Similar Search Results

A smooth transition logit model of the effects of deregulation in the electricity market

Hurn, Stan; Silvennoinen, Annastiina; Teräsvirta, Timo - In: Journal of applied econometrics 31 (2016) 4, pp. 707-733

Persistent link: https://www.econbiz.de/10011645213

Hedging performance and multiscale relationships in the German electricity spot and futures markets

Madaleno, Mara; Pinho, Carlos - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 26-62

We explore optimal hedge ratios and hedging effectiveness for the German electricity market. Given the increasing attention that wavelets received in the financial market, we concentrate on the investigation of the relationship, covariance/coherence evolution and hedge ratio analysis, on a...

Persistent link: https://www.econbiz.de/10011555959

A note on using the Hodrick-Prescott filter in electricity markets

Weron, Rafał; Zator, Michał - In: Energy economics 48 (2015), pp. 1-6

Persistent link: https://www.econbiz.de/10011533689

The overnight risk premium in electricity forward contracts

Fleten, Stein-Erik; Hagen, Liv Aune; Nygård, Maria Tandberg - In: Energy economics 49 (2015), pp. 293-300

Persistent link: https://www.econbiz.de/10011537092

The modeling and forecasting of extreme events in electricity spot markets

Herrera, Rodrigo; González, Nicolás - In: International journal of forecasting 30 (2014) 3, pp. 477-490

Persistent link: https://www.econbiz.de/10010511552

The impact of heat waves on electricity spot markets

Pechan, Anna; Eisenack, Klaus - In: Energy economics 43 (2014), pp. 63-71

Persistent link: https://www.econbiz.de/10010504175

Measuring the simultaneous quantity game in OMEL spot electricity market

Moutinho, Victor; Moreira, António Carrizo; Mota, Jorge H. - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 305-320

Persistent link: https://www.econbiz.de/10011287680

Dynamic Granger-causal networks of electricity spot prices : a novel approach to market integration

Castagneto-Gissey, G.; Chavez, Mario; De Vico Fallani, … - In: Energy economics 44 (2014), pp. 422-432

Persistent link: https://www.econbiz.de/10010457146

Futures pricing in electricity markets based on stable CARMA spot models

Benth, Fred Espen; Klüppelberg, Claudia; Müller, Gernot; … - In: Energy economics 44 (2014), pp. 392-406

Persistent link: https://www.econbiz.de/10010457150

A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets

Ignatieva, Ekaterina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 5, pp. 483-505

Persistent link: https://www.econbiz.de/10010461199