Content
Undated material is presented at the end, although it may be more recent than other items
Undated
- 2160748 Electricity futures prices: some evidence on forecast power at NordPool
by Hipòlit Torró - 2160749 Electricity price forecasting with a new feature selection algorithm
by Farshid Keynia, Nima Amjady - 2160750 Valuation of commodity-based swing options
by Rudiger Kiesel, Jochen Gernhard, Sven-Olaf Stoll - 2160751 Derivation of locational marginal prices for restructured wholesale power markets
by Haifeng Liu, Leigh Tesfatsion and Ali A. Chowdhury - 2160752 Transmission capacity between Norway and Germany: a real options analysis
by Stein-Erik Fleten, Ane Marte Heggedal, Afzal Siddiqui - 2160753 Intra-daily smoothing splines for time-varying regression models of hourly electricity load
by Virginie Dordonnat, Siem Jan Koopman, Marius Ooms - 2160754 Corporate risk management in European energy markets
by Per Bjarte Solibakke - 2160755 The comovements along the forward curve of natural gas futures: a structural view
by Fabrizio Spargoli, Paolo Zagaglia - 2160756 The biased short-term futures price at Nord Pool: can it really be a risk premium?
by Ole Gjolberg, Trine-Lise Brattested - 2160757 The multiple-mean-reversion jump-diffusion model for Nordic electricity spot prices
by Matylda Jabłońska, Hasifa Nampala, Tuomo Kauranne - 2160758 Pricing of hourly exercisable electricity swing options using different price processes
by Guido Hirsch - 2160759 Reciprocal energy-switching options
by Roger Adkins, Dean Paxson - 2160760 On the optimal exercise of swing options in electricity markets
by Fred Espen Benth, Jukka Lempa, Trygve Kastberg Nilssen - 2160761 Performance of statistical arbitrage in petroleum futures markets
by Amir H. Alizadeh, Nikos K. Nomikos - 2160762 Pricing electricity derivatives on an hourly basis
by Nicole Branger, Oleg Reichmann, Magnus Wobben - 2160763 Price dynamics of natural gas components: empirical evidence
by Sjur Westgaard, Eduardo Faria, Stein-Erik Fleten - 2160764 Cointegration between gas and power spot prices
by Cyriel de Jong, Stefan Schneider - 2160765 Valuation of a natural gas storage facility
by Mats Kjaer, Ehud I. Ronn - 2160766 Implied volatility surface reconstruction for energy markets: spot price modeling versus surface parametrization
by Mikhail V. Deryabin - 2160767 New renewable electricity capacity under uncertainty: the potential in Norway
by Stein-Erik Fleten and Geir Ringen - 2160768 The information premium for non-storable commodities
by Fred Espen Benth, Thilo Meyer-Brandis - 2160769 Parametric approaches to risk management for natural gas prices: an out-of-sample evaluation
by Paolo Zagaglia - 2160770 Oil price formation through unstable, inelastic demand and cartel imperatives
by Ming-Jeng Hwang, Chin W.Yang, Bwo-Nung Huang - 2160771 Future spot gas prices in the US and the UK: are movements more influenced by country factors or by global factors?
by John Simpson - 2160772 Some stylized facts about high-frequency Nord Pool forward electricity prices
by Erik Haugom - 2160773 Modeling and optimizing risk in the strategic gas-purchase planning problem of local distribution companies
by Achim Koberstein, Cormac Lucas, Christian Wolf, Dirk König - 2160774 The impact of volume risk on hedge effectiveness: the case of a natural gas independent power producer operation
by Larry A. Johnson - 2160775 Efficiency and transmission in European energy markets: a seminon-parametric approach
by Per Bjarte Solibakke - 2160776 LNGScheduler: a rich model for coordinating vessel routing, inventories and trade in the liquefied natural gas supply chain
by Marte Fodstad, Kristin Tolstad Uggen, Frode Rømo, Arnt-Gunnar Lium, Geert Stremersch - 2160777 Stochastic behaviour of the electricity bid stack: from fundamental drivers to power prices
by Michael Coulon, Sam Howison - 2160778 Impacts of regulatory announcements on CO 2 prices
by Maria Mansanet-Bataller, Angel Pardo - 2160779 Modeling Nord Pool's NO1 area price
by Anders Løland, Xeni K. Dimakos - 2160780 Evaluation of static hedging strategies for hydropower producers in the Nordic market
