Cited By
2021Applied Stochastic Models in Business and IndustryFast calibration of two‐factor models for energy option pricingEmanuele Fabbiani, Andrea Marziali, Giuseppe De Nicolao
2021Energy Economics: Vol. 94Neural network prediction of crude oil futures using B-splinesSunil Butler, Piotr Kokoszka, Hong Miao, Han Lin Shang
2021Statistics in Medicine: Vol. 40, Issue 3Serial correlation structures in latent linear mixed models for analysis of multivariate longitudinal ordinal responsesTrung Dung Tran, Emmanuel Lesaffre, Geert Verbeke, Geert Molenberghs
2020Empirical Economics: Vol. 59, Issue 3Is it possible to accurately forecast the evolution of Brent crude oil prices? An answer based on parametric and nonparametric forecasting methodsMarcos Álvarez-Díaz
2020Journal of Commodity Markets: Vol. 18Commodity market flexibility and financial derivativesJostein Tvedt
2020Energy Policy: Vol. 137Sequential investment in renewable energy technologies under policy uncertaintyLars Hegnes Sendstad, Michail Chronopoulos
2020The Engineering Economist: Vol. 65, Issue 4Supply contracts for critical and strategic materials of high volatility and their ramifications for supply chainsK. Jo Min, Laura Lilienkamp, John Jackman, Chung-Hsiao Wang
2020IEEE Access: Vol. 8The Optimal Investment Strategy of P2G Based on Real Option TheoryZijuan Yang, Ciwei Gao, Ming Zhao
2020IEEE Transactions on Power Systems: Vol. 35, Issue 2Towards Definition of the Risk Premium FunctionNikola Krecar, Fred Espen Benth, Andrej F. Gubina
2020Journal of Comparative Economics: Vol. 48, Issue 1The PRC's long-run growth through the lens of the export-led growth modelJesus Felipe, Matteo Lanzafame
2020Computational Economics: Vol. 55, Issue 4Reducing Overcapacity in China’s Coal Industry: A Real Option ApproachWei Wu, Boqiang Lin
2020Estudos Econômicos (São Paulo): Vol. 50, Issue 1Modelo de Fatores para Commodities e Cenários de Preços no Curto Prazo: o caso da sojaFernando Antonio Lucena Aiube, Bruna Carolina Fiúza Ferreira, Ariel Levy
2020The Review of Financial Studies: Vol. 33, Issue 7The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating LeverageJerome Detemple, Yerkin Kitapbayev, Philip Strahan
2020Energies: Vol. 13, Issue 18Comparison of Electricity Spot Price Modelling and Risk Management ApplicationsEthem Çanakoğlu, Esra Adıyeke
2020WIREs Energy and Environment: Vol. 9, Issue 1Risk mitigation in the electricity market driven by new renewable energy sourcesNikola Krečar, Andrej F. Gubina
2020Energy Economics: Vol. 91Merchant renewables and the valuation of peaking plant in energy-only marketsPaul Simshauser
2020Oxford Economic Papers: Vol. 72, Issue 3Economic insecurity and political stability: a case for growth-targeting systemic voteKonstantinos Matakos, Dimitrios Xefteris
2020Resource and Energy Economics: Vol. 60Jumps in the convenience yield of crude oilCharles F. Mason, Neil A. Wilmot
2020Journal of Construction Engineering and Management: Vol. 146, Issue 2Forecasting Infidelity: Why Current Methods for Predicting Costs Miss the MarkOmar Swei
2020Econometrics: Vol. 8, Issue 2Simultaneous Indirect Inference, Impulse Responses and ARMA ModelsLynda Khalaf, Beatriz Peraza López
2020The North American Journal of Economics and Finance: Vol. 52The economic and financial properties of crude oil: A reviewKorbinian Lang, Benjamin R. Auer
2020Energy Economics: Vol. 87Which risk factors drive oil futures price curves?Matthew Ames, Guillaume Bagnarosa, Tomoko Matsui, Gareth W. Peters, Pavel V. Shevchenko
2019Physica A: Statistical Mechanics and its Applications: Vol. 534The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parametersMehmet Balcilar, Zeynel Abidin Ozdemir
