2010, Volume 32, Issue 6
- 1331-1336 Carbon trading thickness and market efficiency
by Montagnoli, Alberto & de Vries, Frans P.
- 1337-1344 Using logarithmic mean Divisia index to analyze changes in energy use and carbon dioxide emissions in Mexico's iron and steel industry
by Sheinbaum, Claudia & Ozawa, Leticia & Castillo, Daniel
- 1345-1355 A sequential Malmquist-Luenberger productivity index: Environmentally sensitive productivity growth considering the progressive nature of technology
by Oh, Dong-hyun & Heshmati, Almas
- 1356-1363 Greenhouse gases emissions, growth and the energy mix in Europe
by Marrero, Gustavo A.
- 1364-1373 Convergence of per capita carbon dioxide emissions in the EU: Legend or reality?
by Jobert, Thomas & Karanfil, Fatih & Tykhonenko, Anna
- 1374-1382 Energy consumption, pollutant emissions and economic growth in South Africa
by Menyah, Kojo & Wolde-Rufael, Yemane
- 1383-1391 Threshold cointegration and causality relationship between energy use and growth in seven African countries
by Esso, Loesse Jacques
- 1392-1397 Renewable energy consumption and growth in Eurasia
by Apergis, Nicholas & Payne, James E.
- 1398-1410 Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window
by Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Arslanturk, Yalcin
- 1411-1420 The importance of electrical energy for economic growth in Barbados
by Lorde, Troy & Waithe, Kimberly & Francis, Brian
- 1421-1426 Energy consumption and growth in South America: Evidence from a panel error correction model
by Apergis, Nicholas & Payne, James E.
- 1427-1434 Oil price dynamics: A behavioral finance approach with heterogeneous agents
by Ellen, Saskia ter & Zwinkels, Remco C.J.
- 1435-1444 Price dynamics of crude oil and the regional ethylene markets
by Masih, Mansur & Algahtani, Ibrahim & De Mello, Lurion
- 1445-1455 Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
by Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai
- 1456-1459 New evidence of anti-herding of oil-price forecasters
by Pierdzioch, Christian & Rülke, Jan Christoph & Stadtmann, Georg
- 1460-1466 The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach
by Rahman, Sajjadur & Serletis, Apostolos
- 1467-1476 The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective
by Demirer, RIza & Kutan, Ali M.
- 1477-1484 Forecasting crude oil market volatility: Further evidence using GARCH-class models
by Wei, Yu & Wang, Yudong & Huang, Dengshi
- 1485-1498 Oil prices -- Brownian motion or mean reversion? A study using a one year ahead density forecast criterion
by Meade, Nigel
- 1499-1506 An empirical model of daily highs and lows of West Texas Intermediate crude oil prices
by He, Angela W.W. & Kwok, Jerry T.K. & Wan, Alan T.K.
- 1507-1519 Forecasting oil price trends using wavelets and hidden Markov models
by de Souza e Silva, Edmundo G. & Legey, Luiz F.L. & de Souza e Silva, Edmundo A.
- 1520-1522 The interaction between food prices and oil prices
by Alghalith, Moawia
- 1523-1528 Relationship between oil prices, interest rate, and unemployment: Evidence from an emerging market
by Dogrul, H. Günsel & Soytas, Ugur
2010, Volume 32, Issue 5
- 949-959 Determinants of residential space heating expenditures in Great Britain
by Meier, Helena & Rehdanz, Katrin
- 960-966 Inequality in the distribution of expense allocated to the main energy fuels for Mexican households: 1968-2006
by Rosas-Flores, Jorge Alberto & Morillón Gálvez, David & Fernández Zayas, José Luís
- 967-978 The relationship between spot and futures prices in the Nord Pool electricity market
by Botterud, Audun & Kristiansen, Tarjei & Ilic, Marija D.
