Journal of Energy Markets

From Journal of Energy Markets
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Herding behavior in energy commodity futures markets amid turmoil and turmoil-free periods: Mondher Bouattour, Amine Ben Amar, Mohammad Isleimeyyeh, Shawkat Hammoudeh and Amir Hasnaoui
Financial performance in electricity and gas markets: some empirical evidence from a cluster analysis: Felicetta Iovino, Dimitrious Koufopoulos, Giuliano Maielli and Richard Meredith
Sustainable power purchase contracts for local industries from floating-solar and pumped-hydro integration: Hari Raghavendran, Derek Bunn and P. Srinivasan
Revenue analysis of spot and forward solar energy sales in Texas: Han Qi, Kang Hua Cao, Chi Keung Woo, Raymond Li and Jay Zarnikau
Key indicators for the credit risk evaluation of clients and their changing characteristics: Tiancheng Shang, Yajun Wang, Peihong Liu, Hua Li, Mengyuan Li and Xinhui Zuo
The impact of greenhouse gas aversion on optimal portfolios: Anatoly B. Schmidt
Volatility spillover effects and risk assessment of Indian green stocks: a DCC-GARCH analysis: Ubaid Ahmad Peer, Rupinder Katoch and Arpit Sidhu
Renewable energy generation capacity following the Russian invasion of Ukraine, and the stock market performance of energy firms: evidence from southern European Union countries: Maria Chondrokouki, Andrianos Tsekrekos and Konstantinos Vasileiadis
New proxy schemes for swing contracts: Frank Koster, Daniel Oeltz and Angelina Steffens
Assessing the potential profitability of automated power market trading using event signals sourced from grid frequency data: Thomas Bowcutt, Patrick Denvir, Giuseppe Destino, Navesh Kumar and Chris Regan
Gas market area mergers: when is bigger better?: George Anstey, Marco SchÃ¶nborn and Philipp Hiemann
On the contagion effect between crude oil and agricultural commodity markets: a dynamic conditional correlation and spectral analysis: Christos Kallandranis, Dimitrios Dimitriou, Alexandros Tsioutsios, Ioannis Vlassas and Danai Diakodimitriou
On the potential of arbitrage trading on the German intraday power market: Elisabeth Finhold, Till Heller and Neele LeithÃ¤user
News-driven bubbles in futures markets: Heng-Guo Zhang and Tailong Li
Incremental wind energy development in the Midcontinent Independent System Operator electricity markets of the United States: Han Qi, Kang Hua Cao, Chi Keung Woo and Raymond Li
Dynamic connectedness between energy markets and cryptocurrencies: evidence from the Covid-19 pandemic: Murad Harasheh, Ahmed Bouteska and May H. Hammad
Evaluating the performance of energy exchange-traded funds: D. K. Malhotra and Michael Marino
A two-stage nonlinear approach for modeling hourly spot power prices with an application to spot market risk valuation of the power yield of a solar array in Germany: Peter Kosater
Throwing green into the mix: how the EU Emissions Trading System impacted the energy mix of French manufacturing firms (2000â€“16): Rayan Chebbi-Giovanetti
An experimental study of capacity remuneration mechanisms in the electricity industry: CÃ©line Jullien, Haikel Khalfallah, Virginie Pignon, StÃ©phane Robin and Carine Staropoli
Scaling up hydrogen production in France: learning rates versus economies of scale strategies: Rodica Loisel and Lionel Lemiale
Energy trading efficiency in ERCOTâ€™s day-ahead and real-time electricity markets: Kang Hua Cao, Han Qi, Chen-Hao Tsai, Chi Keung Woo and Jay Zarnikau
Measuring the effect of corrective short-term updates for wind energy forecasts on intraday electricity prices: David SchÃ¶nheit, Lasse Homann, Dominik MÃ¶st and Sjur Westgaard
A multivariate model for hybrid windâ€“photovoltaic power production with energy portfolio optimization: Laura Casula, Guglielmo D'Amico, Giovanni Masala and Filippo Petroni
Dynamic spillover between the crude oil, natural gas and BRICS stock markets: Tarek Sadraoui, Rym RegaÃ¯eg, Wajdi Moussa, Nidhal Mgadmi and Chokri Arfa
Do sovereign wealth funds dampen the effect of oil market volatility on gross domestic product growth?: Salem Boubakri and Ahlem Harrouch-Trabelsi