2019Energy Economics: Vol. 81Frack to the future: What enticed small firms to enter the natural gas market during the hydraulic fracturing boom?Rebecca J. Davis, Charles Sims
2019Energy Strategy Reviews: Vol. 26Decision making to book oil reserves for different Brazilian fiscal agreements using dependence structureM.A.B.P. da Hora, B. Asrilhant, R.M.S. Accioly, R. Schaeffer, A. Szklo, A. Hawkes
2019Construction Management and Economics: Vol. 37, Issue 3Minimum revenue guarantees valuation in PPP projects under a mean reverting processCarlos Andrés Zapata Quimbayo, Carlos Armando Mejía Vega, Naielly Lopes Marques
2019The Extractive Industries and Society: Vol. 6, Issue 2The subnational resource curse: Theory and evidenceOsmel Manzano, Juan David Gutiérrez
2019European Journal of Operational Research: Vol. 277, Issue 2Rescaling-contraction with a lower cost technology when revenue declinesRoger Adkins, Dean Paxson
2019Applied Energy: Vol. 233-234Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approachBangzhu Zhu, Shunxin Ye, Minxing Jiang, Ping Wang, Zhanchi Wu, Rui Xie, Julien Chevallier, Yi-Ming Wei
2019Journal of Commodity Markets: Vol. 14Characteristics of petroleum product prices: A surveyLouis H. Ederington, Chitru S. Fernando, Seth A. Hoelscher, Thomas K. Lee, Scott C. Linn
2019Nova Economia: Vol. 29, Issue 1Recent movement of oil prices and future scenariosFernando Antonio Lucena Aiube, Ariel Levy
2019Energy Economics: Vol. 80Integrating Real Options Analysis with long-term electricity market modelsDaniel Rios, Gerardo Blanco, Fernando Olsina
2018Physica A: Statistical Mechanics and its Applications: Vol. 502AR(p)-based detrended fluctuation analysisJ. Alvarez-Ramirez, E. Rodriguez
2018Energy Economics: Vol. 70Getting ready for future carbon abatement under uncertainty – Key factors driving investment with policy implicationsJianlei Mo, Joachim Schleich, Ying Fan
2018Global Finance Journal: Vol. 35Regression analysis of historic oil prices: A basis for future mean reversion price scenariosR. Weijermars, Z. Sun
2018Macroeconomic Dynamics: Vol. 22, Issue 3DISCERNING TRENDS IN COMMODITY PRICESDimitri Dimitropoulos, Adonis Yatchew
2018Macroeconomic Dynamics: Vol. 22, Issue 3OIL PRICE FORECASTS FOR THE LONG TERM: EXPERT OUTLOOKS, MODELS, OR BOTH?Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian, Clement Yelou
2018Energy for Sustainable Development: Vol. 42An investment risk assessment of microgrid utilities for rural electrification using the stochastic techno-economic microgrid model: A case study in RwandaNathaniel J. Williams, Paulina Jaramillo, Jay Taneja
2018Energies: Vol. 11, Issue 6Forecasting Electricity Market Price for End Users in EU28 until 2020—Main Factors of InfluenceSimon Pezzutto, Gianluca Grilli, Stefano Zambotti, Stefan Dunjic
2018Energies: Vol. 11, Issue 12Persistence of Oil Prices in Gas Import Prices and the Resilience of the Oil-Indexation Mechanism. The Case of Spanish Gas Import PricesPablo Cansado-Bravo, Carlos Rodríguez-Monroy
2018Energy Economics: Vol. 75Trends and contagion in WTI and Brent crude oil spot and futures markets - The role of OPEC in the last decadeTony Klein
2018American Economic Journal: Economic Policy: Vol. 10, Issue 4Taxes and US Oil Production: Evidence from California and the Windfall Profit TaxNirupama L. Rao
2018Energy Economics: Vol. 69The impact of spatial price differences on oil sands investmentsGregory Galay
2018Energy: Vol. 150Evaluation of economic feasibility under uncertainty of a thermochemical route for ethanol production in BrazilReynaldo L.N. Taylor-de-Lima, Arthur José Gerbasi da Silva, Luiz F.L. Legey, Alexandre Szklo
2018SSRN Electronic Journal Characteristics of Petroleum Product Prices: A SurveyLouis H. Ederington, Chitru S. Fernando, Seth Hoelscher, Thomas K. Lee, Scott C. Linn
