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Journal of Energy Markets

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1.

Price Determinants in the German Intraday Market for Electricity: An Empirical Analysis

Journal of Energy Markets, 2015, EWL Working Paper No. 18/2013
Number of pages: 36 Posted: 12 Nov 2013
Accepted Paper Series
Vattenfall Europe AG
Downloads 436
2.

Electricity Futures Prices: Time Varying Sensitivity to Fundamentals

Journal of Energy Markets, 2015, IEB Working Paper N. 2014/21
Number of pages: 29 Posted: 25 Jul 2014
Working Paper Series
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
Downloads 134
3.

A Method of Forecasting Wholesale Electricity Market Prices

Journal of Energy Markets, 2015
Number of pages: 20 Posted: 06 Jan 2015
Accepted Paper Series
University of Technology Sydney (UTS), University of Technology, Sydney and ANU Energy Change Institute
Downloads 97
4.

The Informational Role of Spot Prices and Inventories

Journal of Energy Markets, 2015, Resources for the Future Discussion Paper No. 12-45
Number of pages: 23 Posted: 23 Oct 2012
Accepted Paper Series
Southern Methodist University (SMU) - Edwin L. Cox School of Business and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 36
5.

Covered Option Strategies in Nordic Electricity Markets

Journal of Energy Markets, September 2015
Number of pages: 34 Posted: 20 Jan 2016
Accepted Paper Series
University of Vaasa and University of Vaasa
Downloads 25
6.

A Construction of Volatility Surfaces for Futures Markets

Journal of Energy Markets, Vol. 8, No. 1, 2015
Number of pages: 22 Posted: 24 Jun 2016
Accepted Paper Series
SciComp Inc., University of Chicago and University of Washington
Downloads 1
7.

Calibration of Temperature Futures by Changing the Mean Reversion

Journal of Energy Markets, Forthcoming
Number of pages: 25 Posted: 27 Jan 2017
Accepted Paper Series
University of Oslo and University of Oslo - Department of Mathematics
Downloads 1
8.

Extreme Value Theory for Heavy Tails in Electricity Prices

Journal of Energy Markets, Vol. 9, No. 2, 2016
Number of pages: 30 Posted: 14 Jun 2016
Accepted Paper Series
Norwegian University of Science and Technology (NTNU) - Department of Economics, University of St. Gallen and Karlsruhe Institute of Technology
Downloads 1
9.

Modeling Energy Spreads with a Generalized Novel Mean-Reverting Stochastic Process

Journal of Energy Markets, Forthcoming
Number of pages: 21 Posted: 13 Jan 2017
Accepted Paper Series
University of Western Ontario and University of Western Ontario
Downloads 1
10.

The Application of Structural Electricity Models for Dynamic Hedging

Journal of Energy Markets, Forthcoming
Number of pages: 30 Posted: 10 Feb 2017
Accepted Paper Series
University of Duisburg-Essen - Faculty of Economic Science and University of Duisburg-Essen - Faculty of Economic Science
Downloads 1
11.

Time Regularities in the Russian Power Market

Journal of Energy Markets, Vol. 7, No. 4, 2014
Number of pages: 16 Posted: 06 Jun 2016
Accepted Paper Series
NMBU School of Economics and Business
Downloads 1
12.

A Dynamic Conditional Correlation between Commodities and the Islamic Stock Market

Journal of Energy Markets, Vol. 9, No. 1, 2016
Number of pages: 26 Posted: 14 Jun 2016
Accepted Paper Series
University of Sousse - Faculty of Economic Sciences and Management and University of Sousse - Higher Institute of Management
13.

A Structural Linkage Model for Freight Rates

Journal of Energy Markets, Vol. 7, No. 3, 2014
Number of pages: 16 Posted: 06 Jun 2016
Accepted Paper Series
Kyoto University - Graduate School of Advanced Integrated Studies in Human Survivability (GSAIS)

Multiple version iconThere are 2 versions of this paper

14.

An Analysis of Energy Futures

Journal of Energy Markets, Forthcoming
Number of pages: 15 Posted: 13 Aug 2016
Accepted Paper Series
Northeastern University - Finance and Insurance Area, Bryant University and Bryant University
15.

Applications of Weather Derivatives in the Energy Market

Journal of Energy Markets, Vol. 8, No. 1, 2015
Number of pages: 18 Posted: 24 Jun 2016
Accepted Paper Series
University of Calgary and University of Calgary
16.

Barriers for District Heating as a Source of Flexibility for the Electricity System

Journal of Energy Markets, Forthcoming
Number of pages: 19 Posted: 06 Jun 2017
Accepted Paper Series
Technical University of Denmark, Technical University of Denmark, Technical University of Denmark and Technical University of Denmark
17.