Empirical research on the relationship between renewable energy consumption, foreign direct investment and economic growth in South Asia: Emon Kalyan Chowdhury and Rupam Chowdhury
Dynamics of biofuel prices on the European market: the impact of EU environmental policy on resources markets: Francis Declerck, Jean-Pierre Indjehagopian and FrÃ©dÃ©ric Lantz
Oil value-at-risk forecasts: a filtered semiparametric approach: Wei Kuang
Directional predictability between returns and trading volume in the futures markets of energy: insights into tradersâ€™ behavior: Dimitrios Panagiotou
Theory for optimizing capacitated commodity storage with case studies in natural gas: Cliff Parsons
A market scoring mechanism for trading of German electricity futures: Tarjei Kristiansen
Forecasting natural gas price trends using random forest and support vector machine classifiers: Francisco CastaÃ±eda, Markus Schicks, Sascha Niro and Niklas Hartmann
Using equity, index and commodity options to obtain forward-looking measures of equity and commodity betas and idiosyncratic variance: Ehud Ronn
One-week-ahead electricity price forecasting using weather forecasts, and its application to arbitrage in the forward market: an empirical study of the Japan Electric Power Exchange: Takuji Matsumoto and Misao Endo
Impact of changes in the global environment on price differentials between the US crude oil spot markets for the periods before and after 2008â€“9: Kannika Duangnate and James W. Mjelde
A fractional Brownianâ€“Hawkes model for the Italian electricity spot market: estimation and forecasting: Luca Giordano and Daniela Morale
The relationship between oil prices, global economic policy uncertainty and financial market stress: Sayyed Mahdi Ziaei
Dynamic behavior of hydro/thermal electrical operators under an environmental policy targeting the preservation of ecosystem integrity and air quality: Houeida Hedfi, Ahlem Dakhlaoui and Abdessalem Abbassi
Addressing competitiveness of emissions-intensive and trade-exposed sectors: a review of Alberta's carbon pricing system: Tyler Tarnoczi
Zone-wide prediction of generating unit-specific power outputs for electricity grid congestion forecasts: David SchÃ¶nheit, Constantin Dierstein, Lisa Lorenz and Dominik MÃ¶st
Causality between oil prices and exchange rates: a quantile-on-quantile analysis: Mehdi Seraj, Muhammad Mar'I, Abdulkareem Alhassan and Fatma Turuc
Optimal electricity distribution pricing under risk and high photovoltaics penetration: Maxim Bichuch, Benjamin Hobbs, Xinyue Song and Yijiao Wang
Efficient representation of supply and demand curves on day-ahead electricity markets: Mariia Soloviova and Tiziano Vargiolu
The selection of predictive variables in aggregate hydroelectric generation models: Claudia Condemi, Loretta Mastroeni and Pierluigi Vellucci
Neural network middle-term probabilistic forecasting of daily power consumption: Roberto Baviera and Michele Azzone
The impact of energy costs on industrial performance: identifying price and quantity effects in the aluminum industry using a data envelopment analysis approach: Nadia Kpondjo, FrÃ©dÃ©ric Lantz, Anna CrÃ©ti and Christian Pham Van Cang
Blockchain consensus protocols, energy consumption and cryptocurrency prices: Niranjan Sapkota and Klaus Grobys
Estimating financial risks from the energy transition: potential impacts from decarbonization in the European power sector: Chris Cormack, Charles Donovan, Alexandre KÃ¶berle and Anastasiya Ostrovnaya
An empirical analysis of the Brazilian Transmission Service Operators incentive regulation: Aline Veronese da Silva, Matheus Machado de Almeida and Marcelo Azevedo Costa
Estimating the hedging potentials of Bitcoin and energy returns: Wajdi Moussa, Rym RegaÃ¯eg and Nidhal Mgadmi
The European intraday electricity market: a modeling based on the Hawkes process: Benjamin Favetto
Performance of value-at-risk averaging in the Nordic power futures market: JÃ¸rgen Andersen Sveinsson, Stein Frydenberg, Sjur Westgaard and Maurits M. AalÃ¸kken
