Energy security: Does systemic risk spillover matter? Evidence from China

B Zhu, Y Deng, R Lin, X Hu, P Chen - Energy Economics, 2022 - Elsevier
Considering the severity and frequency of energy risk event shocks, this paper examines
whether energy security issue is related to the propagation of significant shocks within the …

Risk analysis model and agricultural derivative market use: a conceptual review

JB Ferreira, LGC Junior - Independent Journal of Management & …, 2021 - dialnet.unirioja.es
This research aims to build conceptual guidelines regarding price risk management through
the agricultural derivatives market. Specifically, to identify the common price risk …

Examination of the spillover effects among natural gas and wholesale electricity markets using their futures with different maturities and spot prices

T Nakajima, Y Toyoshima - Energies, 2020 - mdpi.com
This study measures the connectedness of natural gas and electricity spot returns to their
futures returns with different maturities. We employ the Henry Hub and the Pennsylvania …

Impact of solar and wind prices on the integrated global electricity spot and options markets: A time series analysis

Y Alsaedi, GA Tularam, V Wong - International Journal of …, 2020 - econjournals.com.tr
Following the liberalisation of the global electricity markets, spot and options markets have
been established in many countries. Electricity pricing issues, coupled with increased …

Forecasting global solar radiation using a robust regularization approach with mixture kernels

H Jiang - Journal of Forecasting, 2023 - Wiley Online Library
Accurately forecasting global solar radiation plays a key role in photovoltaic evaluations. To
quantify and control the uncertainties in global solar radiation forecasting, this study …