2018Electric Power Components and Systems: Vol. 46, Issue 3Methodology of Investment Risk Analysis for Wind Power Plants in the Brazilian Free MarketDaywes Pinheiro Neto, Elder Geraldo Domingues, Wesley Pacheco Calixto, Aylton José Alves
2018Energy Economics: Vol. 74Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices exampleKrzysztof Drachal
2018Revue d'économie du développement: Vol. 26, Issue 2Quelles politiques pour répondre aux chocs des termes de l’échange ?Pierre Jacquet, Alexis Atlani, Marwan Lisser
2017SSRN Electronic Journal The Abuses of Net Present Value in Energy Efficiency StandardsSyed Abul Basher, David G. Raboy
2017Energy Economics: Vol. 64Portfolio optimization of renewable energy assets: Hydro, wind, and photovoltaic energy in the regulated market in BrazilDaywes Pinheiro Neto, Elder Geraldo Domingues, António Paulo Coimbra, Aníbal Traça de Almeida, Aylton José Alves, Wesley Pacheco Calixto
2017Journal of Futures Markets: Vol. 37, Issue 12Do futures prices help forecast the spot price?Xin Jin
2017The Energy Journal: Vol. 38, Issue 2Specifying An Efficient Renewable Energy Feed-in TariffNiall Farrell, Mel T. Devine, William T. Lee, James P. Gleeson, Sean Lyons
2017Sustainable Energy, Grids and Networks: Vol. 9Optimising feed-in tariff design through efficient risk allocationMel T. Devine, Niall Farrell, William T. Lee
2017Energy Sources, Part B: Economics, Planning, and Policy: Vol. 12, Issue 12Time series dynamics of US retail gasoline prices: Evidence from fractional integrationLuis A. Gil-Alana, James E. Payne
2017Journal of Petroleum Science and Engineering: Vol. 150Oil price volatility: A real option valuation approach in an African oil fieldMarcelo Nunes Fonseca, Edson de Oliveira Pamplona, Victor Eduardo de Mello Valerio, Giancarlo Aquila, Luiz Célio Souza Rocha, Paulo Rotela Junior
2017Resources Policy: Vol. 52A dynamic model for valuing flexible mining exploration projects under uncertaintyOscar Miranda, Luiz E. Brandão, Juan Lazo Lazo
2017The Energy Journal: Vol. 38, Issue 01The Historical �Roots� of U.S. Energy Price ShocksHillard G. Huntington
2017Energy: Vol. 120Crude oil price behaviour before and after military conflicts and geopolitical eventsManuel Monge, Luis A. Gil-Alana, Fernando Pérez de Gracia
2017Australian Journal of Agricultural and Resource Economics: Vol. 61, Issue 1Renewable versus nonrenewable resources: an analysis of volatility in futures pricesArkady Gevorkyan
2017Journal of Construction Engineering and Management: Vol. 143, Issue 1Probabilistic Approach for Long-Run Price Projections: Case Study of Concrete and AsphaltOmar Swei, Jeremy Gregory, Randolph Kirchain
2017Energy Policy: Vol. 106Industrial and residential electricity demand dynamics in Japan: How did price and income elasticities evolve from 1989 to 2014?Nan Wang, Gento Mogi
2017Review of Derivatives Research: Vol. 20, Issue 2A four-factor stochastic volatility model of commodity pricesMax F. Schöne, Stefan Spinler
2017Energy Economics: Vol. 64The long-run oil–natural gas price relationship and the shale gas revolutionMassimiliano Caporin, Fulvio Fontini
2017Forest Policy and Economics: Vol. 85How does real option value compare with Faustmann value when log prices follow fractional Brownian motion?Bruce Manley, Kurt Niquidet
2016Energy Economics: Vol. 58Investment risks in power generation: A comparison of fossil fuel and renewable energy dominated marketsOliver Tietjen, Michael Pahle, Sabine Fuss
2016Journal of Purchasing and Supply Management: Vol. 22, Issue 2A portfolio theory based optimization model for steam coal purchasing strategy: A case study of Taiwan Power CompanyYun-Hsun Huang, Jung-Hua Wu
