Vienna University of Economics and Business - Institute for Finance, Banking and Insurance
Credit default swaps, Sovereign credit ratings, Credit rating agencies, Information content, Event study
Electricity Market Modeling and Simulation, Cournot Competition, EU ETS Certificate Prices
Sovereign credit ratings, Credit rating agencies, Market Entry
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natural gas, futures, convenience yield, price volatility, GARCH
Natural Gas, Futures, Convenience Yield, Price Volatility, GARCH.
Natural Gas, Commodity Pricing, Unbiasedness, Kalman Filter, Risk Premia
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