We investigate volatility models and their forecasting abilities for three types of petroleum
futures contracts traded on the New York Mercantile Exchange (West Texas Intermediate …

We investigate how electricity markets relate to emission allowance prices. We analyze the
price determinants of the European Allowance Units' returns and account for exchange …

Energy is considered as a commodity nowadays and continuous access along with price
stability is of vital importance for every economic agent worldwide. The aim of the current …

In this article we include dependency structures for electricity price forecasting and
forecasting evaluation. We work with off-peak and peak time series from the German …

Risk management in electricity markets is essential for decision making that involve
uncertainty. This article researches the dominant themes and research trends in risk …

This paper studies the year-by-year and month-by-month (the same month in all years)
hedging effectiveness of futures contracts in the Spanish electricity market from 2007 to …

Though the electricity market in China has gone through several reforms in the last few
decades, the market is still not completely liberalized. The wholesale prices are regulated …

This paper estimates and applies a risk management strategy for electricity spot exposures
using futures hedging. We apply our approach to 3 of the most actively traded European …

This study investigates efficiency of the futures hedge implemented through the currency
markets. The copula DCC-EGARCH model is estimated with the bivariate error correction …

A dynamic global hedging procedure making use of futures contracts is developed for a
retailer of the electricity market facing price, load and basis risk. Statistical models …