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Content
Undated
- 7511681 Introducing stylized facts on electricity futures through a market impact model
by Jakob Krause - 7565726 Carbon pricing paths to a greener future, and potential roadblocks to public companies’ creditworthiness
by Giorgio Baldassarri Höger von Högersthal & Arsene Lui & Hrvoje TomiÄ ić & Luka Vidovic - 7565761 International announcements and West Texas Intermediate crude oil futures: a case study on the 2008 global financial crisis
by Konstantinos Gkillas & Christoforos Konstantatos & Athanasios Tsagkanos & Dimitrios I. Vortelinos - 7565766 Optimal extraction and taxation of strategic natural resources: a differential game approach
by Moustapha Pemy - 7565771 Optimal weights and hedge ratio behavior in Brent oil and Islamic Gulf stock markets
by Salim Ben Sassi & Jihed Majdoub & Walid Mansour - 7694251 Decomposing supply shocks in the US electricity industry: evidence from a time-varying Bayesian panel vector autoregression model
by Nicholas Apergis & Michael Polemis - 7695551 Performance of value-at-risk averaging in the Nordic power futures market
by Jørgen Andersen Sveinsson & Stein Frydenberg & Sjur Westgaard & Maurits M. Aaløkken - 7699836 The liquefied natural gas spot market and valuation of the rerouting option
by Hélyette Geman & Sofia Philippou - 7703471 The European intraday electricity market: a modeling based on the Hawkes process
by Benjamin Favetto - 7725061 Estimating the hedging potentials of Bitcoin and energy returns
by Wajdi Moussa & Rym Regaïeg & Nidhal Mgadmi - 7725401 An empirical analysis of the Brazilian Transmission Service Operators incentive regulation
by Aline Veronese da Silva & Matheus Machado de Almeida & Marcelo Azevedo Costa - 7736731 Estimating financial risks from the energy transition: potential impacts from decarbonization in the European power sector
by Chris Cormack & Charles Donovan & Alexandre Köberle & Anastasiya Ostrovnaya - 7741276 Blockchain consensus protocols, energy consumption and cryptocurrency prices
by Niranjan Sapkota & Klaus Grobys - 7796961 The impact of energy costs on industrial performance: identifying price and quantity effects in the aluminum industry using a data envelopment analysis approach
by Nadia Kpondjo & Frédéric Lantz & Anna Créti & Christian Pham Van Cang - 7803356 Neural network middle-term probabilistic forecasting of daily power consumption
by Roberto Baviera & Michele Azzone - 7805851 The selection of predictive variables in aggregate hydroelectric generation models
by Claudia Condemi & Loretta Mastroeni & Pierluigi Vellucci - 7808701 Efficient representation of supply and demand curves on day-ahead electricity markets
by Mariia Soloviova & Tiziano Vargiolu - 7815321 Optimal electricity distribution pricing under risk and high photovoltaics penetration
by Maxim Bichuch & Benjamin Hobbs & Xinyue Song & Yijiao Wang - 7834921 Causality between oil prices and exchange rates: a quantile-on-quantile analysis
by Mehdi Seraj & Muhammad Mar'I & Abdulkareem Alhassan & Fatma Turuc - 7837951 Zone-wide prediction of generating unit-specific power outputs for electricity grid congestion forecasts
by David Schönheit & Constantin Dierstein & Lisa Lorenz & Dominik Möst - 7842931 Addressing competitiveness of emissions-intensive and trade-exposed sectors: a review of Alberta's carbon pricing system
by Tyler Tarnoczi - 7842936 Dynamic behavior of hydro/thermal electrical operators under an environmental policy targeting the preservation of ecosystem integrity and air quality
by Houeida Hedfi & Ahlem Dakhlaoui & Abdessalem Abbassi - 7867956 The relationship between oil prices, global economic policy uncertainty and financial market stress
by Sayyed Mahdi Ziaei - 7869956 A fractional Brownian–Hawkes model for the Italian electricity spot market: estimation and forecasting
by Luca Giordano & Daniela Morale - 7874871 Impact of changes in the global environment on price differentials between the US crude oil spot markets for the periods before and after 2008–9
by Kannika Duangnate & James W. Mjelde - 7874941 One-week-ahead electricity price forecasting using weather forecasts, and its application to arbitrage in the forward market: an empirical study of the Japan Electric Power Exchange
by Takuji Matsumoto & Misao Endo - 7890651 Using equity, index and commodity options to obtain forward-looking measures of equity and commodity betas and idiosyncratic variance
by Ehud Ronn - 7893511 Forecasting natural gas price trends using random forest and support vector machine classifiers
by Francisco Castañeda & Markus Schicks & Sascha Niro & Niklas Hartmann - 7899076 A market scoring mechanism for trading of German electricity futures
by Tarjei Kristiansen - 7902586 Theory for optimizing capacitated commodity storage with case studies in natural gas
by Cliff Parsons - 7932046 Directional predictability between returns and trading volume in the futures markets of energy: insights into traders’ behavior
by Dimitrios Panagiotou - 7948031 Oil value-at-risk forecasts: a filtered semiparametric approach
by Wei Kuang - 7948431 Dynamics of biofuel prices on the European market: the impact of EU environmental policy on resources markets
by Francis Declerck & Jean-Pierre Indjehagopian & Frédéric Lantz - 7950131 Empirical research on the relationship between renewable energy consumption, foreign direct investment and economic growth in South Asia
by Emon Kalyan Chowdhury & Rupam Chowdhury - 7952166 Do sovereign wealth funds dampen the effect of oil market volatility on gross domestic product growth?
