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Journal of Energy Markets
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Incl. Fee Electronic Paper The Application of Structural Electricity Models for Dynamic Hedging
Journal of Energy Markets, Forthcoming
Cord Harms and Ruediger Kiesel
University of Duisburg-Essen - Faculty of Economic Science and University of Duisburg-Essen - Faculty of Economic Science
Date Posted: February 10, 2017
Accepted Paper Series

Incl. Fee Electronic Paper Calibration of Temperature Futures by Changing the Mean Reversion
Journal of Energy Markets, Forthcoming
Fred Espen Benth and Salvador Ortiz-Latorre
University of Oslo and University of Oslo - Department of Mathematics
Date Posted: January 27, 2017
Accepted Paper Series

Incl. Fee Electronic Paper Do Investors Price Industry Risk? Evidence from the Cross-Section of the Oil Industry
Journal of Energy Markets, Forthcoming
Sofia Brito Ramos, Abderrahim Taamouti, Helena Veiga and Chih-Wei Wang
ESSEC, Durham University, Universidad Carlos III de Madrid - Department of Statistics and Econometrics and National Sun Yat-sen University
Date Posted: January 19, 2017
Accepted Paper Series

Incl. Fee Electronic Paper Modeling Energy Spreads with a Generalized Novel Mean-Reverting Stochastic Process
Journal of Energy Markets, Forthcoming
Mir Hashem Moosavi Avonleghi and Matt Davison
University of Western Ontario and University of Western Ontario
Date Posted: January 13, 2017
Accepted Paper Series

Incl. Fee Electronic Paper On the Role of Structural Breaks in Identifying the Dynamic Conditional Linkages between Stock and Commodity Markets
Journal of Energy Markets, Vol. 9, No. 4, 2016
Chebbi Tarek and Abdelkader Derbali
University of Sousse - Faculty of Economic Sciences and Management and University of Sousse - Higher Institute of Management
Date Posted: November 23, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Modeling Alberta Power Prices Through Fundamentals
Journal of Energy Markets, Vol. 9, No. 4, 2016
Elham Negahdary and Tony Ware
University of Calgary and University of Calgary
Date Posted: November 23, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Zonal Merit-Order Effects of Wind Generation Development on Day-Ahead and Real-Time Electricity Market Prices in Texas
Journal of Energy Markets, Forthcoming
Jay Zarnikau, Chi-Keung Woo and Shuangshuang Zhu
Frontier Associates LLC, The Hong Kong Institute of Education (HKIEd) and Frontier Associates
Date Posted: November 10, 2016
Accepted Paper Series

The Nordic Futures Market for Power: Finally Mature and Efficient?
Journal of Energy Markets, Forthcoming
Erik Smith-Meyer and Ole Gjolberg
Norwegian University of Life Sciences (UMB) - School of Economics and Business and Norwegian University of Life Sciences (UMB) - School of Economics and Business
Date Posted: October 31, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Systematic Analysis of the Evolution of Electricity and Carbon Markets Under Deep Decarbonization
Journal of Energy Markets, Vol. 9, No. 3, 2016
William Blyth, Derek W. Bunn, Michail Chronopoulos and José Muñoz
Chatham House, London Business School, Norwegian School of Economics (NHH) - Department of Business and Management Science and University of Castilla-La Mancha
Date Posted: September 03, 2016
Accepted Paper Series

Incl. Fee Electronic Paper The Determinants of Regime Switching in the Natural Gas and Crude Oil Cointegrating Relationship
Journal of Energy Markets, Forthcoming
Matthew Brigida
Clarion University of Pennsylvania
Date Posted: August 17, 2016
Accepted Paper Series

Incl. Fee Electronic Paper An Analysis of Energy Futures
Journal of Energy Markets, Forthcoming
Coleen C. Pantalone, Joseph McCarthy and Hsi-Cheng Li
Northeastern University - Finance and Insurance Area, Bryant University and Bryant University
Date Posted: August 13, 2016
Accepted Paper Series

