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 …
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The replacement of outdated and inefficient fossil fuel residential heating systems (RHS) by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 …
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 …
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
This paper discusses the effect of residential energy prosuming on households' energy
consumption behavior with the objective of finding evidence of a 'prosumer rebound …
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 …
whereas empirical studies on natural gas markets are limited. This study examines market …
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 …
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 …
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 …
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
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 …
markets over the period 2016-2022, with a focus on how the demand shock caused by the …