Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
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Tanker shipping, stock returns, fleet size, freight rates
Credit risk, excess spreads, structural model, long time
High-frequency, realized volatility, oil prices, Value-at-Risk, Percentile-percentile plot
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: OPEC.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Energy policies, sustainable energy, market clearing price, supply curve model
Green certificates, Optimal decision rule, Empirical analysis, NIG distribution
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2986067.
green certificates, optimal decision rule, empirical analysis, normal inverse Gaussian (NIG) distribution, singular stochastic control, dynamic programming
electricity futures prices, prices of fossil fuels, time-varying coefficients, statespace model
electricity, risk premium, forward premium, futures, Nord Pool
File name: SSRN-id2789669.
futures prices, Nordic power market
File name: opec.
File name: SSRN-id2983716.
general-to-specific, stepwise selection, forecast evaluation, futures spreads, bond spreads, PHLX Oil Service Sector (OSX) index
EnergyMarkets, Fundamental Analysis, Spikes, EPEX
Quantile Regression, Dynamic Coefficients, Parametric Estimation, Electricity Prices
oil prices, realized volatility, implied volatility, volatility forecasting
Implied volatility, realized volatility, electricity, forwards, options
Capital structure, trade-off theory, pecking order, unlisted companies
Capital Structure; Static Trade-off; Pecking Order; Industry Effects
Hedge Fund, Risk, Returns, Distribution
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