| 1 |
Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power Markets
Daskalakis G, Symeonidis L, Markellos RN
Energy Journal, 36(3), 1, 2015 |
| 2 |
On Mean-Variance Hedging of Bond Options with Stochastic Risk Premium Factor
Aihara SI, Bagchi A, Kumar SK
Applied Mathematics and Optimization, 70(3), 511, 2014 |
| 3 |
The Impact of Oil Price Volatility on Welfare in the Kingdom of Saudi Arabia: Implications for Public Investment Decision-making
Pierru A, Matar W
Energy Journal, 35(2), 97, 2014 |
| 4 |
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity
Hardle WK, Osipenko M
Energy Journal, 33(2), 149, 2012 |
| 5 |
Risk premiums in the German day-ahead Electricity Market
Viehmann J
Energy Policy, 39(1), 386, 2011 |
| 6 |
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext
Daskalakis G, Markellos RN
Energy Policy, 37(7), 2594, 2009 |
| 7 |
Analysis of the efficiency of the Iberian power futures market
Herraiz AC, Monroy CR
Energy Policy, 37(9), 3566, 2009 |