- 979-986 Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach
by Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung
- 987-992 Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis
by Wang, Yudong & Liu, Li
- 993-1000 Crude oil market efficiency and modeling: Insights from the multiscaling autocorrelation pattern
by Alvarez-Ramirez, Jose & Alvarez, Jesus & Solis, Ricardo
- 1001-1008 International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models
by Mohammadi, Hassan & Su, Lixian
- 1009-1024 An agent-based approach equipped with game theory: Strategic collaboration among learning agents during a dynamic market change in the California electricity crisis
by Sueyoshi, Toshiyuki
- 1025-1033 An agent-based approach with collaboration among agents: Estimation of wholesale electricity price on PJM and artificial data generated by a mean reverting model
by Sueyoshi, Toshiyuki
- 1034-1043 HMM filtering and parameter estimation of an electricity spot price model
by Erlwein, Christina & Benth, Fred Espen & Mamon, Rogemar
- 1044-1058 A vector autoregressive model for electricity prices subject to long memory and regime switching
by Haldrup, Niels & Nielsen, Frank S. & Nielsen, Morten Ørregaard
- 1059-1073 An empirical comparison of alternate regime-switching models for electricity spot prices
by Janczura, Joanna & Weron, Rafal
- 1074-1081 A long-term/short-term model for daily electricity prices with dynamic volatility
by Schlueter, Stephan
- 1082-1091 Are daily and weekly load and spot price dynamics in Australia's National Electricity Market governed by episodic nonlinearity?
by Wild, Phillip & Hinich, Melvin J. & Foster, John
- 1092-1104 Impacts of climate policy on the competitiveness of Canadian industry: How big and how to mitigate?
by Rivers, Nic
- 1105-1120 Exploring IMAGE model scenarios that keep greenhouse gas radiative forcing below 3 W/m2 in 2100
by van Vuuren, Detlef P. & Stehfest, Elke & den Elzen, Michel G.J. & van Vliet, Jasper & Isaac, Morna
- 1121-1130 Balancing contemporary fairness and historical justice: A 'quasi-equitable' proposal for GHG mitigations
by Yang, Zili & Sirianni, Philip
- 1131-1138 Can environmental sustainability be used to manage energy price risk?
by Henriques, Irene & Sadorsky, Perry
- 1139-1146 The integration of major fuel source markets in China: Evidence from panel cointegration tests
by Ma, Hengyun & Oxley, Les
- 1147-1156 Trends in world energy prices
by Ghoshray, Atanu & Johnson, Ben
- 1157-1164 Asymmetric price responses and the underlying energy demand trend: Are they substitutes or complements? Evidence from modelling OECD aggregate energy demand
by Adeyemi, Olutomi I. & Broadstock, David C. & Chitnis, Mona & Hunt, Lester C. & Judge, Guy
- 1165-1174 Price transmission in the UK electricity market: Was NETA beneficial?
by Giulietti, Monica & Grossi, Luigi & Waterson, Michael
- 1175-1181 Explaining the inefficiency of electrical distribution companies: Peruvian firms
by Pérez-Reyes, Raúl & Tovar, Beatriz
- 1182-1190 Technical and allocative inefficiencies and factor elasticities of substitution: An analysis of energy waste in Iran's manufacturing
by Khiabani, Nasser & Hasani, Karim
- 1191-1198 The deregulation effects of Finnish electricity markets on district heating prices
by Linden, Mikael & Peltola-Ojala, Päivi
- 1199-1208 Measurement of productive efficiency with frontier methods: A case study for wind farms
by Iglesias, Guillermo & Castellanos, Pablo & Seijas, Amparo
- 1209-1219 Accounting frameworks for tracking energy efficiency trends
by Ang, B.W. & Mu, A.R. & Zhou, P.
2010, Volume 32, Issue 4
- 749-750 Policymaking benefits and limitations from using financial methods and modelling in electricity markets
by Green, Richard & Hobbs, Benjamin & Oren, Shmuel & Siddiqui, Afzal
- 751-757 Restructuring electricity policy and financial models
by Hyman, Leonard S.
- 758-770 Volatility transmission and volatility impulse response functions in European electricity forward markets
by Le Pen, Yannick & Sévi, Benoît
- 771-778 Efficiency of financial transmission rights markets in centrally coordinated periodic auctions
by Adamson, Seabron & Noe, Thomas & Parker, Geoffrey
- 779-785 The inherent inefficiency of simultaneously feasible financial transmission rights auctions
by Deng, Shi-Jie & Oren, Shmuel & Meliopoulos, A.P.
