Downside risk and the energy hedger's horizon (English)
- New search for: Conlon, Thomas
- New search for: Cotter, John
- New search for: Conlon, Thomas
- New search for: Cotter, John
In:
Energy Economics
;
36
;
371-379
;
2012
-
ISSN:
- Article (Journal) / Electronic Resource
-
Title:Downside risk and the energy hedger's horizon
-
Contributors:Conlon, Thomas ( author ) / Cotter, John ( author )
-
Published in:Energy Economics ; 36 ; 371-379
-
Publisher:
- New search for: Elsevier B.V.
-
Publication date:2012-09-21
-
Size:9 pages
-
ISSN:
-
DOI:
-
Type of media:Article (Journal)
-
Type of material:Electronic Resource
-
Language:English
-
Keywords:G10 , G12 , G15 , Energy hedging , Futures hedging , Wavelet transform , Hedging horizon , Downside risk
-
Source:
Table of contents – Volume 36
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
-
U.S. stock returns and oil prices: The tale from daily data and the 2008–2009 financial crisisMollick, André Varella / Assefa, Tibebe Abebe et al. | 2012
- 19
-
Functional form and aggregate energy demand elasticities: A nonparametric panel approach for 17 OECD countriesKarimu, Amin / Brännlund, Runar et al. | 2012
- 28
-
Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council CountriesAwartani, Basel / Maghyereh, Aktham Issa et al. | 2012
- 43
-
Asymmetric adjustment of the dynamic relationship between energy intensity and urbanization in ChinaLiu, Yaobin / Xie, Yichun et al. | 2012
- 55
-
An empirical study of the information premium on electricity marketsBenth, Fred Espen / Biegler-König, Richard / Kiesel, Rüdiger et al. | 2012
- 78
-
Oil price shocks and trade imbalancesLe, Thai-Ha / Chang, Youngho et al. | 2012
- 97
-
Minimal variance hedging of natural gas derivatives in exponential Lévy models: Theory and empirical performanceEwald, Christian-Oliver / Nawar, Roy / Siu, Tak Kuen et al. | 2012
- 97
-
Minimal variance hedging of natural gas derivatives in exponential Levy models: Theory and empirical performanceEwald, C. O. / Nawar, R. / Siu, T. K. et al. | 2013
- 108
-
Modeling a clean energy standard for electricity: Policy design implications for emissions, supply, prices, and regionsPaul, Anthony / Palmer, Karen / Woerman, Matt et al. | 2012
- 125
-
Mothballing in power markets: An experimental studyArango, Santiago / Castañeda, Jaime A. / Larsen, Erik R. et al. | 2012
- 135
-
If you build it, he will come: Anticipative power transmission planningPozo, David / Contreras, Javier / Sauma, Enzo et al. | 2012
- 147
-
Strategic behaviour in international metallurgical coal marketsTrüby, Johannes et al. | 2012
- 158
-
The rebound effect in the aviation sectorEvans, Antony / Schäfer, Andreas et al. | 2012
- 166
-
The high-frequency asymmetric response of stock returns to monetary policy for high oil price eventsTsai, Chun-Li et al. | 2012
- 177
-
Further evidence of an Environmental Kuznets Curve in SpainSephton, Peter / Mann, Janelle et al. | 2013
- 182
-
A bilevel model for electricity retailers' participation in a demand response market environmentZugno, Marco / Morales, Juan Miguel / Pinson, Pierre / Madsen, Henrik et al. | 2012
- 198
-
Oil price effects on personal consumption expendituresWang, Yu Shan et al. | 2012
- 205
-
Environmental performance of state-owned and privatized eastern European energy utilitiesMeyer, Andrew / Pac, Grzegorz et al. | 2012
- 215
-
Competition and environmental policies in an electricity sectorChaton, Corinne / Guillerminet, Marie-Laure et al. | 2012
- 229
-
Fuel demand in Brazil in a dynamic panel data approachSantos, Gervásio F. et al. | 2012
- 241
-
Energy policy and regional inequalities in the Brazilian economySantos, Gervasio F. / Haddad, Eduardo A. / Hewings, Geoffrey J.D. et al. | 2012
- 256
-