by Salem Boubakri & Ahlem Harrouch-Trabelsi - 7953716 Dynamic spillover between the crude oil, natural gas and BRICS stock markets
by Tarek Sadraoui & Rym Regaïeg & Wajdi Moussa & Nidhal Mgadmi & Chokri Arfa - 7954096 A multivariate model for hybrid wind–photovoltaic power production with energy portfolio optimization
by Laura Casula & Guglielmo D'Amico & Giovanni Masala & Filippo Petroni - 7955013 Measuring the effect of corrective short-term updates for wind energy forecasts on intraday electricity prices
by David Schönheit & Lasse Homann & Dominik Möst & Sjur Westgaard - 7955056 Energy trading efficiency in ERCOT’s day-ahead and real-time electricity markets
by Kang Hua Cao & Han Qi & Chen-Hao Tsai & Chi Keung Woo & Jay Zarnikau - 7956522 Scaling up hydrogen production in France: learning rates versus economies of scale strategies
by Rodica Loisel & Lionel Lemiale - 7956562 Locational arbitrage strategies for Shanghai crude futures
by Hélyette Geman & John Miller & Yuanye Ma - 7956575 An experimental study of capacity remuneration mechanisms in the electricity industry
by Céline Jullien & Haikel Khalfallah & Virginie Pignon & Stéphane Robin & Carine Staropoli - 7957363 Throwing green into the mix: how the EU Emissions Trading System impacted the energy mix of French manufacturing firms (2000–16)
by Rayan Chebbi-Giovanetti - 7957461 A two-stage nonlinear approach for modeling hourly spot power prices with an application to spot market risk valuation of the power yield of a solar array in Germany
by Peter Kosater - 7957481 Evaluating the performance of energy exchange-traded funds
by D. K. Malhotra & Michael Marino - 7957941 Dynamic connectedness between energy markets and cryptocurrencies: evidence from the Covid-19 pandemic
by Murad Harasheh & Ahmed Bouteska & May H. Hammad - 7957963 Incremental wind energy development in the Midcontinent Independent System Operator electricity markets of the United States
by Han Qi & Kang Hua Cao & Chi Keung Woo & Raymond Li - 7957978 News-driven bubbles in futures markets
by Heng-Guo Zhang & Tailong Li - 7958184 On the potential of arbitrage trading on the German intraday power market
by Elisabeth Finhold & Till Heller & Neele Leithäuser - 7958773 On the contagion effect between crude oil and agricultural commodity markets: a dynamic conditional correlation and spectral analysis
by Christos Kallandranis & Dimitrios Dimitriou & Alexandros Tsioutsios & Ioannis Vlassas & Danai Diakodimitriou - 7958914 Gas market area mergers: when is bigger better?
by George Anstey & Marco Schönborn & Philipp Hiemann - 7958966 Assessing the potential profitability of automated power market trading using event signals sourced from grid frequency data
by Thomas Bowcutt & Patrick Denvir & Giuseppe Destino & Navesh Kumar & Chris Regan - 7959051 New proxy schemes for swing contracts
by Frank Koster & Daniel Oeltz & Angelina Steffens - 7959087 Renewable energy generation capacity following the Russian invasion of Ukraine, and the stock market performance of energy firms: evidence from southern European Union countries
by Maria Chondrokouki & Andrianos Tsekrekos & Konstantinos Vasileiadis - 7959093 Volatility spillover effects and risk assessment of Indian green stocks: a DCC-GARCH analysis
by Ubaid Ahmad Peer & Rupinder Katoch & Arpit Sidhu - 7959382 The impact of greenhouse gas aversion on optimal portfolios
by Anatoly B. Schmidt - 7959454 Key indicators for the credit risk evaluation of clients and their changing characteristics
by Tiancheng Shang & Yajun Wang & Peihong Liu & Hua Li & Mengyuan Li & Xinhui Zuo - 7959458 Revenue analysis of spot and forward solar energy sales in Texas
by Han Qi & Kang Hua Cao & Chi Keung Woo & Raymond Li & Jay Zarnikau - 7960308 Sustainable power purchase contracts for local industries from floating-solar and pumped-hydro integration
by Hari Raghavendran & Derek Bunn & P. Srinivasan - 7960482 Financial performance in electricity and gas markets: some empirical evidence from a cluster analysis
by Felicetta Iovino & Dimitrious Koufopoulos & Giuliano Maielli & Richard Meredith - 7960702 Herding behavior in energy commodity futures markets amid turmoil and turmoil-free periods
by Mondher Bouattour & Amine Ben Amar & Mohammad Isleimeyyeh & Shawkat Hammoudeh & Amir Hasnaoui