide plenty of the market information. It is helpful for the participants to understand the …
Persistent link: https://www.econbiz.de/10012181064
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Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del; Mora-Valencia, Andrés; Perote, Javier - In: The European journal of finance 25 (2019) 17, pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145
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On the construction of hourly price forward curves for electricity prices
Kiesel, Rüdiger; Paraschiv, Florentina; Sætherø, Audun - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 345-369
Persistent link: https://www.econbiz.de/10011993494
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Volatility transmission in agricultural futures markets
Beckmann, Joscha; Czudaj, Robert - In: Economic modelling 36 (2014), pp. 541-546
Persistent link: https://www.econbiz.de/10010416370
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Quantitative finance for agricultural commodities : discussion and extension
Power, Gabriel J. - In: Agricultural finance review 76 (2016) 1, pp. 27-41
Persistent link: https://www.econbiz.de/10011695493
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Price and volatility transmissions between natural gas, fertilizer, and corn markets
Etienne, Xiaoli Liao; Trujillo-Barrera, Andrés; … - In: Agricultural finance review 76 (2016) 1, pp. 151-171
Persistent link: https://www.econbiz.de/10011696348
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The relationship between Asian equity and commodity futures markets
Thuraisamy, Kannan S.; Sharma, Susan Sunila; Ali Ahmed, … - In: Journal of Asian economics 28 (2013), pp. 67-75
Persistent link: https://www.econbiz.de/10010400865
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The impact of US macroeconomic news announcements on Chinese commodity futures
Cai, Haidong; Ahmed, Shamim; Jiang, Ying; Liu, Xiaoquan - In: Quantitative finance 20 (2020) 12, pp. 1927-1966
Persistent link: https://www.econbiz.de/10012313529
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How to cope with volatile commodity export prices : three proposals
Frankel, Jeffrey A. - In: Rethinking the macroeconomics of resource-rich countries, (pp. 35-44). 2018
Persistent link: https://www.econbiz.de/10012055906
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Petroleum market volatility tracker in China
Bian, Huabin; Hua, Renhai; Liu, Qingfu; Zhang, Ping - In: The journal of futures markets 42 (2022) 11, pp. 2022-2040
Persistent link: https://www.econbiz.de/10013465839