Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model

C Liang, Z Xia, X Lai, L Wang - Energy Economics, 2022 - Elsevier
This study aims to analyzes the predictability of the natural gas volatility by considering
extreme weather information. Based on extended GARCH-MIDAS models, empirical results …

Switching from fossil fuel to renewables in residential heating systems: An empirical study of homeowners' decisions in Germany

CC Michelsen, R Madlener - Energy Policy, 2016 - Elsevier
The replacement of outdated and inefficient fossil fuel residential heating systems (RHS) by
more efficient and less CO 2-intensive appliances primarily based on renewable energy …

Hydrogen storage for wind parks: A real options evaluation for an optimal investment in more flexibility

D Kroniger, R Madlener - Applied energy, 2014 - Elsevier
In this paper, we investigate the economic viability of hydrogen storage for excess electricity
produced in wind power plants. For the analysis, we define two scenarios (50 MW system …

Are prosumer households that much different? Evidence from stated residential energy consumption in Germany

CA Oberst, H Schmitz, R Madlener - Ecological economics, 2019 - Elsevier
This paper discusses the effect of residential energy prosuming on households' energy
consumption behavior with the objective of finding evidence of a 'prosumer rebound …

Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises

MM Belhoula, W Mensi, KH Al-Yahyaee - Resources Policy, 2024 - Elsevier
Efficiency and dynamic speculation literature focused on financial and crude oil markets
whereas empirical studies on natural gas markets are limited. This study examines market …

Do oil spot and futures prices move together?

CP Chang, CC Lee - Energy economics, 2015 - Elsevier
This paper investigates the time-varying correlation and the causal relationship between
crude oil spot and futures prices using a newly developed approach—wavelet coherency …

China's copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods

Y Guo, S Yao, H Cheng, W Zhu - Resources policy, 2020 - Elsevier
Price discovery and market efficiency are the centerpiece of the market microstructure
design. This study investigates the nonlinear correlation between the spot and futures prices …

Price risk transfer from futures to spot prices in energy commodities: measuring the effects of the Covid-19 pandemic and of the Russo–Ukrainian conflict

D Panagiotou, K Karamanis - Journal of Financial Economic Policy, 2024 - emerald.com
Purpose The purpose of this paper is to measure price risk transfer from futures prices to
spot prices in the markets of energy commodities. Design/methodology/approach To this …

Testing for sign and size symmetry between futures prices and spot prices in the markets of energy commodities: risk diversification and policy implications

D Panagiotou, F Naka - Studies in Economics and Finance, 2024 - emerald.com
Purpose The purpose of this paper is to investigate for symmetries–in sign and size–
between spot and futures prices in the markets of energy commodities. Design/methodology …

Global natural gas market integration in the face of shocks: Evidence from the dynamics of European, Asian, and US gas futures prices

M Farag, S Jeddi, JH Kopp - 2023 - econstor.eu
This paper analyzes the integration of the American, European, and Asian natural gas
markets over the period 2016-2022, with a focus on how the demand shock caused by the …