2016Energy Policy: Vol. 97Quantifying the value of investing in distributed natural gas and renewable electricity systems as complements: Applications of discounted cash flow and real options analysis with stochastic inputsJacquelyn Pless, Douglas J. Arent, Jeffrey Logan, Jaquelin Cochran, Owen Zinaman
2016Energy Economics: Vol. 60Valuing an offshore oil exploration and production project through real options analysisJosé Guedes, Pedro Santos
2016Economic Modelling: Vol. 54Are natural gas spot and futures prices predictable?Vinod Mishra, Russell Smyth
2016Sustainable Energy, Grids and Networks: Vol. 5Calibration and sensitivity analysis of long-term generation investment models using Bayesian emulationM. Xu, A. Wilson, C.J. Dent
2016SSRN Electronic JournalWhich Risk Factors Drive Oil Futures Price Curves? Speculation and Hedging in the Short and Long-TermMatthew Ames, Guillaume Bagnarosa, Gareth William Peters, Pavel V. Shevchenko, Tomoko Matsui
2016SSRN Electronic JournalA Comparison of Fiscal Rules for Resource-Rich EconomiesRoberto Iacono
2016Energy Economics: Vol. 58Long term oil pricesErik Haugom, Ørjan Mydland, Alois Pichler
2016Voprosy Ekonomiki, Issue 7“Economics of the constants” and long cycles of energy prices dynamicsI. Bashmakov
2016Energy Economics: Vol. 59Stationarity changes in long-run energy commodity pricesAleksandar Zaklan, Jan Abrell, Anne Neumann
2016International Review of Economics & Finance: Vol. 44Is the refining margin stationary?Javier Población, Gregorio Serna
2016Energy Economics: Vol. 57Price trends and volatility scenarios for designing forest sector transformationKyle Lochhead, Saeed Ghafghazi, Petr Havlik, Nicklas Forsell, Michael Obersteiner, Gary Bull, Warren Mabee
2016Expert Systems with Applications: Vol. 65Forecasting volatility of oil price using an artificial neural network-GARCH modelWerner Kristjanpoller, Marcel C. Minutolo
2016Energy Economics: Vol. 60Explosive oil pricesMarc Gronwald
2016Energy Economics: Vol. 60Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?Krzysztof Drachal
2015Energy Economics: Vol. 52Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in timeOlaOluwa Simon Yaya, Luis Alberiko Gil-Alana, Hector Carcel
2015Production: Vol. 26, Issue 1Valuing flexibility in electro-intensive industries: the case of an aluminum smelterCarlos de Lamare Bastian-Pinto, Luiz Eduardo Teixeira Brandão, Luiz de Magalhães Ozório
2015Energy Economics: Vol. 52Delaying the introduction of emissions trading systems—Implications for power plant investment and operation from a multi-stage decision modelJian-Lei Mo, Joachim Schleich, Lei Zhu, Ying Fan
2015Energy Systems: Vol. 6, Issue 4Artificial intelligence methods for oil price forecasting: a review and evaluationNeha Sehgal, Krishan K. Pandey
2015The Energy Journal: Vol. 36, Issue 2The Convenience Yield and the Informational Content of the Oil Futures PriceJean-Thomas Bernard, Lynda Khalaf, Maral Kichian, Sebastien McMahon
2015Renewable and Sustainable Energy Reviews: Vol. 49Pumped-storage project: A short to long term investment analysis including climate changeLudovic Gaudard
2015The Energy Journal: Vol. 36, Issue 1Small Trends and Big Cycles in Crude Oil PricesXiaoyi Mu, Haichun Ye
2015Journal of Futures Markets: Vol. 35, Issue 7A Convenience Yield Approximation Model for Mean-Reverting CommoditiesEngelbert J. Dockner, Zehra Eksi, Margarethe Rammerstorfer
2015SSRN Electronic JournalThe Role of Heterogeneous Agents in Fuel Markets: Testing Tales of Speculators in Oil MarketsAndreas Fritz, Michael Stein, Christoph Weber
2015SSRN Electronic Journal Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian, Clement Yelou