- 786-795 Market completeness: How options affect hedging and investments in the electricity sector
by Willems, Bert & Morbee, Joris
- 796-804 Risks, revenues and investment in electricity generation: Why policy needs to look beyond costs
by Gross, Robert & Blyth, William & Heptonstall, Philip
- 805-816 Gas-fired power plants: Investment timing, operating flexibility and CO2 capture
by Fleten, Stein-Erik & Näsäkkälä, Erkka
- 817-830 How to proceed with competing alternative energy technologies: A real options analysis
by Siddiqui, Afzal & Fleten, Stein-Erik
- 831-837 Measuring energy linkages with the hypothetical extraction method: An application to Spain
by Guerra, Ana-Isabel & Sancho, Ferran
- 838-847 A model for energy pricing with stochastic emission costs
by Elliott, Robert J. & Lyle, Matthew R. & Miao, Hong
- 848-856 Trade linkages and macroeconomic effects of the price of oil
by Korhonen, Iikka & Ledyaeva, Svetlana
- 857-867 To consume or not: How oil prices affect the comovement of consumption and aggregate wealth
by Odusami, Babatunde Olatunji
- 868-876 Global economic activity and crude oil prices: A cointegration analysis
by He, Yanan & Wang, Shouyang & Lai, Kin Keung
- 877-886 Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?
by Filis, George
- 887-900 Time series analysis applied to construct US natural gas price functions for groups of states
by Kalashnikov, V.V. & Matis, T.I. & Pérez-Valdés, G.A.
- 901-907 Estimating the long-run equilibrium relationship: The case of city-gate and residential natural gas prices
by Arano, Kathleen & Velikova, Marieta
- 908-917 When is a break-up of Gazprom good for Russia?
by Tsygankova, Marina
- 918-925 Do gasoline prices exhibit asymmetry? Not usually!
by Douglas, Christopher C.
- 926-932 Is there an asymmetry in the response of diesel and petrol prices to crude oil price changes? Evidence from New Zealand
by Liu, Ming-Hua & Margaritis, Dimitris & Tourani-Rad, Alireza
- 933-947 Cooperation among liquefied natural gas suppliers: Is rationalization the sole objective?
by Massol, Olivier & Tchung-Ming, Stéphane
2010, Volume 32, Issue 3
- 505-514 When do firms generate? Evidence on in-house electricity supply in Africa
by Steinbuks, J. & Foster, V.
- 515-523 A nonlinear approach to modelling the residential electricity consumption in Ethiopia
by Gabreyohannes, Emmanuel
- 524-531 Electricity consumption and economic growth in Burkina Faso: A cointegration analysis
by Ouédraogo, Idrissa M.
- 532-537 Energy consumption and economic development in Sub-Sahara Africa
by Kebede, Ellene & Kagochi, John & Jolly, Curtis M.
- 538-544 International light water nuclear fuel fabrication supply: Are fabrication services assured?
by Rothwell, Geoffrey
- 545-549 A panel study of nuclear energy consumption and economic growth
by Apergis, Nicholas & Payne, James E.
- 550-556 Nuclear energy consumption and economic growth in nine developed countries
by Wolde-Rufael, Yemane & Menyah, Kojo
- 557-563 Energy consumption and income: A semiparametric panel data analysis
by Nguyen-Van, Phu
- 564-581 Dynamic modelling of energy consumption, capital stock, and real income in G-7 countries
by Lee, Chien-Chiang & Chien, Mei-Se
- 582-590 Energy consumption and economic growth: A causality analysis for Greece
by Tsani, Stela Z.
- 591-603 The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data
by Costantini, Valeria & Martini, Chiara
- 604-608 Electricity consumption-growth nexus: Evidence from panel data for transition countries
by Acaravci, Ali & Ozturk, Ilhan
- 609-615 Electricity demand of manufacturing sector in Turkey: A translog cost approach
by Bölük, Gülden & Koç, A. Ali
- 616-626 Income, resources, and electricity mix
by Burke, Paul J.
- 627-637 A real options based model and its application to China's overseas oil investment decisions
by Fan, Ying & Zhu, Lei
- 638-650 The economics of allowing more U.S. oil drilling
by Hahn, Robert & Passell, Peter
- 651-660 Edgeworth cycles revisited
by Doyle, Joseph & Muehlegger, Erich & Samphantharak, Krislert
- 661-672 A general equilibrium view of global rebound effects
by Wei, Taoyuan
- 673-686 Integrating bioenergy into computable general equilibrium models -- A survey
by Kretschmer, Bettina & Peterson, Sonja
- 687-693 Vegetable oil market and biofuel policy: An asymmetric cointegration approach
by Peri, Massimo & Baldi, Lucia
- 694-701 The case of co-firing: The market level effects of subsidizing biomass co-combustion
by Lintunen, Jussi & Kangas, Hanna-Liisa
- 702-708 What trends in energy efficiencies? Evidence from a robust test
by Le Pen, Yannick & Sévi, Benoît
- 709-725 Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility
by Heydari, Somayeh & Siddiqui, Afzal
- 726-736 Investment in transport infrastructure, regulation, and gas-gas competition
by Gasmi, Farid & Oviedo, Juan Daniel
- 737-745 Interfuel substitution in the United States
by Serletis, Apostolos & Timilsina, Govinda R. & Vasetsky, Olexandr
- 746-748 Allocating the CO2 emissions of an oil refinery with Aumann-Shapley prices: A reply
by Pierru, Axel
2010, Volume 32, Issue 2
- 257-268 Portfolio diversification in energy markets
by Galvani, Valentina & Plourde, André
- 269-277 Time-dependent correlations in electricity markets
by Alvarez-Ramirez, Jose & Escarela-Perez, Rafael
- 278-291 Integration and shock transmissions across European electricity forward markets
by Bunn, Derek W. & Gianfreda, Angelica
- 292-301 Feedback, competition and stochasticity in a day ahead electricity market
by Giabardo, Paolo & Zugno, Marco & Pinson, Pierre & Madsen, Henrik
- 302-312 Analysis of model implied volatility for jump diffusion models: Empirical evidence from the Nordpool market
by Nomikos, Nikos K. & Soldatos, Orestes A.
