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The long-run evolution of energy prices

Citations

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Cited by:

  1. Clemens, Marius & Fuhrmann, Wilfried, 2008. "Rohstoffbasierte Staatsfonds: Theorie und Empirie [Resource-based sovereign wealth funds]," MPRA Paper 16933, University Library of Munich, Germany.
  2. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien Mcmahon, 2008. "Forecasting commodity prices: GARCH, jumps, and mean reversion," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 279-291.
  3. Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien, 2008. "Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield," Cahiers de recherche 0801, GREEN.
  4. Eyal Dvir & Ken Rogoff, 2009. "The Three Epochs of Oil," Boston College Working Papers in Economics 706, Boston College Department of Economics.
  5. Rafal Weron, 2005. "Market price of risk implied by Asian-style electricity options," Econometrics 0502003, University Library of Munich, Germany.
  6. Sergei Guriev & Anton Kolotilin & Konstantin Sonin, 2011. "Determinants of Nationalization in the Oil Sector: A Theory and Evidence from Panel Data," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 27(2), pages 301-323.
  7. Scarpa, Elisa & Longo, Chiara & Manera, Matteo & Markandya, Anil, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," International Energy Markets Working Papers 12118, Fondazione Eni Enrico Mattei (FEEM).
  8. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian, 2004. "Structural Change and Forecasting Long-Run Energy Prices," Staff Working Papers 04-5, Bank of Canada.
  9. Murray Carlson & Zeigham Khokher & Sheridan Titman, 2007. "Equilibrium Exhaustible Resource Price Dynamics," Journal of Finance, American Finance Association, vol. 62(4), pages 1663-1703, August.
  10. Peretto, Pietro & Valente, Simone, 2024. "Sustainable Growth and Secular Trends," MPRA Paper 120828, University Library of Munich, Germany.
  11. Yu, Mingwei & Xia, Fang & Su, Li & Song, Feng, 2025. "Climate change, electricity reliability, and energy structure: County-level evidence from China," China Economic Review, Elsevier, vol. 94(PA).
  12. Mark W. French, 2005. "Why and when do spot prices of crude oil revert to futures price levels?," Finance and Economics Discussion Series 2005-30, Board of Governors of the Federal Reserve System (U.S.).
  13. Liu, Yanyun & Liang, Jing & Zhao, Ruili & Sun, Baiqing, 2026. "Renewable energy investment under subsidy withdrawal risk and mean-reverting electricity price," Renewable Energy, Elsevier, vol. 258(C).
  14. Vazquez, Miguel & Barquín, Julián, 2009. "A fundamental power price model with oligopolistic competition representation," MPRA Paper 15629, University Library of Munich, Germany.
  15. Dias, Marco Antonio Guimarães & Borges, Roberto Evelim Penha, 2025. "Valuing oil reserve volumes under price uncertainty," Journal of Economics and Business, Elsevier, vol. 137(C).
  16. Louis Soumoy & Jules Welgryn, 2025. "Derisking Electricity Prices For Decarbonisation: A novel perspective on market incompleteness through irreversibility," EconomiX Working Papers 2025-37, University of Paris Nanterre, EconomiX.
  17. Kazuya Ito & Makoto Tanaka & Ryuta Takashima, 2024. "Strategic investment in power generation and transmission under a feed-in premium scheme: a game theoretic real options analysis," Annals of Operations Research, Springer, vol. 343(1), pages 349-372, December.
  18. Cuddington, John T. & Nülle, Grant, 2014. "Variable long-term trends in mineral prices: The ongoing tug-of-war between exploration, depletion, and technological change," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 224-252.
  19. Dahlen, Niklas & Fehrenkötter, Rieke & Schreiter, Maximilian, 2024. "The new bond on the block — Designing a carbon-linked bond for sustainable investment projects," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 316-325.
  20. Liu, Jiangfeng & Zhang, Qi & Li, Hailong & Chen, Siyuan & Teng, Fei, 2022. "Investment decision on carbon capture and utilization (CCU) technologies—A real option model based on technology learning effect," Applied Energy, Elsevier, vol. 322(C).
