Analyzing the Dynamic Impact of Electricity Futures on Revenue and Risk of Renewable Energy in China
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Abstract
Suggested Citation
DOI: 10.1016/j.enpol.2019.06.011
Note: View the original document on HAL open archive server: https://ifp.hal.science/hal-02264847
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Cited by:
- Li, Yi & Liu, Tianya & Xu, Jinpeng, 2023. "Analyzing the economic, social, and technological determinants of renewable and nonrenewable electricity production in China: Findings from time series models," Energy, Elsevier, vol. 282(C).
- Li, Yanxue & Zhang, Xiaoyi & Gao, Weijun & Ruan, Yingjun, 2020. "Capacity credit and market value analysis of photovoltaic integration considering grid flexibility requirements," Renewable Energy, Elsevier, vol. 159(C), pages 908-919.
- Deqin Lin & Wenyang Deng & Siting Dai, 2022. "A Margin Design Method Based on the SPAN in Electricity Futures Market Considering the Risk of Power Factor," Energies, MDPI, vol. 15(14), pages 1-14, July.
- Zhang, Lihong & Wang, Jun & Wang, Bin, 2020. "Energy market prediction with novel long short-term memory network: Case study of energy futures index volatility," Energy, Elsevier, vol. 211(C).
- Wang, Kai-Hua & Su, Chi-Wei & Lobonţ, Oana-Ramona & Moldovan, Nicoleta-Claudia, 2020. "Chinese renewable energy industries’ boom and recession: Evidence from bubble detection procedure," Energy Policy, Elsevier, vol. 138(C).
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Keywords
Spot Prices; Electricity Market; Futures Prices; Hedging Strategy;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2019-09-02 (Energy Economics)
- NEP-TRA-2019-09-02 (Transition Economics)
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