by Stein-Erik Fleten, Espen Bråthen, Sigurd-Erik Nissen-Meyer - 2160781 Structural interactions of European carbon trading and energy prices
by Carlo Fezzi, Derek W. Bunn - 2160782 Evaluating carbon governance: the clean development mechanism from an emerging economy perspective
by Markus Lederer - 2160783 Model specification analysis in the methanol markets
by Mark Cummins, Andrea Bucca, Bernard Murphy - 2160784 Crude oil volatility shocks and stock market returns
by Chaker Aloui, Ranya Jammazy, Imen Dhakhlaoui - 2160785 Modeling electricity forward prices using the multivariate normal inverse Gaussian distribution
by Arne Andresen, Steen Koekebakker, Sjur Westgaard - 2160786 On the pricing of emission reduction purchase agreement contracts
by Marcelo Labre, Colin Atkinson - 2160787 China's impact on price shocks in the world oil markets
by James Frank Refalo - 2160788 Oil demand and energy security in Asian countries
by Chin-Ho Cho, Yun-Peng Chu, Hao-Yen Yang - 2160789 Estimating high quantiles for electricity prices by stable linear models
by Christine Bernhardt, Claudia Klüppelberg, Thilo Meyer-Brandis - 2160790 An integrated CVaR and real options approach to investments in the energy sector
by Ines Fortin, Sabine Fuss, Jaroslava Hlouskova, Nikolay Khabarov, Michael Obersteiner - 2160791 Random movements of power prices in competitive markets: a hybrid model approach
by Carlo Mari - 2160792 Robust estimation of integrated variance and quarticity under flat price and no trading bias
by Frowin C. Schulz - 2160793 The valuation of power futures based on optimal dispatch
by Gauthier de Maere d’Aertrycke, Yves Smeers - 2160794 The real option to fuel switch in the presence of expected windfall profits under the EU Emission Trading Scheme
by Luca Taschini, Simon Urech - 2160795 Integrating multiple commodities in a model of stochastic price dynamics
by Raphael Paschke, Marcel Prokopczuk - 2160796 Value-at-risk analysis for energy commodities: long-range dependencies and fat-tails in return innovations
by Chaker Aloui - 2160797 Modeling conditional correlations for risk diversification in crude oil markets
by Chia-Lin Chang, Michael McAleer, Roengchai Tansuchat - 2160798 Price cap regulation and investment behavior: how real options can explain underinvestment
by Thomas Nagel, Margarethe Rammerstorfer - 2160799 Gas storage valuation using a multifactor price process
by Alexander Boogert, Cyriel de Jong - 2160800 Risk-adequate pricing of retail power contracts
by Markus Burger, Jan Müller - 2160801 A spot price model for natural gas considering temperature as an exogenous factor and applications
by Sven-Olaf Stoll, Klaus Wiebauer - 2160802 High-frequency oil-foreign-exchange interdependence
by Enzo Weber - 2160803 Gasoline price volatility and presidential elections in the United States: a linear model approach
by Radin Ahmadian - 2160804 Development of open source software for power market research: the AMES test bed
by Hongyan Li, Leigh Tesfatsion - 2160805 Intra-day risk premia in European electricity forward markets
by Ehud I. Ronn, Jens Wimschulte - 2160806 Diagnosing unilateral market power in electricity reserves market
by Christopher R. Knittel, Konstantinos Metaxoglou - 2160807 A semiparametric factor model for electricity forward curve dynamics
by Szymon Borak, Rafał Weron - 2160808 Russian gas to western Europe: a game-theoretic analysis
by Peter Zweifel, Boris Krey, Sandro Schirillo - 2160809 MCMC estimation of a multi-factor jump diffusion model for power prices
by Rikard Green, Marcus Nossman - 2160810 Modeling and forecasting electricity consumption by functional data analysis
by Jonas Andersson, Jostein Lillestøl - 2160811 Modeling electricity prices by potential Lévy diffusions
by Svetlana Borovkova, Ferry Jaya Permana, Ilya Pavlyukevich - 2160812 Impact of VPP on the day-ahead market in France
by Margaret Armstrong, Alain Galli - 2160819 Market power in the German wholesale electricity market
by Dominik Möst, Massimo Genoese - 2164324 Do trading and power operations mix? The case of Constellation Energy Group in 2008