Incl. Fee Electronic Paper The Convenience Yield Implied in the European Natural Gas Markets: The Impact of Storage and Weather
Journal of Energy Markets, Forthcoming
Thomas Reinhard Kremser and Margarethe Rammerstorfer
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Corporate Finance
Date Posted: August 04, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Applications of Weather Derivatives in the Energy Market
Journal of Energy Markets, Vol. 8, No. 1, 2015
Kaijie Cui and Anatoliy V. Swishchuk
University of Calgary and University of Calgary
Date Posted: June 24, 2016
Accepted Paper Series

Incl. Fee Electronic Paper A Construction of Volatility Surfaces for Futures Markets
Journal of Energy Markets, Vol. 8, No. 1, 2015
Qimou Su, Ni Xiao and J Randall Curtis
SciComp Inc., University of Chicago and University of Washington
Date Posted: June 24, 2016
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Pricing and Hedging Quanto Options in Energy Markets
Journal of Energy Markets, Vol. 8, No. 1, 2015
Fred Espen Benth, Nina Lange and Tor Age Myklebust
University of Oslo - Department of Mathematics, Copenhagen Business School and Norwegian School of Economics (NHH)
Date Posted: June 24, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Crude Oil Price Volatility Spillovers into Major Equity Markets
Journal of Energy Markets, Vol. 8, No. 1, 2015
Bahram Adrangi, Arjun Chatrath, Joseph Macri and Kambiz Raffiee
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, Macquarie University - Department of Economics and University of Nevada, Reno - College of Business Administration - Department of Economics
Date Posted: June 24, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Two Sides of the Same Coin: Risk Measures in the Energy Markets
Journal of Energy Markets, Vol. 9, No. 2, 2016
Saša Žikovic and Ivana Tomas
University of Rijeka and University of Rijeka - Faculty of Economics
Date Posted: June 14, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Probabilistic Forecasting of Medium-Term Electricity Demand: A Comparison of Time Series Models
Journal of Energy Markets, Vol. 9, No. 2, 2016
Kevin Berk and Alfred Müller
University of Siegen and University of Siegen
Date Posted: June 14, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Static Mitigation of Volumetric Risk
Journal of Energy Markets, Vol. 9, No. 2, 2016
Rachid Id Brik and Andrea Roncoroni
ESSEC Business School and ESSEC Business School
Date Posted: June 14, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Risk Management and Portfolio Optimization for Gas- and Coal-Fired Power Plants in Germany: A Multivariate GARCH Approach
Journal of Energy Markets, Vol. 9, No. 2, 2016
Georgios Charalampous and Reinhard Madlener
International Hellenic University (IHU) and RWTH Aachen University
Date Posted: June 14, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Managing Temperature-Driven Volume Risks
Journal of Energy Markets, Vol. 9, No. 2, 2016
Laura Cucu, Rainer Döttling, Pascal Heider and Samuel Maina
E.ON Energie Germany GmbH, Uniper Global Commodities SE, Uniper Global Commodities SE and Uniper Global Commodities SE
Date Posted: June 14, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Extreme Value Theory for Heavy Tails in Electricity Prices
Journal of Energy Markets, Vol. 9, No. 2, 2016
Florentina Paraschiv, Risto Hadzi-Mishev and Dogan Keles
Norwegian University of Science and Technology (NTNU) - Department of Economics, University of St. Gallen and Karlsruhe Institute of Technology
Date Posted: June 14, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Pricing Crude Oil Options Using Lévy Processes
Journal of Energy Markets, Vol. 9, No. 1, 2016
Akbar Shahmoradi and Anatoliy V. Swishchuk
University of Calgary and University of Calgary
Date Posted: June 14, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Ex Post Payoffs of a Tolling Agreement for Natural Gas-Fired Generation in Texas
Journal of Energy Markets, Vol. 9, No. 1, 2016
Yun Liu, Chi-Keung Woo and Jay Zarnikau
Hong Kong Baptist University (HKBU), The Hong Kong Institute of Education (HKIEd) and Frontier Associates LLC
Date Posted: June 14, 2016
Accepted Paper Series

