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Accounting for fuel price risk when comparing renewable to gas-fired generation: the role of forward natural gas prices

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  • Bolinger, Mark
  • Wiser, Ryan
  • Golove, William
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    Bibliographic Info

    Article provided by Elsevier in its journal Energy Policy.

    Volume (Year): 34 (2006)
    Issue (Month): 6 (April)
    Pages: 706-720

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    Handle: RePEc:eee:enepol:v:34:y:2006:i:6:p:706-720

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    Web page: http://www.elsevier.com/locate/enpol

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    1. Paul H. Cootner, 1960. "Returns to Speculators: Rejoinder," Journal of Political Economy, University of Chicago Press, vol. 68, pages 415.
    2. Carter, Colin A & Rausser, Gordon C & Schmitz, Andrew, 1983. "Efficient Asset Portfolios and the Theory of Normal Backwardation," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 319-31, April.
    3. Dusak, Katherine, 1973. "Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums," Journal of Political Economy, University of Chicago Press, vol. 81(6), pages 1387-1406, Nov.-Dec..
    4. Herbert, John H., 1993. "The relation of monthly spot to futures prices for natural gas," Energy, Elsevier, vol. 18(11), pages 1119-1124.
    5. Frans A. de Roon & Theo E. Nijman & Chris Veld, 2000. "Hedging Pressure Effects in Futures Markets," Journal of Finance, American Finance Association, vol. 55(3), pages 1437-1456, 06.
    6. Repetto, R. & Henderson, J., 2003. "Environmental exposures in the US electric utility industry," Utilities Policy, Elsevier, vol. 11(2), pages 103-111, June.
    7. W. David Walls, 1995. "An Econometric Analysis of the Market for Natural Gas Futures," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 71-84.
    8. Paul H. Cootner, 1960. "Returns to Speculators: Telser versus Keynes," Journal of Political Economy, University of Chicago Press, vol. 68, pages 396.
    9. Roger W. Gray, 1961. "The Search for a Risk Premium," Journal of Political Economy, University of Chicago Press, vol. 69, pages 250.
    10. Chang, Eric C, 1985. " Returns to Speculators and the Theory of Normal Backwardation," Journal of Finance, American Finance Association, vol. 40(1), pages 193-208, March.
    11. Buchanan, W. K. & Hodges, P. & Theis, J., 2001. "Which way the natural gas price: an attempt to predict the direction of natural gas spot price movements using trader positions," Energy Economics, Elsevier, vol. 23(3), pages 279-293, May.
    12. Papapetrou, Evangelia, 2001. "Oil price shocks, stock market, economic activity and employment in Greece," Energy Economics, Elsevier, vol. 23(5), pages 511-532, September.
    13. H. Brett Humphreys & Katherine T. McClain, 1998. "Reducing the Impacts of Energy Price Volatility Through Dynamic Portfolio Selection," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 107-131.
    14. Awerbuch, Shimon, 1993. "The surprising role of risk in utility integrated resource planning," The Electricity Journal, Elsevier, vol. 6(3), pages 20-33, April.
    15. Hendrik Bessembinder & Michael L. Lemmon, 2002. "Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets," Journal of Finance, American Finance Association, vol. 57(3), pages 1347-1382, 06.
    16. Lester G. Telser, 1958. "Futures Trading and the Storage of Cotton and Wheat," Journal of Political Economy, University of Chicago Press, vol. 66, pages 233.
    17. Sadorsky, Perry, 1999. "Oil price shocks and stock market activity," Energy Economics, Elsevier, vol. 21(5), pages 449-469, October.
    18. Robert S. Pindyck, 2001. "The Dynamics of Commodity Spot and Futures Markets: A Primer," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 1-30.
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    Cited by:
    1. Dulal, Hari Bansha & Shah, Kalim U. & Sapkota, Chandan & Uma, Gengaiah & Kandel, Bibek R., 2013. "Renewable energy diffusion in Asia: Can it happen without government support?," Energy Policy, Elsevier, vol. 59(C), pages 301-311.
    2. Marques, António Cardoso & Fuinhas, José Alberto, 2011. "Drivers promoting renewable energy: A dynamic panel approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 15(3), pages 1601-1608, April.
    3. Roques, F.A., 2007. "Technology Choices for New Entrants in Liberalised Markets: The Value of Operating Flexibility and Contractual Arrangements," Cambridge Working Papers in Economics 0759, Faculty of Economics, University of Cambridge.
    4. Lanza, Alessandro & Manera, Matteo & McAleer, Michael, 2006. "Modeling dynamic conditional correlations in WTI oil forward and futures returns," Finance Research Letters, Elsevier, vol. 3(2), pages 114-132, June.
    5. Koop, Gary & Tole, Lise, 2013. "Modeling the relationship between European carbon permits and certified emission reductions," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 166-181.
    6. van der Vleuten, Erik & Lagendijk, Vincent, 2010. "Transnational infrastructure vulnerability: The historical shaping of the 2006 European "Blackout"," Energy Policy, Elsevier, vol. 38(4), pages 2042-2052, April.
    7. Chmutina, Ksenia & Goodier, Chris I., 2014. "Alternative future energy pathways: Assessment of the potential of innovative decentralised energy systems in the UK," Energy Policy, Elsevier, vol. 66(C), pages 62-72.
    8. Jansen, Jaap C. & Seebregts, Ad J., 2010. "Long-term energy services security: What is it and how can it be measured and valued?," Energy Policy, Elsevier, vol. 38(4), pages 1654-1664, April.

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