- 313-320 On the market impact of wind energy forecasts
by Jónsson, Tryggvi & Pinson, Pierre & Madsen, Henrik
- 321-324 A comment on: Storage and the electricity forward premium
by Bloys van Treslong, Adriaan & Huisman, Ronald
- 325-333 Pumped storage and cost saving
by Crampes, Claude & Moreaux, Michel
- 334-342 The dynamics of crude oil price differentials
by Fattouh, Bassam
- 343-350 Jump dynamics with structural breaks for crude oil prices
by Lee, Yen-Hsien & Hu, Hsu-Ning & Chiou, Jer-Shiou
- 351-362 Dynamics of oil price, precious metal prices, and exchange rate
by Sari, Ramazan & Hammoudeh, Shawkat & Soytas, Ugur
- 363-372 Oil price dynamics and speculation: A multivariate financial approach
by Cifarelli, Giulio & Paladino, Giovanna
- 373-388 Modeling global and local dependence in a pair of commodity forward curves with an application to the US natural gas and heating oil markets
by Ohana, Steve
- 389-398 Financial market pressure, tacit collusion and oil price formation
by Aune, Finn Roar & Mohn, Klaus & Osmundsen, Petter & Rosendahl, Knut Einar
- 399-408 Oil price fluctuations and U.S. dollar exchange rates
by Lizardo, Radhamés A. & Mollick, André V.
- 409-417 Macroeconomic factors and oil futures prices: A data-rich model
by Zagaglia, Paolo
- 418-422 Optimal fossil-fuel taxation with backstop technologies and tenure risk
by Strand, Jon
- 423-431 The performance of composite forecast models of value-at-risk in the energy market
by Chiu, Yen-Chen & Chuang, I-Yuan & Lai, Jing-Yi
- 432-441 Time-varying risk aversion: An application to energy hedging
by Cotter, John & Hanly, Jim
- 442-449 Futures hedging effectiveness under the segmentation of bear/bull energy markets
by Chang, Chiao-Yi & Lai, Jing-Yi & Chuang, I-Yuan
- 450-457 Evaluating long term forecasts
by Lady, George M.
- 458-468 Corporate hedging under a resource rent tax regime
by Frestad, Dennis
- 469-489 Resource price turbulence and macroeconomic adjustment for a resource exporter: A conceptual framework for policy analysis
by Cox, Grant M. & Harvie, Charles
- 490-495 Do higher oil prices push the stock market into bear territory?
by Chen, Shiu-Sheng
- 496-503 Nonlinearity and intraday efficiency tests on energy futures markets
by Wang, Tao & Yang, Jian
2010, Volume 32, Issue 1
- 1-2 Editorial
by Ang, Beng Wah & Tol, Richard S.J. & Weyant, John P.
- 3-14 Solving discretely-constrained MPEC problems with applications in electric power markets
by Gabriel, Steven A. & Leuthold, Florian U.
- 15-23 Cost efficiency and optimal scale of electricity distribution firms in Taiwan: An application of metafrontier analysis
by Huang, Yi-Ju & Chen, Ku-Hsieh & Yang, Chih-Hai
- 24-29 Account for sector heterogeneity in China's energy consumption: Sector price indices vs. GDP deflator
by Ma, Chunbo
- 30-42 An integrated approach to energy prospects for North America and the rest of the world
by Bassi, Andrea M. & Powers, Robert & Schoenberg, William
- 43-53 Solow meets Leontief: Economic growth and energy consumption
by Arbex, Marcelo & Perobelli, Fernando S.
