Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
C Liang, Z Xia, X Lai, L Wang - Energy Economics, 2022 - Elsevier
This study aims to analyzes the predictability of the natural gas volatility by considering
extreme weather information. Based on extended GARCH-MIDAS models, empirical results …
extreme weather information. Based on extended GARCH-MIDAS models, empirical results …
Climate change attention and carbon futures return prediction
This study explores the predictive effect of climate change attention on carbon futures
returns. Using climate‐related Google Trends and news, we construct five dimensions of the …
returns. Using climate‐related Google Trends and news, we construct five dimensions of the …
Fuelling the energy transition: The effect of German wind and PV electricity infeed on TTF gas prices
C Halser, F Paraschiv - Quantitative Energy Finance: Recent Trends and …, 2024 - Springer
Previous research shows that renewable energies have a direct negative marginal effect on
electricity prices. Gas plants play an essential role in the electricity generation in several fuel …
electricity prices. Gas plants play an essential role in the electricity generation in several fuel …
[PDF][PDF] Hedging Effectiveness in Natural Gas Markets
K Konstantina - 2020 - core.ac.uk
This dissertation was written as a part of the MSc in Energy and Finance at the International
Hellenic University. The purpose of the study is to examine the hedging effectiveness of …
Hellenic University. The purpose of the study is to examine the hedging effectiveness of …
[PDF][PDF] Oil and Gas in the Dynamics of Time and Development
A Ainuddin… - … Scientific Contributions for …, 2021 - repository.unizar.ac.id
As a source of energy, industrial raw materials, and foreign exchange for exports, the oil and
gas subYsector has a strategic role in national development. In the period 2020Y2024, the …
gas subYsector has a strategic role in national development. In the period 2020Y2024, the …
[PDF][PDF] Similarity Cek-Oil and Gas in the Dynamicsof Time and Development
A Ainuddin, AS Muhammad - 2021 - repository.unizar.ac.id
As a source of energy, industrial raw materials, and foreign exchange for exports, the oil and
gas sub-sector has a strategic role in national development. In the period 2020-2024, the …
gas sub-sector has a strategic role in national development. In the period 2020-2024, the …
[引用][C] Oil and Gas in the Dynamics of Time and Development
MA Suryadilaga - Scientific Contributions Oil and Gas, 2021