Carbon Price Volatility and Financial Risk Management

Journal of Energy Markets, Vol. 7, No. 1, 2014
Number of pages: 20 Posted: 06 Jun 2016
Accepted Paper Series
York University - Schulich School of Business
18.

Crude Oil Price Volatility Spillovers into Major Equity Markets

Journal of Energy Markets, Vol. 8, No. 1, 2015
Number of pages: 20 Posted: 24 Jun 2016
Accepted Paper Series
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
19.

Do Investors Price Industry Risk? Evidence from the Cross-Section of the Oil Industry

Journal of Energy Markets, Forthcoming
Number of pages: 29 Posted: 19 Jan 2017
Accepted Paper Series
ESSEC, Durham University, Universidad Carlos III de Madrid - Department of Statistics and Econometrics and National Sun Yat-sen University
20.

Electricity Retailers’ Behavior in a Highly Competitive Nordic Electricity Market

Journal of Energy Markets, Vol. 7, No. 4, 2014
Number of pages: 30 Posted: 06 Jun 2016
Accepted Paper Series
Norwegian University of Life Sciences (NMBU) and University of Maryland - Department of Civil and Environmental Engineering
21.

Evaluating the Effects of Changing Market Parameters and Policy Implications in the German Electricity Market

Journal of Energy Markets, Vol. 7, No. 2, 2014
Number of pages: 34 Posted: 06 Jun 2016
Accepted Paper Series
Bergische Universitat Wuppertal and Bergische Universitat Wuppertal
22.

Ex Post Payoffs of a Tolling Agreement for Natural Gas-Fired Generation in Texas

Journal of Energy Markets, Vol. 9, No. 1, 2016
Number of pages: 26 Posted: 14 Jun 2016
Accepted Paper Series
Hong Kong Baptist University (HKBU), The Hong Kong Institute of Education (HKIEd) and Frontier Associates LLC
23.

Exchange Rates, Oil Prices and Electricity Spot Prices: Empirical Insights from European Union Markets

Journal of Energy Markets, Vol. 7, No. 2, 2014
Number of pages: 32 Posted: 06 Jun 2016
Working Paper Series
Imperial College London and Imperial College London
24.

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
Number of pages: 28 Posted: 06 Jun 2016
Working Paper Series
Southwestern University of Finance and Economics, Southwest Jiao Tong University - School of Economics & Management and Southwest Jiao Tong University - School of Economics & Management
25.

Hedging Crude Oil Derivatives in GARCH-Type Models

Journal of Energy Markets, Vol. 7, No. 1, 2014
Number of pages: 24 Posted: 06 Jun 2016
Working Paper Series
City University London, Barclays Securities and University of Glasgow
26.

Managing Temperature-Driven Volume Risks

Journal of Energy Markets, Vol. 9, No. 2, 2016
Number of pages: 16 Posted: 14 Jun 2016
Accepted Paper Series
E.ON Energie Germany GmbH, Uniper Global Commodities SE, Uniper Global Commodities SE and Uniper Global Commodities SE
27.

Modeling Alberta Power Prices Through Fundamentals

Journal of Energy Markets, Vol. 9, No. 4, 2016
Number of pages: 22 Posted: 23 Nov 2016
Accepted Paper Series
University of Calgary and University of Calgary
28.

Modeling Natgas Intramonth Spot (Daily or 'Cash') Price Movements

Journal of Energy Markets, Vol. 7, No. 3, 2014
Number of pages: 16 Posted: 06 Jun 2016
Accepted Paper Series
University of Texas at Austin - Department of Finance
29.

Modeling Superior Predictors for Crude Oil Prices

Journal of Energy Markets, 10(2), 1–22 (2017),
Number of pages: 22 Posted: 10 Jun 2017
Accepted Paper Series
Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology, University of Stavanger, Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU)
30.

Models for Short-Term Forecasting of Spike Occurrences in Australian Electricity Markets: A Comparative Study

Journal of Energy Markets, Vol. 7, No. 1, 2014
Number of pages: 28 Posted: 06 Jun 2016
Working Paper Series
Maastricht University, Universitat zu Koln, Universitat zu Koln and Maastricht University
31.

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
Number of pages: 12 Posted: 23 Nov 2016
Accepted Paper Series
University of Sousse - Faculty of Economic Sciences and Management and University of Sousse - Higher Institute of Management
32.

Optimal Management of Green Certificates in the Swedish–Norwegian Market

Journal of Energy Markets, Forthcoming
Number of pages: 39 Posted: 15 Jun 2017
Accepted Paper Series
University of Oslo, University of Oslo and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology

Multiple version iconThere are 2 versions of this paper

33.

Optimal Oil Production Under Mean-Reverting Lévy Models with Regime Switching

Journal of Energy Markets, Forthcoming
Posted: 26 May 2017
Accepted Paper Series
Towson University
34.