The value of supply security: The costs of power outages to Austrian households, firms and the public sectorReichl, Johannes / Schmidthaler, Michael / Schneider, Friedrich et al. | 2012
- 262
-
The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in TurkeyOzturk, Ilhan / Acaravci, Ali et al. | 2012
- 268
-
Electricity intensity across Chinese provinces: New evidence on convergence and threshold effectsHerrerias, M.J. / Liu, G. et al. | 2012
- 277
-
Are green hopes too rosy? Employment and welfare impacts of renewable energy promotionBöhringer, Christoph / Keller, Andreas / van der Werf, Edwin et al. | 2012
- 286
-
Energy intensity and investment ownership across Chinese provincesHerrerias, M.J. / Cuadros, A. / Orts, V. et al. | 2012
- 299
-
Assessing alternative solutions to carbon leakageAntimiani, Alessandro / Costantini, Valeria / Martini, Chiara / Salvatici, Luca / Tommasino, Maria Cristina et al. | 2012
- 312
-
Rockets and feathers in power futures markets? Evidence from the second phase of the EU ETSLo Prete, Chiara / Norman, Catherine S. et al. | 2012
- 322
-
Should a vehicle fuel economy standard be combined with an economy-wide greenhouse gas emissions constraint? Implications for energy and climate policy in the United StatesKarplus, Valerie J. / Paltsev, Sergey / Babiker, Mustafa / Reilly, John M. et al. | 2012
- 334
-
Speculative trading and oil price dynamic: A study of the WTI marketHache, Emmanuel / Lantz, Frédéric et al. | 2012
- 341
-
Non-linearities in the dynamics of oil pricesKisswani, Khalid M. / Nusair, Salah A. et al. | 2012
- 354
-
Modeling and forecasting the volatility of petroleum futures pricesKang, Sang Hoon / Yoon, Seong-Min et al. | 2012
- 363
-
Gasoline prices, gasoline consumption, and new-vehicle fuel economy: Evidence for a large sample of countriesBurke, Paul J. / Nishitateno, Shuhei et al. | 2012
- 371
-
Downside risk and the energy hedger's horizonConlon, Thomas / Cotter, John et al. | 2012
- 380
-
Price determination in the EU ETS market: Theory and econometric analysis with market fundamentalsAatola, Piia / Ollikainen, Markku / Toppinen, Anne et al. | 2012
- 396
-
Valuing electricity transmission: The case of AlbertaDoucet, Joseph / Kleit, Andrew / Fikirdanis, Serkan et al. | 2012
- 405
-
The role of storage in a competitive electricity market and the effects of climate changeEvans, Lewis / Guthrie, Graeme / Lu, Andrea et al. | 2012
- 419
-
Company's affordability of increased energy costs due to climate policies: A survey by sector in ChinaLiu, Xianbing / Wang, Can / Zhang, Weishi / Suk, Sunhee / Sudo, Kinichi et al. | 2012
- 431
-
Valuing the carbon exposure of European utilities. The role of fuel mix, permit allocation and replacement investmentsKoch, Nicolas / Bassen, Alexander et al. | 2012
- 444
-
Environmental policy and the energy efficiency of vertically differentiated consumer productsBrzeskot, Magdalena / Haupt, Alexander et al. | 2012
- 454
-
Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and GermanyKalantzis, Fotis G. / Milonas, Nikolaos T. et al. | 2012
- 464
-
The causal relationship between energy use and economic growthin SwitzerlandBaranzini, Andrea / Weber, Sylvain / Bareit, Markus / Mathys, Nicole A. et al. | 2012
- 471
-
Modeling EU allowances and oil market interdependence. Implications for portfolio managementReboredo, Juan C. et al. | 2012
- 481
-
Efficient mechanisms for access to storage when competition in gas markets is imperfectCavaliere, Alberto / Giust, Valentina / Maggi, Mario et al. | 2012
- 491
-
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approachLammerding, Marc / Stephan, Patrick / Trede, Mark / Wilfling, Bernd et al. | 2012
- 503
-
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approachHolmes, Mark J. / Otero, Jesús / Panagiotidis, Theodore et al. | 2012