Decomposing supply shocks in the US electricity industry: evidence from a time-varying Bayesian panel vector autoregression model: Nicholas Apergis and Michael Polemis
Optimal weights and hedge ratio behavior in Brent oil and Islamic Gulf stock markets: Salim Ben Sassi, Jihed Majdoub and Walid Mansour
Optimal extraction and taxation of strategic natural resources: a differential game approach: Moustapha Pemy
International announcements and West Texas Intermediate crude oil futures: a case study on the 2008 global financial crisis: Konstantinos Gkillas, Christoforos Konstantatos, Athanasios Tsagkanos and Dimitrios I. Vortelinos
Carbon pricing paths to a greener future, and potential roadblocks to public companiesâ€™ creditworthiness: Giorgio Baldassarri HÃ¶ger von HÃ¶gersthal, Arsene Lui, Hrvoje TomiÄ iÄ‡ and Luka Vidovic
Introducing stylized facts on electricity futures through a market impact model: Jakob Krause
The impact of end-user market integration and the smart grid on electricity retailers in the Nordic region: Iliana Ilieva and Steven A. Gabriel
Estimating marginal effects of key factors that influence wholesale electricity demand and price distributions in Texas via quantile variable selection methods: Tahir Ekin, Paul Damien and Jay Zarnikau
Brent crude oil spot and futures prices: structural break insights: Miroslava Zavadska, LucÄ±a Morales and Joseph Coughlan
A simulation-based model for optimal demand response load shifting: a case study for the Texas power market: Jacob R. Schaperow, Steven A. Gabriel, Michael Siemann and Jaden Crawford
Debt and the oil industry: analysis on the firm and production level: Johannes Lips
The risk markup of intermittent renewable supply in German electricity forward markets: Marius Paschen
A new approach to evaluating the cost-efficiency of complex hedging strategies: an application to electricity priceâ€“volume quanto contracts: Sang Baum Kang, Michael Ong and Jialin Zhao
Managing supply chain risk through take-or-pay gas contracts in the presence of buyersâ€™ storage facilities: Koray D. Simsek, Ã‡aÄŸrÄ± HaksÃ¶z and Metin Ã‡akanyildirim
Blockchain: transparency for energy markets in Chile (Prologue): Kiumarz Goharriz
Community energy retail tariffs in Singapore: opportunities for peer-to-peer and time-of-use versus vertically integrated tariffs: Jesus Nieto-Martin, Ai-Lin Blaise and Liz Varga
In pursuit of good governance for the energy industry blockchain: Ana S. Trbovich
Transaction cost analysis of digital innovation governance in the UK energy market: Colin Nolden
Electricity market prices for day-ahead ancillary services and energy: Texas: Jay Zarnikau, Chi Keung Woo, Shuangshuang Zhu, Ross Baldick, Chen-Hao Tsai and Jingwei Meng
Parameter variation and the components of natural gas price volatility: Matthew Brigida
Pricing fast-responding electric storage assets in the presence of negative prices and price spikes: a simulation-and-regression approach: Sang Baum Kang, Mark T. Klein and Jialin Zhao
Semianalytical pricing and hedging of fixed and indexed energy swing contracts: Benjamin Berger, Martin Dietrich, Rainer DÃ¶ttling, Pascal Heider and Klaus Spanderen
Dynamic delta option strategies in Nordic electricity markets: Antti Klemola
Technical uncertainty in real options with learning: Sebastian Jaimungal, Ali Al-Aradi and Ã lvaro Cartea
A real option analysis on retiring existing coal-fired electricity plants in the United States: Sang Baum Kang, Pascal Letourneau and Steve Sala
Managing adverse temperature conditions through hybrid financial instruments: Silvana Stefani, Enrico Moretto, Matteo Parravicini, Simone Cambiaghi, Adeyemi Sonubi, Gleda Kutrolli and Vanda Tulli
A latent trawl process model for extreme values: Ragnhild C. Noven, Almut Veraart and Axel Gandy
On the spatial hedging effectiveness of German wind power futures for wind power generators: Troels SÃ¸nderby Christensen and Anca Pircalabu
Statistical analysis of photovoltaic and wind power generation: Noor â€™Adilah Ibrahim