Optimal Timing of Wind Farm Repowering: A Two-Factor Real Options Analysis

Journal of Energy Markets, Vol. 7, No. 3, 2014
Number of pages: 32 Posted: 06 Jun 2016
Accepted Paper Series
RWTH Aachen University and RWTH Aachen University
35.

Pricing and Hedging Multiasset Spread Options Using a Three-Dimensional Fourier Cosine Series Expansion Method

Journal of Energy Markets, Vol. 7, No. 2, 2014
Number of pages: 22 Posted: 06 Jun 2016
Accepted Paper Series
affiliation not provided to SSRN and E.ON Global Commodities
36.

Pricing and Hedging Options in Energy Markets Using Black-76

Journal of Energy Markets, Vol. 7, No. 2, 2014
Number of pages: 36 Posted: 06 Jun 2016
Working Paper Series
University of Oslo and University of Oslo
37.

Pricing and Hedging Quanto Options in Energy Markets

Journal of Energy Markets, 2015
Posted: 22 Aug 2012 Last Revised: 10 Jun 2016
Accepted Paper Series
University of Oslo, Copenhagen Business School and Norwegian School of Economics (NHH)
38.

Pricing and Hedging Quanto Options in Energy Markets

Journal of Energy Markets, Vol. 8, No. 1, 2015
Number of pages: 36 Posted: 24 Jun 2016
Accepted Paper Series
University of Oslo - Department of Mathematics, Copenhagen Business School and Norwegian School of Economics (NHH)
39.

Pricing Crude Oil Options Using Lévy Processes

Journal of Energy Markets, Vol. 9, No. 1, 2016
Number of pages: 18 Posted: 14 Jun 2016
Accepted Paper Series
University of Calgary and University of Calgary
40.

Probabilistic Forecasting of Medium-Term Electricity Demand: A Comparison of Time Series Models

Journal of Energy Markets, Vol. 9, No. 2, 2016
Number of pages: 20 Posted: 14 Jun 2016
Accepted Paper Series
University of Siegen and University of Siegen
41.

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
Number of pages: 26 Posted: 14 Jun 2016
Accepted Paper Series
International Hellenic University (IHU) and RWTH Aachen University
42.

Static Mitigation of Volumetric Risk

Journal of Energy Markets, Vol. 9, No. 2, 2016
Number of pages: 40 Posted: 14 Jun 2016
Accepted Paper Series
ESSEC Business School and ESSEC Business School

Multiple version iconThere are 2 versions of this paper

43.

Systematic Analysis of the Evolution of Electricity and Carbon Markets Under Deep Decarbonization

Journal of Energy Markets, Vol. 9, No. 3, 2016
Number of pages: 36 Posted: 03 Sep 2016
Accepted Paper Series
Chatham House, London Business School, Norwegian School of Economics (NHH) - Department of Business and Management Science and University of Castilla-La Mancha
44.

The Convenience Yield Implied in the European Natural Gas Markets: The Impact of Storage and Weather

Journal of Energy Markets, Forthcoming
Number of pages: 32 Posted: 04 Aug 2016
Accepted Paper Series
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Corporate Finance

Multiple version iconThere are 2 versions of this paper

45.

The Determinants of Regime Switching in the Natural Gas and Crude Oil Cointegrating Relationship

Journal of Energy Markets, Forthcoming
Number of pages: 10 Posted: 17 Aug 2016
Accepted Paper Series
Clarion University of Pennsylvania
46.

The Forecasting Power of Medium-Term Futures Contracts

Journal of Energy Markets, Vol. 7, No. 4, 2014
Number of pages: 24 Posted: 06 Jun 2016
Accepted Paper Series
Lillehammer University College, Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU), University of Stavanger and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology

Multiple version iconThere are 2 versions of this paper

47.

The German Energiewende: Is the Manufacturing Sector at Risk?

Journal of Energy Markets, Vol. 7, No. 4, 2014
Number of pages: 14 Posted: 06 Jun 2016
Accepted Paper Series
Cologne Institute for Economic Research and Cologne Institute for Economic Research
48.

The Nordic Futures Market for Power: Finally Mature and Efficient?

Journal of Energy Markets, Forthcoming
Posted: 31 Oct 2016
Accepted Paper Series
Norwegian University of Life Sciences (UMB) - School of Economics and Business and Norwegian University of Life Sciences (UMB) - School of Economics and Business
49.

Two Sides of the Same Coin: Risk Measures in the Energy Markets

Journal of Energy Markets, Vol. 9, No. 2, 2016
Number of pages: 18 Posted: 14 Jun 2016
Accepted Paper Series
University of Rijeka and University of Rijeka - Faculty of Economics
50.

Volatility Transmission in Energy Futures Markets

Journal of Energy Markets, Vol. 7, No. 3, 2014
Number of pages: 20 Posted: 06 Jun 2016
Accepted Paper Series
European University Viadrina Frankfurt (Oder) and Griffith University