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Risk premia in electricity for...
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Volatility
41,061
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12,451
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12,319
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4,928
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4,668
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4,563
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4,379
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4,377
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4,357
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4,348
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4,330
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4,233
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4,060
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4,057
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150
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139
Bekaert, Geert
126
Bouri, Elie
126
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119
Aizenman, Joshua
110
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103
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102
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101
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100
Ma, Feng
96
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90
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89
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87
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85
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83
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81
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81
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81
Todorov, Viktor
80
Kočenda, Evžen
77
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76
Zaremba, Adam
75
Buch, Claudia M.
74
Christoffersen, Peter F.
72
Fabozzi, Frank J.
72
Lux, Thomas
72
Zhou, Hao
71
Wohar, Mark E.
70
Bali, Turan G.
69
Caballero, Ricardo J.
69
Jacobs, Kris
69
Lucey, Brian M.
69
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69
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67
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C.E.P.R. Discussion Papers
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Journal of econometrics
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Economics letters
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Journal of financial economics
356
Research in international business and finance
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Applied financial economics
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Applied economics letters
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The energy journal
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Journal of international financial markets, institutions & money
321
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CESifo working papers
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The review of financial studies
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MPRA Paper
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Pacific-Basin finance journal
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IMF working papers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Quantitative finance
216
Journal of economic dynamics & control
214
The journal of finance : the journal of the American Finance Association
208
The European journal of finance
199
International journal of forecasting
198
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ECONIS (ZBW)
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RePEc
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EconStor
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BASE
369
USB Cologne (business full texts)
205
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184
Other ZBW resources
180
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Showing
1
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10
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Sort
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date (newest first)
date (oldest first)
1
A space-time random field model for
electricity
forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
2
The relationship between day-ahead and futures prices in the
electricity
markets : an empirical analysis on Italy, France, Germany and Switzerland
Bonaldo, Cinzia
;
Caporin, Massimiliano
;
Fontini, Fulvio
-
2021
Persistent link: https://www.econbiz.de/10013256293
Saved in:
3
Market efficiency and risk premium in the Turkish wholesale
electricity
market
Yilmaz, Mustafa Kemal
;
Kucukcolak, Necla I.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
5
,
pp. 76-88
Persistent link: https://www.econbiz.de/10011951748
Saved in:
4
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
Saved in:
5
Carbon pricing and
electricity
markets : the case of the Australian Clean Energy Bill
Maryniak, Paweł
;
Trück, Stefan
;
Weron, Rafał
- In:
Energy economics
79
(
2019
),
pp. 45-58
Persistent link: https://www.econbiz.de/10012172256
Saved in:
6
The relationship between day-ahead and future prices in
electricity
markets : an empirical analysis on Italy, France, Germany, and Switzerland
Bonaldo, Cinzia
;
Caporin, Massimiliano
;
Fontini, Fulvio
- In:
Energy economics
110
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013349919
Saved in:
7
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
Saved in:
8
On the importance of the long-term seasonal component in day-ahead
electricity
price forecasting
Nowotarski, Jakub
;
Weron, Rafał
- In:
Energy economics
57
(
2016
),
pp. 228-235
Persistent link: https://www.econbiz.de/10011698464
Saved in:
9
A critical empirical study of three
electricity
spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
10
Electricity
futures prices in an emissions constrained economy : evidence from European power markets
Daskalakis, George
;
Symeonidis, Lazaros
;
Markellos, …
- In:
The energy journal
36
(
2015
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011403464
Saved in:
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