2015SSRN Electronic JournalInnovations in the Crude Oil Market: Sentiment, Exploration and Production MethodsTommie Murphy, Stephen Kelly, Khurshid Ahmad
2015Journal of Economic and Administrative Sciences: Vol. 31, Issue 1Volatility and efficiency of the world crude oil marketFawzan Abdul Aziz Al Fawzan
2015Physica A: Statistical Mechanics and its Applications: Vol. 424Asymmetric long-term autocorrelations in crude oil marketsJ. Alvarez-Ramirez, J. Alvarez, E. Rodríguez
2015International Journal of Greenhouse Gas Control: Vol. 41Investing in CO2 transport infrastructure under uncertainty: A comparison between ships and pipelinesM.M.J. Knoope, A. Ramírez, A.P.C. Faaij
2015Journal of Air Transport Management: Vol. 46Real option analysis of aircraft acquisition: A case studyQiwei Hu, Anming Zhang
2015SSRN Electronic JournalAn Investment Optimization Model for the Firms Pursuing Energy Saving and Carbon Emission Reduction TechnologyYang Liu, Wei-Han Liu, Yuan Qi Zhou
2015Resource and Energy Economics: Vol. 42The rise and fall of an industry: Entry in U.S. copper mining, 1835–1986Margaret E. Slade
2015Energy Policy: Vol. 81Co-firing coal with wood pellets for U.S. electricity generation: A real options analysisHui Xian, Gregory Colson, Bin Mei, Michael E. Wetzstein
2015Procedia Computer Science: Vol. 55Modeling Generic Mean Reversion Processes with a Symmetrical Binomial Lattice - Applications to Real OptionsCarlos de Lamare Bastian-Pinto
2015SSRN Electronic JournalThe Long-Run Oil-Natural Gas Price Relationship and the Shale Gas RevolutionMassimiliano Caporin, Fulvio Fontini
2014SSRN Electronic Journal(Construction of a Dynamic Stochastic General Equilibrium Model of an Economy with a High Dependence on Oil Exports)Andrey Vladimirovitch Polbin
2014SSRN Electronic JournalWhich Petroleum Prices Best Explain Retail Fuel Price Changes?Vance Ginn
2014Economics of Energy & Environmental Policy: Vol. 3, Issue 2Optionality and Policymaking in Re-Transforming the British Power MarketMichail Chronopoulos, Derek Bunn, Afzal Siddiqui
2014Journal of Systems Science and Information: Vol. 2, Issue 3Forecasting the Crude Oil Price with Extreme ValuesHaibin Xie, Mo Zhou, Yi Hu, Mei Yu
2014Advances in Difference Equations: Vol. 2014, Issue 1Long-term behavior of non-ferrous metal price models with jumpsJun Peng, Jianbai Huang
2014SSRN Electronic JournalWishful Expectations in Natural Gas MarketsMerrill Jones Barradale
2014Comparative Political Studies: Vol. 47, Issue 10Veto Players and the Value of Political ControlDavid Szakonyi, Johannes Urpelainen
2014SSRN Electronic JournalEnergy and Economic Growth: The Stylized FactsZsuzsanna Csereklyei, Mar Rubio, David I. Stern
2013Production: Vol. 24, Issue 3Avaliação da opção de troca de combustível no carro brasileiro flex: um estudo por região geográfica usando teoria de opções reais e simulação estocásticaCarlos Patricio Samanez, Léo da Rocha Ferreira, Carolina Caldas do Nascimento
2013SSRN Electronic JournalTechnological Change in Resource Extraction and Endogenous GrowthMartin Stuermer, Gregor Schwerhoff
2013SSRN Electronic JournalA Nonparametric Model for Spot Price Dynamics and Pricing of Futures Contracts in Electricity MarketsKatja Ignatieva
2013Energy Policy: Vol. 56Real options approach to renewable energy investments in MongoliaNeal Detert, Koji Kotani
2013Energy Economics: Vol. 36Non-linearities in the dynamics of oil pricesKhalid M. Kisswani, Salah A. Nusair
2013The Spanish Review of Financial Economics: Vol. 11, Issue 1Mean reversion of stochastic convenience yields for CO2 emissions allowances: Empirical evidence from the EU ETSKai Chang, Su Sheng Wang, Ke Peng
2013SPE Economics & Management: Vol. 5, Issue 03Sell Spot or Sell Forward? Analysis of Oil-Trading Decisions With the Two-Factor Price Model and SimulationBabak Jafarizadeh, Reidar B. Bratvold