Improving the Brazilian electricity market: how to replace the centralized dispatch by decentralized market-based bidding: Felipe A. Calabria, JoÃ£o TomÃ© Saraiva and A. P. Rocha
The Iberian electricity market: analysis of the risk premium in an illiquid market: MÃ¡rcio Ferreira and Helder SebastiÃ£o
Does the impact of exchange-traded funds flows on commodities prices involve stockpiling as a signature? An empirical investigation: Steve Ohana and Xiaoying Huang
The Nordic/Baltic spot electric power system price: univariate nonlinear impulse-response analysis: Per B. Solibakke
Takeover likelihood in the oil and gas industry: firm-, macro- or industry-specific causes?: BÃ¥rd Misund and Marius Sikveland
The impact of unconventional monetary policy shocks on the crude oil futures market: Tarek Chebbi
Gas storage valuation under LÃ©vy processes using the fast Fourier transform: Mark Cummins, Greg Kiely and Bernard Murphy
Optimal intraday power trading with a Gaussian additive process: Enrico Edoli, Marco Gallana and Tiziano Vargiolu
Exploration risk in international oil and gas shareholder returns: BÃ¥rd Misund, Klaus Mohn and Marius Sikveland
A forward dynamic optimization strategy under contango storage arbitrage with frictions: Behzad Ghafouri and Matt Davison
Risk and abnormal returns in markets for congestion revenue rights: Rimvydas Baltaduonis, Samuel Bonar, John Carnes and Erin Mastrangelo
A three-factor model on the natural gas forward curve including temperature forecasts: Christoph Jablonowski and Markus Schicks
Stochastic modeling of photovoltaic power generation and electricity prices: Fred Espen Benth and Noor â€™Adilah Ibrahim
Optimal management of green certificates in the Swedishâ€“Norwegian market: Fred Espen Benth, Marcus Eriksson and Sjur Westgaard
Modeling superior predictors for crude oil prices: Sjur Westgaard, Petter Osmundsen, Daniel Stenslet and Jo Kogstad Ringheim
Barriers for district heating as a source of flexibility for the electricity system: Klaus Skytte, Ole Jess Olsen, Emilie Rosenlund Soysal and Daniel MÃ¸ller Sneum
The application of structural electricity models for dynamic hedging: Cord Harms and RÃ¼diger Kiesel
Calibration of temperature futures by changing the mean reversion: Fred Espen Benth and Salvador Ortiz-Latorre
Do investors price industry risk? Evidence from the cross-section of the oil industry: Sofia B. Ramos, Abderrahim Taamouti, Helena Veiga and Chih-Wei Wang
Modeling energy spreads with a generalized novel mean-reverting stochastic process: Mir Hashem Moosavi Avonleghi and Matt Davison
On the role of structural breaks in identifying the dynamic conditional linkages between stock and commodity markets: Tarek Chebbi and Abdelkader Derbali
Modeling Alberta power prices through fundamentals: Elham Negahdary and Antony Frank Ware
Zonal merit-order effects of wind generation development on day-ahead and real-time electricity market prices in Texas: Jay Zarnikau, Chi-Keung Woo and Shuangshuang Zhu
The Nordic futures market for power: finally mature and efficient?: Erik Smith-Meyer and Ole GjÃ¸lberg
Systematic analysis of the evolution of electricity and carbon markets under deep decarbonization: William Blyth, Derek Bunn, Michail Chronopoulos and Jose Munoz
The determinants of regime switching in the natural gas and crude oil cointegrating relationship: Matthew Brigida
An analysis of energy futures: Coleen Pantalone, Joseph McCarthy and H. C. Li
The convenience yield implied in the European natural gas markets: the impact of storage and weather: Thomas Kremser and Margarethe Rammerstorfer
Static mitigation of volumetric risk: Rachid Id Brik and Andrea Roncoroni
Managing temperature-driven volume risks: Laura Cucu, Rainer DÃ¶ttling, Pascal Heider and Samuel Maina
Risk management and portfolio optimization for gas- and coal-fired power plants in Germany: a multivariate GARCH approach: Reinhard Madlener and Georgios Charalampous
Two sides of the same coin: risk measures in the energy markets: SaÅ¡a Å½ikoviÄ‡ and Ivana Tomas Å½ikoviÄ‡
