Vienna University of Economics and Business - Department of Corporate Finance
Socially Responsible Investments, Portfolio Optimization, International Financial Markets
storage, energy commodity, natural gas, convenience yield
Regulation, Renewables, Price Cap, Real Option
Credit default swaps, Sovereign credit ratings, Credit rating agencies, Information content, Event study
Electricity Market Modeling and Simulation, Cournot Competition, EU ETS Certificate Prices
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2818433.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
natural gas, futures, convenience yield, price volatility, GARCH
Natural Gas, Futures, Convenience Yield, Price Volatility, GARCH.
Mergers, Acquisitions, Energy Markets, Regulation, Unbundling
Natural Gas, Commodity Pricing, Unbiasedness, Kalman Filter, Risk Premia
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.370 seconds