2013Journal of Environmental Management: Vol. 116Valuing uncertain cash flows from investments that enhance energy efficiencyLuis M. Abadie, José M. Chamorro, Mikel González-Eguino
2013SSRN Electronic JournalOil Markets and Price Movements: A Survey of ModelsHillard Huntington, Saud M. Al-Fattah, Zhuo Huang, Michael Gucwa, Ali Nouri
2013International Review of Financial Analysis: Vol. 27Investment decision in integrated steel plants under uncertaintyLuiz de Magalhães Ozorio, Carlos de Lamare Bastian-Pinto, Tara Keshar Nanda Baidya, Luiz Eduardo Teixeira Brandão
2013SSRN Electronic JournalCrude Oil Price Forecasting Techniques: A Comprehensive Review of LiteratureNiaz Bashiri Behmiri, José Ramos Pires Manso
2013European Transport Research Review: Vol. 5, Issue 4Consumer value of fuel choice flexibility - a case study of the flex-fuel car in SwedenNiclas A. Krüger, Alexander Haglund
2013SSRN Electronic JournalTaxes and the Extraction of Exhaustible Resources: Evidence from California Oil ProductionNirupama Rao
2012SSRN Electronic JournalOil Price Forecast Evaluation with Flexible Loss FunctionsAndrea Bastianin, Matteo Manera, Anil Markandya, Elisa Scarpa
2012Energy Economics: Vol. 34, Issue 4Modelling energy spot prices: Empirical evidence from NYMEXNikos Nomikos, Kostas Andriosopoulos
2012Energy Economics: Vol. 34, Issue 4Oil exploration and perceptions of scarcity: The fallacy of early successKristofer Jakobsson, Bengt Söderbergh, Simon Snowden, Chuan-Zhong Li, Kjell Aleklett
2012The Engineering Economist: Vol. 57, Issue 2Technical Note: Simulating the Two-Factor Schwartz and Smith Model of Commodity PricesGraham A. Davis
2012Quantitative Finance: Vol. 12, Issue 12Analyzing the dynamics of the refining margin: implications for valuation and hedgingAndrés García Mirantes, Javier Población, Gregorio Serna
2012SSRN Electronic JournalSmall Trends and Big Cycles in Crude Oil PricesXiaoyi Mu, Haichun Ye
2012Applied Mathematics: Vol. 03, Issue 07Energy Portfolio Management with Entry Decisions over an Infinite HorizonZhen Liu
2012European Journal of Operational Research: Vol. 220, Issue 1Renewable energy investments under different support schemes: A real options approachTrine Krogh Boomsma, Nigel Meade, Stein-Erik Fleten
2012Computational Management Science: Vol. 9, Issue 1Real options analysis of investment in carbon capture and sequestration technologySomayeh Heydari, Nick Ovenden, Afzal Siddiqui
2012SSRN Electronic JournalInformational Efficiency in Futures Markets for Crude OilAndreas Fritz, Christoph Weber
2012Interfaces: Vol. 42, Issue 5Fleet Renewal with Electric Vehicles at La PostePaul R. Kleindorfer, Andrei Neboian, Alain Roset, Stefan Spinler
2012Review of Economic Dynamics: Vol. 15, Issue 1International trade, exhaustible-resource abundance and economic growthBeatriz Gaitan, Terry L. Roe
2012SSRN Electronic JournalUncertain Policy Decisions and Investment Timing: Evidence from Small Hydropower PlantsStein-Erik Fleten, Ane Marte Heggedal, Kristin Linnerud
2012Environmental Modeling & Assessment: Vol. 17, Issue 1-2Robust Energy Portfolios Under Climate Policy and Socioeconomic UncertaintyJana Szolgayová, Sabine Fuss, Nikolay Khabarov, Michael Obersteiner
2012SSRN Electronic JournalOil Markets and Price Movements: A Survey of DeterminantsHillard Huntington, Zhuo Huang, Saud M. Al-Fattah, Michael Gucwa, Ali Nouri
2012SSRN Electronic JournalRepowering of Wind Turbines: Economics and Optimal TimingSebastian Himpler, Reinhard Madlener
2012SSRN Electronic JournalNon-Renewable But Inexhaustible – Resources in an Endogenous Growth ModelMartin Stürmer, Gregor Schwerhoff