Extreme value theory for heavy tails in electricity prices: Dogan Keles, Risto Hadzi-Mishev and Florentina Paraschiv
Probabilistic forecasting of medium-term electricity demand: a comparison of time series models: Kevin Berk and Alfred MÃ¼ller
A dynamic conditional correlation between commodities and the Islamic stock market: Tarek Chebbi and Abdelkader Derbali
Ex post payoffs of a tolling agreement for natural gas-fired generation in Texas: Chi-Keung Woo and Jay Zarnikau
A method of forecasting wholesale electricity market prices: Joe Maisano and Alex Radchik
Facilitating appropriate compensation of electric energy and reserve through standardized contracts with swing: Deung-Yong Heo and Leigh Tesfatsion
Approximation of the price dynamics of heating degree day and cooling degree day temperature futures: Fred Espen Benth and Sara Ana Solanilla Blanco
Calculation of a term structure power price equilibrium with ramping constraints: Miha Troha and Raphael Hauser
Electricity futures prices: time-varying sensitivity to fundamentals: Sjur Westgaard, Stein-Erik Fleten, Ronald Huisman, Mehtap KiliÃ§ and Enrico Pennings
Which riskâ€“collateral channels affect loan management?: Dimitris Gavalas and Theodore Syriopoulos
The informational role of spot prices and inventories: James Smith and Rex Thompson and Thomas K. Lee
Risk evaluation of wind turbine investments: Petros Katsoulis and Nikolaos S. Thomaidis and Jan Jantzen
Forecasting of carbon emissions prices by the adaptive neuroâ€“fuzzy inference system: G. Atsalakis and D. Frantzis and C. Zopounidis
Estimation of risk measures on electricity markets with fat-tailed distributions: Emmanuel Senyo Fianu and Luigi Grossi
Covered option strategies in Nordic electricity markets: Antti Klemola and Jukka Sihvonen
Exploring shipping inefficiencies in global liquified natural gas trade patterns: Anastasia V. Shcherbakova and Andrew Kleit and Bagas Dhanurendra
Are world natural gas markets moving toward integration? Evidence from the Henry Hub and National Balancing Point forward curves: Helyette Geman and Bo Liu
Price determinants in the German intraday market for electricity: an empirical analysis: Simon Hagemann
Day-ahead forward premiums in the Texas electricity market: Jay Zarnikau, Chi-Keung Woo, Carlos Gillett, Tony Ho and Shuangshuang Zhu and Eric Leung
Applications of weather derivatives in the energy market: Kaijie Cui and Anatoliy Swishchuk
A construction of volatility surfaces for futures markets: Qimou Su and Ni Xiao and Curt Randall
Pricing and hedging quanto options in energy markets: Fred Espen Benth and Nina Lange and Tor Ã…ge Myklebust
Crude oil price volatility spillovers into major equity markets: Bahram Adrangi, Arjun Chatrath and Joseph Macri and Kambiz Raffiee
Time regularities in the Russian power market: Igor Pipkin
The forecasting power of medium-term futures contracts: Erik Haugom, Guttorm A. Hoff, Maria Mortensen and Peter MolnÃ¡r and Sjur Westgaard
Electricity retailersâ€™ behavior in a highly competitive Nordic electricity market: Iliana Ilieva and Steven A. Gabriel
The German Energiewende: is the manufacturing sector at risk?: Hubertus Bardt and Hanno Kempermann
Volatility transmission in energy futures markets: Michael Soucek and Neda Todorova
Modeling natgas intramonth spot (daily or â€œcashâ€ ) price movements: Ehud I. Ronn
Optimal timing of wind farm repowering: a two-factor real options analysis: Sebastian Himpler and Reinhard Madlener
A structural linkage model for freight rates: Takashi Kanamura
Pricing and hedging multiasset spread options using a three-dimensional Fourier cosine series expansion method: Tommaso Pellegrino and Piergiacomo Sabino
Exchange rates, oil prices and electricity spot prices: empirical insights from European Union markets: Giorgio Castagneto-Gissey and Richard Green
Evaluating the effects of changing market parameters and policy implications in the German electricity market: Christian Hendricks and Matthias Ehrhardt
Pricing and hedging options in energy markets using Black-76: Fred Espen Benth and Maren Diane Schmeck