- 511
-
Examining the cost efficiency of Chinese hydroelectric companies using a finite mixture modelBarros, Carlos Pestana / Chen, Zhongfei / Managi, Shunsuke / Antunes, Olinda Sequeira et al. | 2012
- 518
-
An information diffusion-based model of oil futures priceLi, Ziran / Sun, Jiajing / Wang, Shouyang et al. | 2012
- 526
-
Risk spillovers in oil-related CDS, stock and credit marketsHammoudeh, Shawkat / Liu, Tengdong / Chang, Chia-Lin / McAleer, Michael et al. | 2012
- 536
-
Convergence in per capita energy use among OECD countriesMeng, Ming / Payne, James E. / Lee, Junsoo et al. | 2012
- 546
-
Do oil prices respond to real interest rates?Arora, Vipin / Tanner, Matthew et al. | 2012
- 556
-
Efficient storage capacity in power systems with thermal and renewable generationSteffen, Bjarne / Weber, Christoph et al. | 2012
- 568
-
Price and welfare effects of emission quota allocationGolombek, Rolf / Kittelsen, Sverre A.C. / Rosendahl, Knut Einar et al. | 2012
- 581
-
Fair electricity transfer price and unit capacity selection for microgridsZhang, Di / Samsatli, Nouri J. / Hawkes, Adam D. / Brett, Dan J.L. / Shah, Nilay / Papageorgiou, Lazaros G. et al. | 2012
- 594
-
Causality-in-mean and causality-in-variance within the international steam coal marketPapież, Monika / Śmiech, Sławomir et al. | 2012
- 605
-
Clean fuel-saving technology adoption in urban EthiopiaBeyene, Abebe D. / Koch, Steven F. et al. | 2012
- 614
-
Fitting semiparametric Markov regime-switching models to electricity spot pricesEichler, M. / Türk, D. et al. | 2012
- 625
-
Valuing modular nuclear power plants in finite time decision horizonJain, Shashi / Roelofs, Ferry / Oosterlee, Cornelis W. et al. | 2012
- 637
-
Energy consumption and economic growth: Evidence from the economic community of West African States (ECOWAS)Ouedraogo, Nadia S. et al. | 2012
- 648
-
Residential electricity demand in Spain: New empirical evidence using aggregate dataBlázquez, Leticia / Boogen, Nina / Filippini, Massimo et al. | 2012
- 658
-
Volatility spillover between oil and agricultural commodity marketsNazlioglu, Saban / Erdem, Cumhur / Soytas, Ugur et al. | 2012
- 666
-
Impacts of biodiesel on the Brazilian fuel marketSilva Junior, Daniel et al. | 2012
- 676
-
Effects and mechanism of influence of China's resource tax reform: A regional perspectiveZhang, Zengkai / Guo, Ju'e / Qian, Dong / Xue, Yong / Cai, Luping et al. | 2012
- 686
-
Energy consumption and economic growth: Parametric and non-parametric causality testing for the case of GreeceDergiades, Theologos / Martinopoulos, Georgios / Tsoulfidis, Lefteris et al. | 2012
- 698
-
The (de)merits of minimum-variance hedging: Application to the crack spreadAlexander, Carol / Prokopczuk, Marcel / Sumawong, Anannit et al. | 2012
- 708
-
The energy–GDP nexus; addressing an old question with new methodsCoers, Robin / Sanders, Mark et al. | 2012
- 716
-
A PROMETHEE-GDSS for oil and gas pipeline planning in the Caspian Sea basinTavana, Madjid / Behzadian, Majid / Pirdashti, Mohsen / Pirdashti, Hasan et al. | 2012
- 729
-
Smart meter devices and the effect of feedback on residential electricity consumption: Evidence from a natural experiment in Northern IrelandGans, Will / Alberini, Anna / Longo, Alberto et al. | 2012
- 744
-
Is economic growth good or bad for the environment? Empirical evidence from KoreaBaek, Jungho / Kim, Hyun Seok et al. | 2012
- 750
-
China's overseas investment in the energy/resources sector: Its scale, drivers, challenges and implicationsTan, Xiaomei et al. | 2012
- 759
-
Past as Prologue? Understanding energy use in post-2002 ChinaKahrl, Fredrich / Roland-Holst, David / Zilberman, David et al. | 2012
- IFC
-
Editorial Board| 2012