2012Advanced Materials Research: Vol. 616-618Comparing Two Models for Evaluating an Oilfield Development Project: Mean-Reversion with Jumps, Geometric Brownian MotionYuan Qi Zhou, Liang Yan
2012Advanced Materials Research: Vol. 616-618A Jump Diffusion Model for Evaluating of an Oilfield Development Project and its ApplicationYuan Qi Zhou, Liang Yan
2011SSRN Electronic JournalMean-Variance Optimization of Power Generation Portfolios Under Uncertainty in the Merit OrderChristoph Weber, Malte Sunderkötter
2011Greenhouse Gas Measurement and Management: Vol. 1, Issue 1Stochastic income statement planning as a basis for risk assessment in the context of emissions tradingHenry Dannenberg, Wilfried Ehrenfeld
2011Macroeconomic Dynamics: Vol. 15, Issue S3LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMYJ. Isaac Miller, Shawn Ni
2011SSRN Electronic JournalAn Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy PricesMarie-Claude Beaulieu, Lynda Khalaf, Maral Kichian, Jean-Marie Dufour
2011SSRN Electronic JournalUncertain Policy Decisions and Investment Timing: Evidence from Small Hydropower PlantsAne Marte Heggedal, Kristin Linnerud, Stein-Erik Fleten
2011Energy Procedia: Vol. 5The properties and cointegration of oil spot and futures prices during financial crisisChen Lei, Zeng Yong
2011Review of Environmental Economics and Policy: Vol. 5, Issue 2Divergences in Long-Run Trends in the Prices of Energy and Energy ServicesRoger Fouquet
2011Energy Economics: Vol. 33, Issue 5Multiscale entropy analysis of crude oil price dynamicsEsteban Martina, Eduardo Rodriguez, Rafael Escarela-Perez, Jose Alvarez-Ramirez
2011American Journal of Agricultural Economics: Vol. 93, Issue 3Switching to Perennial Energy Crops Under Uncertainty and Costly ReversibilityFeng Song, Jinhua Zhao, Scott M. Swinton
2011SSRN Electronic JournalThe Role of Financial Markets in Determining Physical Oil Prices: A Survey of the LiteratureLouis H. Ederington, Chitru S. Fernando, Thomas K. Lee, Scott C. Linn, Anthony D. May
2011Advanced Materials Research: Vol. 403-408Short-Term Oil Price Forecasting Based on State Space ModelWei Qi Li, Lin Wei Ma, Ya Ping Dai, Dong Hai Li
2011SSRN Electronic JournalChallenges of a Resource Boom: Review of the LiteratureAndreas Heinrich
2011SSRN Electronic JournalTrends, Persistence, and Volatility in Energy MarketsAtanu Ghoshray
2010Energy Economics: Vol. 32, Issue 2Jump dynamics with structural breaks for crude oil pricesYen-Hsien Lee, Hsu-Ning Hu, Jer-Shiou Chiou
2010SSRN Electronic JournalStochastic Income Statement Planning and Emissions TradingWilfried Ehrenfeld, Henry Dannenberg
2010Applied Energy: Vol. 87, Issue 3A long-term view of worldwide fossil fuel pricesShahriar Shafiee, Erkan Topal
2010SSRN Electronic JournalThe Impact of International Market Effects and Pure Political Risk on UK, EMU and the USA Oil and Gas Stock Market SectorsJohn L. Simpson
2010Energy Economics: Vol. 32, Issue 5Trends in world energy pricesAtanu Ghoshray, Ben Johnson
2010Energy Economics: Vol. 32, Issue 5Crude oil market efficiency and modeling: Insights from the multiscaling autocorrelation patternJose Alvarez-Ramirez, Jesus Alvarez, Ricardo Solis
2010SSRN Electronic JournalOil Products Price Dynamics - Mean Reversion and Structural Breaks: Application of ARMA-GARCH-Class ModelsXiaoye Jin
2010SSRN Electronic Journal The Dynamics of Hourly Electricity PricesWolfgang K. HHrdle, Stefan Trrck
2010Energy Economics: Vol. 32, Issue 3Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatilitySomayeh Heydari, Afzal Siddiqui
2009Applied Energy: Vol. 86, Issue 4Energy prices, multiple structural breaks, and efficient market hypothesisChien-Chiang Lee, Jun-De Lee
