Av. dels Tarongers s/n
University of Valencia
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Cooling Degree-days, Energy, Heating Degree-days, Seasonality, Stochastic Models, Weather Derivatives.
risk premium, electricity futures, Nord Pool
electricity markets, power derivatives and forecasting electricity prices
Volatility Spillovers, GARCH, Trading Rules
Asymmetric Volatility Spillovers, Feedback effect, Large and small firms, IBEX-35, Trading rules
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Volatility Spillovers, GARCH, Large and Small Firms, Risk Premium
weather derivatives, Quanto options pricing, derivative pricing, model simulation and forecast
Natural Gas Market, Futures Premium, Rollover, Seasonal Risk Premiums
Natural Gas Market, Futures, Hedging Ratio, Natural Gas Price Risk
Brent, Monetary Policy, European Central Bank, Energy Commodities
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