by John E. Parsons - 2164326 Valuation of structured retail electricity contracts with market models
by Kevin Metka and Reik Borger - 2164327 Compressed-air energy storage power plant investments under uncertain electricity prices: an evaluation of compressed-air energy storage plants in liberalized energy markets
by Dogan Keles, Rupert Hartel, Dominik Most and Wolf Fichtner - 2178814 Jump-robust estimation of realized volatility in the EU Emission Trading Scheme
by Julien Chevallier and Benoît Sévi - 2180802 Time-varying dependency in European energy markets: an analysis of Nord Pool, European Energy Exchange and Intercontinental Exchange energy commodities
by Steinar Veka, Gudbrand Lien, Sjur Westgaard and Helen Higgs - 2180806 Are oil and natural gas going separate ways in the United Kingdom? Cointegration tests with structural shifts
by Roy Endre Dahl, Atle Oglend, Petter Osmundsen and Marius Sikveland - 2180818 Transmission congestion and market power: the case of the Norwegian electricity market
by Faisal Mehmood Mirza and Olvar Bergland - 2197362 Real input-output energy-switching options
by Roger Adkins and Dean Paxson - 2197364 A simplified approach for optimizing hydropower generation scheduling
by Frode Kjaerland and Berner Larsen - 2197367 Risk reporting to the board of directors: comparison of Norwegian power companies and banks
by Terje Berg and Sjur Westgaard - 2197368 Forecasting transmission congestion
by Anders Loland, Egil Ferkingstad and Mathilde Wilhelmsen - 2223524 Computation of Greeks in multifactor models with applications to power and commodity markets
by Fred Espen Benth, Giulia Di Nunno and Asma Khedher - 2223526 Estimating a Lévy multifactor market model for electricity futures markets by using independent component analysis
by Giuseppe Di Poto and Enzo Fanone - 2223537 A note on panel hourly electricity prices
by Juan Ignacio Peña - 2223539 Modeling dependence of extreme events in energy markets using tail copulas
by Stefan Jäschke, Karl Friedrich Siburg and Pavel A. Stoimenov - 2224589 Stochastic behavior of the electricity bid stack: from fundamental drivers to power prices
by Michael Coulon and Sam Howison - 2224835 Power spot price models with negative prices
by Stefan Schneider - 2253329 The US oil spot market: a deterministic chaotic process or a stochastic process?
by Imen Dakhlaoui and Chaker Aloui - 2253332 Practical stochastic modeling of electricity prices
by Michel Culot, Valérie Goffin, Steve Lawford, Sébastien de Menten and Yves Smeers - 2253339 Quantifying natural gas storage optionality: a two-factor tree model
by Cliff Parsons - 2253341 Variance and volatility swaps in energy markets
by Anatoliy Swishchuk - 2275786 The fundamental and speculative components of the oil spot price: a real option value approach
by Claudio Dicembrino and Pasquale Lucio Scandizzo - 2275797 A radial basis function approach to gas storage valuation
by Denis Mazières and Alexander Boogert - 2275803 The link between jet fuel prices, carbon credits and airline firm value
by Finbarr Murphy, Na Li, Bernard Murphy and Mark Cummins - 2275809 Testing the martingale difference hypothesis for the Nordic power derivatives market
by Steinar Veka - 2275815 An equilibrium analysis of third-party access to natural gas storage
by Alan Holland and Christopher Walsh - 2275818 Modeling electricity price events as point processes
by Ralf Becker, Adam E. Clements and Wan Nur R. A. Zainudin - 2292333 Predicting realized volatility for Nord Pool forward prices by including volatility spillover and covariance effects
by Erik Haugom - 2292337 Valuation of power swing options
by Nadi Serhan Aydın and Martin Rainer - 2292338 Equilibrium forward risk premiums in electricity markets
by Carl J. Ullrich - 2292345 Representing the effects of oligopolistic competition on risk-neutral prices in power markets
by Miguel Vazquez and Julian Barquin - 2309114 On the modeling of temperature dynamics for pricing weather-related products
by Zografia Anastasiadou and Brenda López-Cabrera - 2309124 Spread volatility of cointegrated commodity pairs
