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2023OR Spectrum: Vol. 45, Issue 2Dynamic hedging for the real option management of hydropower production with exchange rate risksJoakim Dimoski, Stein-Erik Fleten, Nils Löhndorf, Sveinung Nerstenhttp://dx.doi.org/10.1007/s00291-023-00709-z
2022The Energy Journal: Vol. 43, Issue 2Market Makers and Liquidity Premium in Electricity Futures MarketsJuan Ignacio Peña, Rosa Rodriguezhttp://dx.doi.org/10.5547/01956574.43.2.jpen
2022The Energy Journal: Vol. 43, Issue 3An Empirical Analysis of the Bid-ask Spread in the Continuous Intraday Trading of the German Power MarketClara Balardyhttp://dx.doi.org/10.5547/01956574.43.3.cbal
2021Energies: Vol. 14, Issue 6Design Flaws in United Kingdom Renewable Energy Support SchemeLawrence Haarhttp://dx.doi.org/10.3390/en14061657
2021Insurance: Mathematics and Economics: Vol. 99Deep hedging of long-term financial derivativesAlexandre Carbonneauhttp://dx.doi.org/10.1016/j.insmatheco.2021.03.017
2019The Energy Journal: Vol. 40, Issue 1Measuring and Assessing the Evolution of Liquidity in Forward Natural Gas Markets: The Case of the UK National Balancing PointLilian M. de Menezes, Marianna Russo, Giovanni Urgahttp://dx.doi.org/10.5547/01956574.40.1.lmen
2018Journal of Commodity Markets: Vol. 12Optimal hedging strategies for salmon producersPeter Schütz, Sjur Westgaardhttp://dx.doi.org/10.1016/j.jcomm.2017.12.009
2017IMA Journal of Management Mathematics: Vol. 28, Issue 1Integrating multi-stage stochastic programming and machine learning for the evaluation of policies in the electricity portfolio problemGianluca Murgia, Simone Sbrillihttp://dx.doi.org/10.1093/imaman/dpv006
2017Economics of Energy & Environmental Policy: Vol. 6, Issue 1An Option Analysis of the European Union Renewable Energy Support MechanismsLaura N. Haar, Lawrence Haarhttp://dx.doi.org/10.5547/2160-5890.6.1.lhaa
2016SSRN Electronic Journal Efficient Semi-Parametric Estimation of Non-Gaussian GARCH ProcessesFrrddric Godin, Andrew Luonghttp://dx.doi.org/10.2139/ssrn.2879744

 

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