Incl. Fee Electronic Paper A Dynamic Conditional Correlation between Commodities and the Islamic Stock Market
Journal of Energy Markets, Vol. 9, No. 1, 2016
Chebbi Tarek and Abdelkader Derbali
University of Sousse - Faculty of Economic Sciences and Management and University of Sousse - Higher Institute of Management
Date Posted: June 14, 2016
Accepted Paper Series

Incl. Fee Electronic Paper The Forecasting Power of Medium-Term Futures Contracts
Journal of Energy Markets, Vol. 7, No. 4, 2014
Erik Haugom, Guttorm André Hoff, Maria Mortensen, Peter Molnár and Sjur Westgaard
Lillehammer University College, Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Date Posted: June 06, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Modeling Natgas Intramonth Spot (Daily or 'Cash') Price Movements
Journal of Energy Markets, Vol. 7, No. 3, 2014
Ehud I. Ronn
University of Texas at Austin - Department of Finance
Date Posted: June 06, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Exchange Rates, Oil Prices and Electricity Spot Prices: Empirical Insights from European Union Markets
Journal of Energy Markets, Vol. 7, No. 2, 2014
Giorgio Castagneto-Gissey and Richard Green
Imperial College London and Imperial College London
Date Posted: June 06, 2016
Working Paper Series

Incl. Fee Electronic Paper Time Regularities in the Russian Power Market
Journal of Energy Markets, Vol. 7, No. 4, 2014
Igor Pipkin
NMBU School of Economics and Business
Date Posted: June 06, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Electricity Retailers’ Behavior in a Highly Competitive Nordic Electricity Market
Journal of Energy Markets, Vol. 7, No. 4, 2014
Iliana Ilieva and Steven Gabriel
Norwegian University of Life Sciences (NMBU) and University of Maryland - Department of Civil and Environmental Engineering
Date Posted: June 06, 2016
Accepted Paper Series

Incl. Fee Electronic Paper The German Energiewende: Is the Manufacturing Sector at Risk?
Journal of Energy Markets, Vol. 7, No. 4, 2014
Hubertus Bardt and Hanno Kempermann
Cologne Institute for Economic Research and Cologne Institute for Economic Research
Date Posted: June 06, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Volatility Transmission in Energy Futures Markets
Journal of Energy Markets, Vol. 7, No. 3, 2014
Michael Soucek and Neda Todorova
European University Viadrina Frankfurt (Oder) and Griffith University
Date Posted: June 06, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Optimal Timing of Wind Farm Repowering: A Two-Factor Real Options Analysis
Journal of Energy Markets, Vol. 7, No. 3, 2014
Sebastian Himpler and Reinhard Madlener
RWTH Aachen University and RWTH Aachen University
Date Posted: June 06, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Hedging Crude Oil Derivatives in GARCH-Type Models
Journal of Energy Markets, Vol. 7, No. 1, 2014
Tak Kuen Siu, Roy Nawar and Christian-Oliver Ewald
City University London, Barclays Securities and University of Glasgow
Date Posted: June 06, 2016
Working Paper Series