  21. Ji, Yi-Zhuo & Kang, Jia-Ning & Liu, Lan-Cui & Tian, Xiao-Xi & Zhang, Yun-Long & Wei, Yi-Ming, 2025. "Investment decision model for CO2 utilization projects: An empirical study on CO2 mineralization curing," Applied Energy, Elsevier, vol. 401(PB).
  22. Jesus Felipe & Manuel L. Albis, 2024. "Can the Philippines Attain 6.5-8 Percent Growth During 2023-28?: An Assessment Based on the Estimation of the Balance-of-Payments-Constrained Growth Rate," Economics Working Paper Archive wp_1039, Levy Economics Institute.
  23. Vedenov, Dmitry V. & Duffield, James A. & Wetzstein, Michael E., 2006. "Entry of Alternative Fuels in a Volatile U.S. Gasoline Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 31(01), pages 1-13, April.
  24. Maslyuk, Svetlana & Smyth, Russell, 2008. "Unit root properties of crude oil spot and futures prices," Energy Policy, Elsevier, vol. 36(7), pages 2591-2600, July.
  25. Rangarajan, Arvind & Svec, Jiri & Foley, Sean & Trück, Stefan, 2025. "Revisiting the crisis: An empirical analysis of the NEM suspension," Energy Economics, Elsevier, vol. 141(C).
  26. Seulki Chung, 2024. "Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach," Papers 2405.19849, arXiv.org.
  27. Zhang, Zibin & Vedenov, Dmitry V. & Wetzstein, Michael E., 2007. "Can the U.S. Ethanol Industry Compete in the Alternative Fuels' Market?," 2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama 34867, Southern Agricultural Economics Association.
  28. Alvaro Escribano & J. Ignacio Peña & Pablo Villaplana, 2011. "Modelling Electricity Prices: International Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(5), pages 622-650, October.
  29. Palma, Alessia & Paltrinieri, Andrea & Goodell, John W. & Oriani, Marco Ercole, 2024. "The black box of natural gas market: Past, present, and future," International Review of Financial Analysis, Elsevier, vol. 94(C).
  30. Slabá, Monika & Gapko, Petr & Klimešová, Andrea, 2013. "Main drivers of natural gas prices in the Czech Republic after the market liberalisation," Energy Policy, Elsevier, vol. 52(C), pages 199-212.
  31. Potocki, Wojciech, . "Mechanizmy kształtujące cenę ropy naftowej w teorii i rzeczywistości," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2009(10).
  32. Stelzer, Jonathan & Esser, Katharina & Weiskopf, Thorsten & Ardone, Armin & Bertsch, Valentin & Fichtner, Wolf, 2026. "Design limits and investment risks of mid-term storage under uncertain market conditions," Working Paper Series in Production and Energy 79, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
  33. Bastian-Pinto, Carlos L. & Bastian, Luiz G. & Brandão, Luiz E. & Requejo, Luis Manfredini Hernandez & Vasconcelos, Glaucia Fernandes, 2025. "Managing agriculture commodity price uncertainty with crop switching: A real options approach," Journal of Economics and Business, Elsevier, vol. 137(C).
  34. Grobys, Klaus, 2025. "Is energy risk scale Invariant? evidence from crude oil futures," The North American Journal of Economics and Finance, Elsevier, vol. 80(C).
  35. Jeffrey Frankel, 2013. "A Solution to Fiscal Procyclicality: The Structural Budget Institutions Pioneered by Chile," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Jordi Galí (ed.),Fiscal Policy and Macroeconomic Performance, edition 1, volume 17, chapter 9, pages 323-391, Central Bank of Chile.
  36. Iacono, Roberto, 2017. "A comparison of fiscal rules for resource-rich economies," Economic Analysis and Policy, Elsevier, vol. 55(C), pages 179-193.
  37. Paulo Roberto de Melo Barros Junior & Monica Alexandra Vilar Ribeiro De Meireles & Jose Luis Lima de Jesus Silva, 2025. "Optimizing Information Asset Investment Strategies in the Exploratory Phase of the Oil and Gas Industry: A Reinforcement Learning Approach," Papers 2512.00243, arXiv.org.
  38. Geman, Hélyette & Roncoroni, Andrea, 2003. "A Class of Marked Point Processes for Modelling Electricity Prices," ESSEC Working Papers DR 03004, ESSEC Research Center, ESSEC Business School.
  39. Härdle, Wolfgang Karl & Trück, Stefan, 2010. "The dynamics of hourly electricity prices," SFB 649 Discussion Papers 2010-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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