by Rainer Döttling and Pascal Heider - 2309125 Pricing electricity swaptions under a stochastic volatility term structure model
by Rikard Green, Karl Larsson and Marcus Nossman - 2309129 Weather forecasting with market prices of weather futures
by Matthias Ritter - 2309134 Risk premiums in energy markets
by Almut E. D. Veraart and Luitgard A. M. Veraart - 2330790 Carbon price volatility and financial risk management
by Perry Sadorsky - 2330799 Hedging crude oil derivatives in GARCH-type models
by Tak Kuen Siu, Roy Nawar and Christian-Oliver Ewald - 2330808 Models for short-term forecasting of spike occurrences in Australian electricity markets: a comparative study
by Michael Eichler, Oliver Grothe, Hans Manner and Dennis Tuerk - 2330816 Extreme dependence between China’s oil market and the world oil market: empirical evidence and implications
by Xiaoqian Wen, Yu Wei and Dengshi Huang - 2349502 Pricing and hedging options in energy markets using Black-76
by Fred Espen Benth and Maren Diane Schmeck - 2349505 Evaluating the effects of changing market parameters and policy implications in the German electricity market
by Christian Hendricks and Matthias Ehrhardt - 2349510 Exchange rates, oil prices and electricity spot prices: empirical insights from European Union markets
by Giorgio Castagneto-Gissey and Richard Green - 2349521 Pricing and hedging multiasset spread options using a three-dimensional Fourier cosine series expansion method
by Tommaso Pellegrino and Piergiacomo Sabino - 2364786 A structural linkage model for freight rates
by Takashi Kanamura - 2364794 Optimal timing of wind farm repowering: a two-factor real options analysis
by Sebastian Himpler and Reinhard Madlener - 2364819 Modeling natgas intramonth spot (daily or “cash†) price movements
by Ehud I. Ronn - 2364826 Volatility transmission in energy futures markets
by Michael Soucek and Neda Todorova - 2385802 The German Energiewende: is the manufacturing sector at risk?
by Hubertus Bardt and Hanno Kempermann - 2385806 Electricity retailers’ behavior in a highly competitive Nordic electricity market
by Iliana Ilieva and Steven A. Gabriel - 2385859 The forecasting power of medium-term futures contracts
by Erik Haugom, Guttorm A. Hoff, Maria Mortensen, Peter Molnár and Sjur Westgaard - 2385865 Time regularities in the Russian power market
by Igor Pipkin - 2400789 Crude oil price volatility spillovers into major equity markets
by Bahram Adrangi, Arjun Chatrath, Joseph Macri and Kambiz Raffiee - 2400791 Pricing and hedging quanto options in energy markets
by Fred Espen Benth, Nina Lange and Tor Ã…ge Myklebust - 2400792 A construction of volatility surfaces for futures markets
by Qimou Su, Ni Xiao and Curt Randall - 2400795 Applications of weather derivatives in the energy market
by Kaijie Cui and Anatoliy Swishchuk - 2411609 Day-ahead forward premiums in the Texas electricity market
by Jay Zarnikau, Chi-Keung Woo, Carlos Gillett, Tony Ho, Shuangshuang Zhu and Eric Leung - 2412429 Price determinants in the German intraday market for electricity: an empirical analysis
by Simon Hagemann - 2413860 Are world natural gas markets moving toward integration? Evidence from the Henry Hub and National Balancing Point forward curves
by Helyette Geman and Bo Liu - 2414405 Exploring shipping inefficiencies in global liquified natural gas trade patterns
by Anastasia V. Shcherbakova, Andrew Kleit and Bagas Dhanurendra - 2419384 Covered option strategies in Nordic electricity markets
by Antti Klemola and Jukka Sihvonen - 2420403 Estimation of risk measures on electricity markets with fat-tailed distributions
by Emmanuel Senyo Fianu and Luigi Grossi - 2421370 Forecasting of carbon emissions prices by the adaptive neuro–fuzzy inference system
by G. Atsalakis, D. Frantzis and C. Zopounidis - 2422831 Risk evaluation of wind turbine investments
by Petros Katsoulis, Nikolaos S. Thomaidis and Jan Jantzen - 2424619 The informational role of spot prices and inventories
by James L. Smith, Rex Thompson and Thomas K. Lee - 2425678 Which risk–collateral channels affect loan management?