Extreme dependence between Chinaâ€™s oil market and the world oil market: empirical evidence and implications: Xiaoqian Wen and Yu Wei and Dengshi Huang
Models for short-term forecasting of spike occurrences in Australian electricity markets: a comparative study: Michael Eichler, Oliver Grothe and Hans Manner and Dennis Tuerk
Hedging crude oil derivatives in GARCH-type models: Tak Kuen Siu and Roy Nawar and Christian-Oliver Ewald
Carbon price volatility and financial risk management: Perry Sadorsky
Risk premiums in energy markets: Almut E. D. Veraart and Luitgard A. M. Veraart
Weather forecasting with market prices of weather futures: Matthias Ritter
Pricing electricity swaptions under a stochastic volatility term structure model: Rikard Green and Karl Larsson and Marcus Nossman
Spread volatility of cointegrated commodity pairs: Rainer DÃ¶ttling and Pascal Heider
On the modeling of temperature dynamics for pricing weather-related products: Zografia Anastasiadou and Brenda LÃ³pez-Cabrera
Representing the effects of oligopolistic competition on risk-neutral prices in power markets: Miguel Vazquez and Julian Barquin
Equilibrium forward risk premiums in electricity markets: Carl J. Ullrich
Valuation of power swing options: Nadi Serhan AydÄ±n and Martin Rainer
Predicting realized volatility for Nord Pool forward prices by including volatility spillover and covariance effects: Erik Haugom
Modeling electricity price events as point processes: Ralf Becker and Adam E. Clements and Wan Nur R. A. Zainudin
An equilibrium analysis of third-party access to natural gas storage: Alan Holland and Christopher Walsh
Testing the martingale difference hypothesis for the Nordic power derivatives market: Steinar Veka
The link between jet fuel prices, carbon credits and airline firm value: Finbarr Murphy, Na Li and Bernard Murphy and Mark Cummins
A radial basis function approach to gas storage valuation: Denis MaziÃ¨res and Alexander Boogert
The fundamental and speculative components of the oil spot price: a real option value approach: Claudio Dicembrino and Pasquale Lucio Scandizzo
Variance and volatility swaps in energy markets: Anatoliy Swishchuk
Quantifying natural gas storage optionality: a two-factor tree model: Cliff Parsons
Practical stochastic modeling of electricity prices: Michel Culot, ValÃ©rie Goffin, Steve Lawford and SÃ©bastien de Menten and Yves Smeers
The US oil spot market: a deterministic chaotic process or a stochastic process?: Imen Dakhlaoui and Chaker Aloui
Power spot price models with negative prices: Stefan Schneider
Stochastic behavior of the electricity bid stack: from fundamental drivers to power prices: Michael Coulon and Sam Howison
Modeling dependence of extreme events in energy markets using tail copulas: Stefan JÃ¤schke and Karl Friedrich Siburg and Pavel A. Stoimenov
A note on panel hourly electricity prices: Juan Ignacio PeÃ±a
Estimating a LÃ©vy multifactor market model for electricity futures markets by using independent component analysis: Giuseppe Di Poto and Enzo Fanone
Computation of Greeks in multifactor models with applications to power and commodity markets: Fred Espen Benth and Giulia Di Nunno and Asma Khedher
Forecasting transmission congestion: Anders Loland and Egil Ferkingstad and Mathilde Wilhelmsen
Risk reporting to the board of directors: comparison of Norwegian power companies and banks: Terje Berg and Sjur Westgaard
A simplified approach for optimizing hydropower generation scheduling: Frode Kjaerland and Berner Larsen
Real input-output energy-switching options: Roger Adkins and Dean Paxson
Transmission congestion and market power: the case of the Norwegian electricity market: Faisal Mehmood Mirza and Olvar Bergland
Are oil and natural gas going separate ways in the United Kingdom? Cointegration tests with structural shifts: Roy Endre Dahl, Atle Oglend and Petter Osmundsen and Marius Sikveland
Time-varying dependency in European energy markets: an analysis of Nord Pool, European Energy Exchange and Intercontinental Exchange energy commodities: Steinar Veka, Gudbrand Lien and Sjur Westgaard and Helen Higgs