2009Energies: Vol. 2, Issue 2Ethanol, Corn, and Soybean Price Relations in a Volatile Vehicle-Fuels MarketZibin Zhang, Luanne Lohr, Cesar Escalante, Michael Wetzstein
2009Energy for Sustainable Development: Vol. 13, Issue 1Fractional dynamic behavior in Forcados Oil Price Series: An application of detrended fluctuation analysisO. Felix Ayadi, Johnnie Williams, Ladelle M. Hyman
2009Energy Policy: Vol. 37, Issue 11The efficiency of the crude oil markets: Evidence from variance ratio testsAmélie Charles, Olivier Darné
2009Annual Review of Resource Economics: Vol. 1, Issue 1Whither Hotelling: Tests of the Theory of Exhaustible ResourcesMargaret E. Slade, Henry Thille
2009SSRN Electronic JournalModelling the Structure of Long-Term Electricity Forward Prices at Nord PoolMartin Povh, Robert Golob, Stein-Erik Fleten
2009Journal of Petroleum Science and Engineering: Vol. 66, Issue 1-2A methodology to evaluate an option to defer an oilfield developmentFathi Abid, Bilel Kaffel
2008Resource and Energy Economics: Vol. 30, Issue 4The effect of uncertainty on pollution abatement investments: Measuring hurdle rates for Swedish industryÅsa Löfgren, Katrin Millock, Céline Nauges
2008Energy Economics: Vol. 30, Issue 3Market price of risk implied by Asian-style electricity options and futuresRafał Weron
2008Energy Policy: Vol. 36, Issue 7Unit root properties of crude oil spot and futures pricesSvetlana Maslyuk, Russell Smyth
2007The Journal of Finance: Vol. 62, Issue 4Equilibrium Exhaustible Resource Price DynamicsMURRAY CARLSON, ZEIGHAM KHOKHER, SHERIDAN TITMAN
2007SSRN Electronic JournalLong Run Relationship Between Oil Prices and Aggregate Oil Investment: Empirical EvidenceSergio Guerra
2007SSRN Electronic JournalEvaluating the Empirical Performance of Alternative Econometric Models for Oil Price ForecastingMatteo Manera, Chiara Longo, Anil Markandya, Elisa Scarpa
2007SSRN Electronic JournalModelling Global Gas Price Changes: An Expanded Party to Party Bargaining FrameworkJohn L. Simpson
2007The Engineering Economist: Vol. 52, Issue 3Stochastic Oil Price Models: Comparison and ImpactMansoor Hamood Al-Harthy
2006Applied Economics Letters: Vol. 13, Issue 1Implications of alternative stochastic processes for investment in agricultural technologiesMurat Isik
2006Energy Economics: Vol. 28, Issue 4Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysisFernando A.S. Postali, Paulo Picchetti
2006Journal of Petroleum Science and Engineering: Vol. 54, Issue 3-4Estimation of volatility of selected oil production projectsGabriel A. Costa Lima, Saul B. Suslick
2005Computational Statistics & Data Analysis: Vol. 49, Issue 2Exact tests of the stability of the Phillips curve: the Canadian caseLynda Khalaf, Maral Kichian
2005SSRN Electronic JournalWhy and When do Spot Prices of Crude Oil Revert to Futures Price Levels?Mark W. French
2004Physica A: Statistical Mechanics and its Applications: Vol. 338, Issue 3-4A multi-model approach for describing crude oil price dynamicsAraceli Bernabe, Esteban Martina, Jose Alvarez-Ramirez, Carlos Ibarra-Valdez
2004Journal of Petroleum Science and Engineering: Vol. 44, Issue 1-2Valuation of exploration and production assets: an overview of real options modelsMarco Antonio Guimarães Dias
2002Energy Economics: Vol. 24, Issue 2An analysis of factors affecting price volatility of the US oil marketC.W. Yang, M.J. Hwang, B.N. Huang
2002SSRN Electronic Journal Modeling Electricity Prices: International EvidenceÁlvaro Escribano, J. Ignacio Pena, Pablo Villaplana
2001Journal of Environmental Economics and Management: Vol. 41, Issue 2Valuing Managerial Flexibility: An Application of Real-Option Theory to Mining InvestmentsMargaret E. Slade


© 2021 International Association for Energy Economics | Privacy Policy | Return Policy