by Dimitris Gavalas and Theodore Syriopoulos - 2436650 Electricity futures prices: time-varying sensitivity to fundamentals
by Sjur Westgaard & Stein-Erik Fleten & Ronald Huisman & Mehtap Kiliç & Enrico Pennings - 2436690 Calculation of a term structure power price equilibrium with ramping constraints
by Miha Troha & Raphael Hauser - 2436703 Approximation of the price dynamics of heating degree day and cooling degree day temperature futures
by Fred Espen Benth & Sara Ana Solanilla Blanco - 2436705 Facilitating appropriate compensation of electric energy and reserve through standardized contracts with swing
by Deung-Yong Heo & Leigh Tesfatsion - 2442390 A method of forecasting wholesale electricity market prices
by Joe Maisano & Alex Radchik - 2442953 Ex post payoffs of a tolling agreement for natural gas-fired generation in Texas
by Chi-Keung Woo & Jay Zarnikau - 2442957 Pricing crude oil options using Lévy processes
by Akbar Shahmoradi - 2442964 A dynamic conditional correlation between commodities and the Islamic stock market
by Tarek Chebbi & Abdelkader Derbali - 2455962 Probabilistic forecasting of medium-term electricity demand: a comparison of time series models
by Kevin Berk & Alfred Müller - 2455973 Extreme value theory for heavy tails in electricity prices
by Dogan Keles & Risto Hadzi-Mishev & Florentina Paraschiv - 2457287 Two sides of the same coin: risk measures in the energy markets
by Saša Žiković & Ivana Tomas Žiković - 2457755 Risk management and portfolio optimization for gas- and coal-fired power plants in Germany: a multivariate GARCH approach
by Reinhard Madlener & Georgios Charalampous - 2457756 Managing temperature-driven volume risks
by Laura Cucu & Rainer Döttling & Pascal Heider & Samuel Maina - 2457758 Static mitigation of volumetric risk
by Rachid Id Brik & Andrea Roncoroni - 2466310 The convenience yield implied in the European natural gas markets: the impact of storage and weather
by Thomas Kremser & Margarethe Rammerstorfer - 2466315 An analysis of energy futures
by Coleen Pantalone & Joseph McCarthy & H. C. Li - 2467288 The determinants of regime switching in the natural gas and crude oil cointegrating relationship
by Matthew Brigida - 2469357 Systematic analysis of the evolution of electricity and carbon markets under deep decarbonization
by William Blyth & Derek Bunn & Michail Chronopoulos & Jose Munoz - 2475569 The Nordic futures market for power: finally mature and efficient?
by Erik Smith-Meyer & Ole Gjølberg - 2475573 Zonal merit-order effects of wind generation development on day-ahead and real-time electricity market prices in Texas
by Jay Zarnikau & Chi-Keung Woo & Shuangshuang Zhu - 2475576 Modeling Alberta power prices through fundamentals
by Elham Negahdary & Antony Frank Ware - 2475580 On the role of structural breaks in identifying the dynamic conditional linkages between stock and commodity markets
by Tarek Chebbi & Abdelkader Derbali - 2480152 Modeling energy spreads with a generalized novel mean-reverting stochastic process
by Mir Hashem Moosavi Avonleghi & Matt Davison - 2480155 Do investors price industry risk? Evidence from the cross-section of the oil industry
by Sofia B. Ramos & Abderrahim Taamouti & Helena Veiga & Chih-Wei Wang - 2480921 Calibration of temperature futures by changing the mean reversion
by Fred Espen Benth & Salvador Ortiz-Latorre - 3903526 The application of structural electricity models for dynamic hedging
by Cord Harms & Rüdiger Kiesel - 5273576 Optimal oil production under mean-reverting Lévy models with regime switching
by Moustapha Pemy - 5283956 Barriers for district heating as a source of flexibility for the electricity system
by Klaus Skytte & Ole Jess Olsen & Emilie Rosenlund Soysal & Daniel Møller Sneum - 5285396 Modeling superior predictors for crude oil prices
by Sjur Westgaard & Petter Osmundsen & Daniel Stenslet & Jo Kogstad Ringheim - 5287331 Optimal management of green certificates in the Swedish–Norwegian market
by Fred Espen Benth & Marcus Eriksson & Sjur Westgaard - 5327901 Stochastic modeling of photovoltaic power generation and electricity prices
by Fred Espen Benth & Noor ’Adilah Ibrahim - 5328056 A three-factor model on the natural gas forward curve including temperature forecasts
by Christoph Jablonowski & Markus Schicks - 5329906 Risk and abnormal returns in markets for congestion revenue rights
by Rimvydas Baltaduonis & Samuel Bonar & John Carnes & Erin Mastrangelo - 5331606 A forward dynamic optimization strategy under contango storage arbitrage with frictions
by Behzad Ghafouri & Matt Davison - 5362706 Exploration risk in international oil and gas shareholder returns
by BÃ¥rd Misund & Klaus Mohn & Marius Sikveland - 5371881 Optimal intraday power trading with a Gaussian additive process
by Enrico Edoli & Marco Gallana & Tiziano Vargiolu - 5374701 Gas storage valuation under Lévy processes using the fast Fourier transform
by Mark Cummins & Greg Kiely & Bernard Murphy - 5413911 The impact of unconventional monetary policy shocks on the crude oil futures market
by Tarek Chebbi - 5429226 Takeover likelihood in the oil and gas industry: firm-, macro- or industry-specific causes?