Jump-robust estimation of realized volatility in the EU Emission Trading Scheme: Julien Chevallier and BenoÃ®t SÃ©vi
Compressed-air energy storage power plant investments under uncertain electricity prices: an evaluation of compressed-air energy storage plants in liberalized energy markets: Dogan Keles, Rupert Hartel and Dominik Most and Wolf Fichtner
Valuation of structured retail electricity contracts with market models: Kevin Metka and Reik Borger
Do trading and power operations mix? The case of Constellation Energy Group in 2008: John E. Parsons
Market power in the German wholesale electricity market: Dominik MÃ¶st and Massimo Genoese
Impact of VPP on the day-ahead market in France: Margaret Armstrong and Alain Galli
Modeling electricity prices by potential LÃ©vy diffusions: Svetlana Borovkova, Ferry Jaya Permana and Ilya Pavlyukevich
Modeling and forecasting electricity consumption by functional data analysis: Jonas Andersson and Jostein LillestÃ¸l
MCMC estimation of a multi-factor jump diffusion model for power prices: Rikard Green and Marcus Nossman
Russian gas to western Europe: a game-theoretic analysis: Peter Zweifel, Boris Krey and Sandro Schirillo
A semiparametric factor model for electricity forward curve dynamics: Szymon Borak and Rafał Weron
Diagnosing unilateral market power in electricity reserves market: Christopher R. Knittel and Konstantinos Metaxoglou
Intra-day risk premia in European electricity forward markets: Ehud I. Ronn and Jens Wimschulte
Development of open source software for power market research: the AMES test bed: Hongyan Li and Leigh Tesfatsion
Gasoline price volatility and presidential elections in the United States: a linear model approach: Radin Ahmadian
High-frequency oil-foreign-exchange interdependence: Enzo Weber
A spot price model for natural gas considering temperature as an exogenous factor and applications: Sven-Olaf Stoll and Klaus Wiebauer
Risk-adequate pricing of retail power contracts: Markus Burger and Jan MÃ¼ller
Gas storage valuation using a multifactor price process: Alexander Boogert and Cyriel de Jong
Price cap regulation and investment behavior: how real options can explain underinvestment: Thomas Nagel and Margarethe Rammerstorfer
Modeling conditional correlations for risk diversification in crude oil markets: Chia-Lin Chang, Michael McAleer and Roengchai Tansuchat
Value-at-risk analysis for energy commodities: long-range dependencies and fat-tails in return innovations: Chaker Aloui
Integrating multiple commodities in a model of stochastic price dynamics: Raphael Paschke and Marcel Prokopczuk
The real option to fuel switch in the presence of expected windfall profits under the EU Emission Trading Scheme: Luca Taschini and Simon Urech
The valuation of power futures based on optimal dispatch: Gauthier de Maere dâ€™Aertrycke and Yves Smeers
Robust estimation of integrated variance and quarticity under flat price and no trading bias: Frowin C. Schulz
Random movements of power prices in competitive markets: a hybrid model approach: Carlo Mari
An integrated CVaR and real options approach to investments in the energy sector: Ines Fortin, Sabine Fuss, Jaroslava Hlouskova, Nikolay Khabarov and Michael Obersteiner
Estimating high quantiles for electricity prices by stable linear models: Christine Bernhardt, Claudia KlÃ¼ppelberg and Thilo Meyer-Brandis
Oil demand and energy security in Asian countries: Chin-Ho Cho, Yun-Peng Chu and Hao-Yen Yang
China's impact on price shocks in the world oil markets: James Frank Refalo
On the pricing of emission reduction purchase agreement contracts: Marcelo Labre and Colin Atkinson
Modeling electricity forward prices using the multivariate normal inverse Gaussian distribution: Arne Andresen, Steen Koekebakker and Sjur Westgaard
Crude oil volatility shocks and stock market returns: Chaker Aloui, Ranya Jammazy and Imen Dhakhlaoui
Model specification analysis in the methanol markets: Mark Cummins, Andrea Bucca and Bernard Murphy
