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Commodities, Energy and Finance
Gnan, Ernest; Gudmundsson, Mar; Liebscher, Klaus; … - 2008
Persistent link: https://www.econbiz.de/10011689933
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Time Varying Risk Aversion: An Application to Energy Hedging
Cotter, John; Hanly, Jim - Geary Institute, University College Dublin - 2010
of risk aversion that is based on the observed risk preferences of energy hedging market participants. The resulting … strategies that address the potential future needs of energy hedgers. We find that the risk aversion based hedges differ …
Persistent link: https://www.econbiz.de/10008487726
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An Analysis of the EU Emission Trading Scheme
Bredin, Don; Muckley, Cal - Geary Institute, University College Dublin - 2010
extent to which several theoretically founded factors including, energy price movements, economic growth, temperature and …
Persistent link: https://www.econbiz.de/10008487728
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Commodities, Energy and Finance
Delgado, Juan; Smets, Frank Rafael; Gnan, Ernest; … - SUERF - The European Money and Finance Forum
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Persistent link: https://www.econbiz.de/10005018001
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Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - Institut de Préparation à l'Administration et à la … - 2014
deals with the dynamic return and volatility spillovers across internationally traded energy and cereal commodity markets … results provide evidence of significant linkages between the energy and cereal markets. Moreover, the OPEC news announcements …
Persistent link: https://www.econbiz.de/10010754812
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Commodities, energy and finance
Gnan, Ernest (ed.); Guðmundsson, Már (ed.) - Workshop on "Commodities, Energy and Finance" <2008, Wien>; … - 2008
Persistent link: https://www.econbiz.de/10011704678
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The impact of the Russia-Ukraine conflict on the green energy transition – A capital market perspective
Nerlinger, Martin; Utz, Sebastian - 2022
We investigate whether the Russia-Ukraine conflict has affected investors' assessment concerning a green energy … transition. Based on a global energy sector sample, we apply an event study around the invasion on February 24, 2022. We find … that energy firms' CAAR are positive around the event. Renewable energy firms generated comparably low abnormal returns …
Persistent link: https://www.econbiz.de/10013405628
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Data-based priors for vector autoregressions with drifting coefficients
Korobilis, Dimitris - Volkswirtschaftliche Fakultät, … - 2014
This paper proposes full-Bayes priors for time-varying parameter vector autoregressions (TVP-VARs) which are more robust and objective than existing choices proposed in the literature. We formulate the priors in a way that they allow for straightforward posterior computation, they require...
Persistent link: https://www.econbiz.de/10011109841
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Data-based priors for vector autoregressions with drifting coefficients
Korobilis, Dimitris - Department of Economics, Adam Smith Business School - 2014
This paper proposes full-Bayes priors for time-varying parameter vector autoregressions (TVP-VARs) which are more robust and objective than existing choices proposed in the literature. We formulate the priors in a way that they allow for straightforward posterior computation, they require...
Persistent link: https://www.econbiz.de/10010896988
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Regime-dependent nowcasting of the Austrian economy
Fortin, Ines; Hlouskova, Jaroslava - 2023
We nowcast and forecast Austrian economic activity, namely real gross domestic product (GDP), consumption and investment, which are available at a quarterly frequency. While nowcasting uses data up to (and including) the quarter to be predicted, forecasting uses only data up to the previous...
Persistent link: https://www.econbiz.de/10014436331