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Does renewable energy generation decrease the volatility of electricity prices? : an analysis of Denmark and Germany

Rintamäki, Tuomas; Siddiqui, Afzal S.; Salo, Ahti A. - In: Energy economics 62 (2017), pp. 270-282

Persistent link: https://www.econbiz.de/10011748135

Forecasting volatility stock return : evidence from the Nordic stock exchanges

Dritsakis, Nikolaos; Savvas, Georgios - In: International journal of economics and finance 9 (2017) 2, pp. 15-31

Persistent link: https://www.econbiz.de/10011617883

Modelling and forecasting the volatility of the Nordic power market : an application of the GARCH-jump process

Dutta, Anupam - In: Revisiting Electricity Market Reforms : Lessons for …, (pp. 143-158). 2022

Persistent link: https://www.econbiz.de/10013447658

Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets

Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - 2023

This paper investigates price volatility and spillover effects in the Nordic electricity wholesale markets, comprising … carbon prices on volatility spillovers. The study employs a rich dataset of 107,352 hourly prices spanning from January 2010 … volatility interactions among the four Nordic markets, contributing to the scarce literature on volatility in this market …

Persistent link: https://www.econbiz.de/10014343891

Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets

Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - 2023

Persistent link: https://www.econbiz.de/10014345486

Volatility spillovers and carbon price in the Nordic wholesale electricity markets

Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - 2023

Persistent link: https://www.econbiz.de/10014431002

Volatility spillovers and carbon price in the Nordic wholesale electricity markets

Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - 2023

Persistent link: https://www.econbiz.de/10014431997

Volatility spillovers and carbon price in the Nordic wholesale electricity markets

Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - In: Energy economics 134 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015047008

Optimale Strategien zum Management von Elektrizitätsrisiken mit Futures : eine empirische Analyse mit multivariaten GARCH-Modellen

Rodt, Marc - 2003 - 1. Aufl.

Seit der zweiten Hälfte der 90er Jahre schreitet die Liberalisierung der europäischen Elektrizitätsmärkte voran. Damit einher geht die Gründung von Handelsplattformen für Elektrizität, an denen überwiegend Erzeuger und Händler agieren. Die Liberalisierung führt einerseits zu...

Persistent link: https://www.econbiz.de/10013433126

A diffusion approximation for the riskless profit under selling of discrete time call options: Non-identically distributed jumps

Nagaev, Alexander V.; Nagaev, Sergei A.; Kunst, Robert M. - 2005

A discrete time model of financial markets is considered. It is assumed that the relative jumps of the risky security price are independent non-identically distributed random variables. In the focus of attention is the expected non-risky profit of the investor that arises when the jumps of the...

Persistent link: https://www.econbiz.de/10010293743