Evaluating carbon governance: the clean development mechanism from an emerging economy perspective: Markus Lederer
Structural interactions of European carbon trading and energy prices: Carlo Fezzi and Derek W. Bunn
Evaluation of static hedging strategies for hydropower producers in the Nordic market: Stein-Erik Fleten, Espen BrÃ¥then and Sigurd-Erik Nissen-Meyer
Modeling Nord Pool's NO1 area price: Anders LÃ¸land and Xeni K. Dimakos
Impacts of regulatory announcements on CO 2 prices: Maria Mansanet-Bataller and Angel Pardo
Stochastic behaviour of the electricity bid stack: from fundamental drivers to power prices: Michael Coulon and Sam Howison
LNGScheduler: a rich model for coordinating vessel routing, inventories and trade in the liquefied natural gas supply chain: Marte Fodstad, Kristin Tolstad Uggen, Frode RÃ¸mo, Arnt-Gunnar Lium and Geert Stremersch
Efficiency and transmission in European energy markets: a seminon-parametric approach: Per Bjarte Solibakke
The impact of volume risk on hedge effectiveness: the case of a natural gas independent power producer operation: Larry A. Johnson
Modeling and optimizing risk in the strategic gas-purchase planning problem of local distribution companies: Achim Koberstein, Cormac Lucas, Christian Wolf and Dirk KÃ¶nig
Some stylized facts about high-frequency Nord Pool forward electricity prices: Erik Haugom
Future spot gas prices in the US and the UK: are movements more influenced by country factors or by global factors?: John Simpson
Oil price formation through unstable, inelastic demand and cartel imperatives: Ming-Jeng Hwang, Chin W.Yang and Bwo-Nung Huang
Parametric approaches to risk management for natural gas prices: an out-of-sample evaluation: Paolo Zagaglia
The information premium for non-storable commodities: Fred Espen Benth and Thilo Meyer-Brandis
New renewable electricity capacity under uncertainty: the potential in Norway: Stein-Erik Fleten and Geir Ringen
Implied volatility surface reconstruction for energy markets: spot price modeling versus surface parametrization: Mikhail V. Deryabin
Valuation of a natural gas storage facility: Mats Kjaer and Ehud I. Ronn
Cointegration between gas and power spot prices: Cyriel de Jong and Stefan Schneider
Price dynamics of natural gas components: empirical evidence: Sjur Westgaard, Eduardo Faria and Stein-Erik Fleten
Pricing electricity derivatives on an hourly basis: Nicole Branger, Oleg Reichmann and Magnus Wobben
Performance of statistical arbitrage in petroleum futures markets: Amir H. Alizadeh and Nikos K. Nomikos
On the optimal exercise of swing options in electricity markets: Fred Espen Benth, Jukka Lempa and Trygve Kastberg Nilssen
Reciprocal energy-switching options: Roger Adkins and Dean Paxson
Pricing of hourly exercisable electricity swing options using different price processes: Guido Hirsch
The multiple-mean-reversion jump-diffusion model for Nordic electricity spot prices: Matylda Jabłońska, Hasifa Nampala and Tuomo Kauranne
The biased short-term futures price at Nord Pool: can it really be a risk premium?: Ole Gjolberg and Trine-Lise Brattested
The comovements along the forward curve of natural gas futures: a structural view: Fabrizio Spargoli and Paolo Zagaglia
Corporate risk management in European energy markets: Per Bjarte Solibakke
Intra-daily smoothing splines for time-varying regression models of hourly electricity load: Virginie Dordonnat, Siem Jan Koopman and Marius Ooms
Transmission capacity between Norway and Germany: a real options analysis: Stein-Erik Fleten, Ane Marte Heggedal and Afzal Siddiqui
Derivation of locational marginal prices for restructured wholesale power markets: Haifeng Liu and Leigh Tesfatsion and Ali A. Chowdhury
Valuation of commodity-based swing options: Rudiger Kiesel, Jochen Gernhard and Sven-Olaf Stoll
Electricity price forecasting with a new feature selection algorithm: Farshid Keynia and Nima Amjady
Electricity futures prices: some evidence on forecast power at NordPool: HipÃ²lit TorrÃ³

Journal of Energy Markets

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