Incl. Fee Electronic Paper A Structural Linkage Model for Freight Rates
Journal of Energy Markets, Vol. 7, No. 3, 2014
Takashi Kanamura
Kyoto University - Graduate School of Advanced Integrated Studies in Human Survivability (GSAIS)
Date Posted: June 06, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Pricing and Hedging Multiasset Spread Options Using a Three-Dimensional Fourier Cosine Series Expansion Method
Journal of Energy Markets, Vol. 7, No. 2, 2014
Tommaso Pellegrino and Piergiacomo Sabino
affiliation not provided to SSRN and E.ON Global Commodities
Date Posted: June 06, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Evaluating the Effects of Changing Market Parameters and Policy Implications in the German Electricity Market
Journal of Energy Markets, Vol. 7, No. 2, 2014
Christian Hendricks and Matthias Ehrhardt
Bergische Universitat Wuppertal and Bergische Universitat Wuppertal
Date Posted: June 06, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Carbon Price Volatility and Financial Risk Management
Journal of Energy Markets, Vol. 7, No. 1, 2014
Perry Sadorsky
York University - Schulich School of Business
Date Posted: June 06, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Pricing and Hedging Options in Energy Markets Using Black-76
Journal of Energy Markets, Vol. 7, No. 2, 2014
Fred Espen Benth and Maren Diane Schmeck
University of Oslo and University of Oslo
Date Posted: June 06, 2016
Working Paper Series

Incl. Fee Electronic Paper Extreme Dependence Between China's Oil Market and the World Oil Market: Empirical Evidence and Implications
Journal of Energy Markets, Vol. 7, No. 1, 2014
Xiaoqian Wen, Yu Wei and Dengshi Huang
Southwest Jiao Tong University - School of Economics & Management, Southwest Jiao Tong University - School of Economics & Management and Southwest Jiao Tong University - School of Economics & Management
Date Posted: June 06, 2016
Working Paper Series

Incl. Fee Electronic Paper Models for Short-Term Forecasting of Spike Occurrences in Australian Electricity Markets: A Comparative Study
Journal of Energy Markets, Vol. 7, No. 1, 2014
Michael Eichler, Oliver Grothe, Hans Manner and Dennis Tuerk
Maastricht University, Universitat zu Koln, Universitat zu Koln and Maastricht University
Date Posted: June 06, 2016
Working Paper Series

Incl. Electronic Paper Covered Option Strategies in Nordic Electricity Markets
Journal of Energy Markets, September 2015
Antti Klemola and Jukka Sihvonen
University of Vaasa and University of Vaasa
Date Posted: January 20, 2016
Accepted Paper Series
23 downloads

Incl. Electronic Paper A Method of Forecasting Wholesale Electricity Market Prices
Journal of Energy Markets, 2015
Joe Maisano, Alex Radchik and Igor Skryabin
University of Technology Sydney (UTS), University of Technology, Sydney and ANU Energy Change Institute
Date Posted: January 06, 2015
Accepted Paper Series
86 downloads

Incl. Electronic Paper Electricity Futures Prices: Time Varying Sensitivity to Fundamentals
Journal of Energy Markets, 2015, IEB Working Paper N. 2014/21
Stein-Erik Fleten, Ronald Huisman, Mehtap Kilic, Enrico Pennings and Sjur Westgaard
Norwegian University of Science and Technology (NTNU), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Date Posted: July 25, 2014
Working Paper Series
124 downloads

Incl. Electronic Paper Price Determinants in the German Intraday Market for Electricity: An Empirical Analysis
Journal of Energy Markets, 2015, EWL Working Paper No. 18/2013
Simon Hagemann
Vattenfall Europe AG
Date Posted: November 12, 2013
Accepted Paper Series
404 downloads

Incl. Electronic Paper The Informational Role of Spot Prices and Inventories
Journal of Energy Markets, 2015, Resources for the Future Discussion Paper No. 12-45
James L. Smith and Rex Thompson
Southern Methodist University (SMU) - Edwin L. Cox School of Business and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Date Posted: October 23, 2012
Accepted Paper Series
32 downloads

Pricing and Hedging Quanto Options in Energy Markets
Journal of Energy Markets, 2015
Fred Espen Benth, Nina Lange and Tor Age Myklebust
University of Oslo, Copenhagen Business School and Norwegian School of Economics (NHH)
Date Posted: August 22, 2012
Last Revised: June 10, 2016
Accepted Paper Series