by BÃ¥rd Misund & Marius Sikveland - 5429241 The Nordic/Baltic spot electric power system price: univariate nonlinear impulse-response analysis
by Per B. Solibakke - 5606596 Does the impact of exchange-traded funds flows on commodities prices involve stockpiling as a signature? An empirical investigation
by Steve Ohana & Xiaoying Huang - 5728636 An analysis of intraday market response to crude oil inventory shocks
by Hélyette Geman & Ziyuan Li - 5728736 The Iberian electricity market: analysis of the risk premium in an illiquid market
by Márcio Ferreira & Helder Sebastião - 5728771 Improving the Brazilian electricity market: how to replace the centralized dispatch by decentralized market-based bidding
by Felipe A. Calabria & João Tomé Saraiva & A. P. Rocha - 5844761 Statistical analysis of photovoltaic and wind power generation
by Noor ’Adilah Ibrahim - 5844766 On the spatial hedging effectiveness of German wind power futures for wind power generators
by Troels Sønderby Christensen & Anca Pircalabu - 5844801 A latent trawl process model for extreme values
by Ragnhild C. Noven & Almut E. D. Veraart & Axel Gandy - 5883666 Managing adverse temperature conditions through hybrid financial instruments
by Silvana Stefani & Enrico Moretto & Matteo Parravicini & Simone Cambiaghi & Adeyemi Sonubi & Gleda Kutrolli & Vanda Tulli - 6022476 A real option analysis on retiring existing coal-fired electricity plants in the United States
by Sang Baum Kang & Pascal Letourneau & Steve Sala - 6122156 Technical uncertainty in real options with learning
by Sebastian Jaimungal & Ali Al-Aradi & Ã lvaro Cartea - 6122436 Dynamic delta option strategies in Nordic electricity markets
by Antti Klemola - 6198836 Semianalytical pricing and hedging of fixed and indexed energy swing contracts
by Benjamin Berger & Martin Dietrich & Rainer Döttling & Pascal Heider & Klaus Spanderen - 6403376 Pricing fast-responding electric storage assets in the presence of negative prices and price spikes: a simulation-and-regression approach
by Sang Baum Kang & Mark T. Klein & Jialin Zhao - 6403766 Parameter variation and the components of natural gas price volatility
by Matthew Brigida - 6508601 Electricity market prices for day-ahead ancillary services and energy: Texas
by Jay Zarnikau & Chi Keung Woo & Shuangshuang Zhu & Ross Baldick & Chen-Hao Tsai & Jingwei Meng - 6637101 Transaction cost analysis of digital innovation governance in the UK energy market
by Colin Nolden - 6637136 In pursuit of good governance for the energy industry blockchain
by Ana S. Trbovich - 6772141 Community energy retail tariffs in Singapore: opportunities for peer-to-peer and time-of-use versus vertically integrated tariffs
by Jesus Nieto-Martin & Ai-Lin Blaise & Liz Varga - 6775876 Blockchain: transparency for energy markets in Chile (Prologue)
by Kiumarz Goharriz - 7000751 Managing supply chain risk through take-or-pay gas contracts in the presence of buyers’ storage facilities
by Koray D. Simsek & Çağrı Haksöz & Metin Çakanyildirim - 7010701 A new approach to evaluating the cost-efficiency of complex hedging strategies: an application to electricity price–volume quanto contracts
by Sang Baum Kang & Michael Ong & Jialin Zhao - 7024016 The risk markup of intermittent renewable supply in German electricity forward markets
by Marius Paschen - 7100701 Debt and the oil industry: analysis on the firm and production level
by Johannes Lips - 7129826 A simulation-based model for optimal demand response load shifting: a case study for the Texas power market
by Jacob R. Schaperow & Steven A. Gabriel & Michael Siemann & Jaden Crawford - 7241966 Brent crude oil spot and futures prices: structural break insights
by Miroslava Zavadska & Lucıa Morales & Joseph Coughlan - 7371156 Estimating marginal effects of key factors that influence wholesale electricity demand and price distributions in Texas via quantile variable selection methods
by Tahir Ekin & Paul Damien & Jay Zarnikau - 7371281 The impact of end-user market integration and the smart grid on electricity retailers in the Nordic region
by Iliana Ilieva & Steven A. Gabriel