Narrow search
Showing 11 - 20 of 681,450
Cover Image
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
Cover Image
Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio; Rodríguez, Rosa; … - In: Energy economics 91 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
Cover Image
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel; Benth, Fred Espen; Felten, Björn; … - In: International journal of theoretical and applied finance 23 (2020) 4, pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Cover Image
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
Cover Image
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
Cover Image
Pricing electricity forwards under future information on the stochastic mean-reversion level
Hess, Markus - In: Decisions in economics and finance : a journal of … 43 (2020) 2, pp. 751-767
Persistent link: https://www.econbiz.de/10012427666
Cover Image
Price and volatility spillovers in the electricity reliability council of Texas day-ahead electricity market
Abrokwah, Ama Agyeiwaa - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 6, pp. 322-330
Persistent link: https://www.econbiz.de/10011954593
Cover Image
Pricing Electricity Forwards under Future Information on the Stochastic Mean-Reversion Level
Hess, Markus - 2020
We extend the arithmetic multi-factor electricity spot price model proposed by Benth, Kallsen & Meyer-Brandis by adding … further derive pricing formulas for electricity forwards under future information and investigate the associated information …
Persistent link: https://www.econbiz.de/10012848664
Cover Image
Heterogeneous price dynamics in US regional electricity markets
Dias, José G.; Ramos, Sofia B. - In: Energy economics 46 (2014), pp. 453-463
Persistent link: https://www.econbiz.de/10011298959
Cover Image
Randomly modulated periodic signals in Australia's national electricity market
Foster, John; Hinich, Melvin J.; Wild, Phillip - In: The energy journal 29 (2008) 3, pp. 105-129
Persistent link: https://www.econbiz.de/10003733966