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Cross hedging and forward-contract pricing of electricity
1 references·3 citing·14 second hop
Cross hedging and forward-contract pricing of electricity (2001)Cross hedging and forward-contract pricin…Cross Hedging (1981)Cross HedgingCross-hedging and forward-contract pricing of electricity in the Pacific Northwest (2011)Cross-hedging and forward-con…Naïve learning algorithms utilized for the prediction of stock prices to compare economic models of decision making (2010)Naïve learning algorithms uti…A TARCH examination of the return volatility–volume relationship in electricity futures (2006)A TARCH examination of the re…Generalized autoregressive conditional heteroskedasticity (1986)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Volatility and Volume Effects in European Electricity Spot Markets (2010)CSCL chats' analysis using time series (2014)The relationship between trading activity and stock market volatility: Does the volume threshold matter? (2019)Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets (2002)The Pricing of Options and Corporate Liabilities (1973)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Hedging Performance and Basis Risk in Stock Index Futures (1984)Estimating time‐varying optimal hedge ratios on futures markets (1991)Currency Hedging for International Portfolios (1993)
this work references cited by second hop

References

  • 1981Cross Hedging283 cited

Cited by

  • 2006A TARCH examination of the return volatility–volume relationship in electricity futures31 cited
  • 2011Cross-hedging and forward-contract pricing of electricity in the Pacific Northwest22 cited
  • 2010Naïve learning algorithms utilized for the prediction of stock prices to compare economic models of decision making1 cited

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