- 54-62 Gasoline demand in Europe: New insights
by Pock, Markus
- 63-72 Short- and long-run adjustments in U.S. petroleum consumption
by Huntington, Hillard G.
- 73-85 Estimating petroleum products demand elasticities in Nigeria: A multivariate cointegration approach
by Iwayemi, Akin & Adenikinju, Adeola & Babatunde, M. Adetunji
- 86-92 Estimating the effect of urban density on fuel demand
by Karathodorou, Niovi & Graham, Daniel J. & Noland, Robert B.
- 93-101 A semiparametric model of household gasoline demand
by Wadud, Zia & Noland, Robert B. & Graham, Daniel J.
- 102-109 Driving for fun? Comparing the effect of fuel prices on weekday and weekend fuel consumption
by Frondel, Manuel & Vance, Colin
- 110-120 An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach
by Park, Sung Y. & Zhao, Guochang
- 121-128 Do Americans want ethanol? A comparative contingent-valuation study of willingness to pay for E-10 and E-85
by Petrolia, Daniel R. & Bhattacharjee, Sanjoy & Hudson, Darren & Herndon, Cary W.
- 129-136 Willingness-to-pay for renewable energy: Primary and discretionary choice of British households' for micro-generation technologies
by Scarpa, Riccardo & Willis, Ken
- 137-145 Do economic, financial and institutional developments matter for environmental degradation? Evidence from transitional economies
by Tamazian, Artur & Bhaskara Rao, B.
- 146-157 A metafrontier approach for measuring an environmentally sensitive productivity growth index
by Oh, Dong-hyun
- 158-165 Toxic releases: An environmental performance index for coal-fired power plants
by Färe, Rolf & Grosskopf, Shawna & Pasurka, Carl Jr.
- 166-175 Input-output analysis of CO2 emissions embodied in trade: The effects of sector aggregation
by Su, Bin & Huang, H.C. & Ang, B.W. & Zhou, P.
- 176-185 The impact of household consumption patterns on emissions in Spain
by Duarte, Rosa & Mainar, Alfredo & Sánchez-Chóliz, Julio
- 186-193 Supply-side structural effect on carbon emissions in China
by Zhang, Youguo
- 194-201 Total factor carbon emission performance: A Malmquist index analysis
by Zhou, P. & Ang, B.W. & Han, J.Y.
- 202-209 Impact of a possible environmental externalities internalisation on energy prices: The case of the greenhouse gases from the Greek electricity sector
by Georgakellos, Dimitrios A.
- 210-219 Greenhouse gas emissions in Hawai[modifier letter turned comma]i: Household and visitor expenditure analysis
by Konan, Denise Eby & Chan, Hing Ling
- 220-226 Impacts of integration of production of black and green energy
by Zhou, Huizhong & Tamas, Meszaros Matyas
- 227-242 Is fuel-switching a no-regrets environmental policy? VAR evidence on carbon dioxide emissions, energy consumption and economic performance in Portugal
by Marvão Pereira, Alfredo & Marvão Pereira, Rui Manuel
- 243-255 Allocating the CO2 emissions of an oil refinery with Aumann-Shapley prices: Comment
by Tehrani Nejad Moghaddam, Alireza
- 256-256 Technical efficiency of thermoelectric power plants: An apology
by Barros, Carlos Pestana & Peypoch, Nicolas
2009, Volume 31, Issue Supplement 1
- S1-S3 Technological change and uncertainty in environmental economics
by Böhringer, Christoph & Mennel, Tim P. & Rutherford, Tom F.
- S4-S17 Technological uncertainty and cost effectiveness of CO2 emission reduction
by Löschel, Andreas & Otto, Vincent M.
- S18-S26 Uncertain R&D, backstop technology and GHGs stabilization
by Bosetti, Valentina & Tavoni, Massimo
- S27-S36 R&D investment strategy for climate change
by Blanford, Geoffrey J.
- S37-S49 Advanced solar R&D: Combining economic analysis with expert elicitations to inform climate policy
by Baker, Erin & Chon, Haewon & Keisler, Jeffrey
- S50-S61 Efficient climate policies under technology and climate uncertainty
by Held, Hermann & Kriegler, Elmar & Lessmann, Kai & Edenhofer, Ottmar
2009, Volume 31, Issue 6
- 825-826 Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics"
by Malliaris, A.G. & Kyrtsou, C.
- 827-837 Expectations, learning, and the changing relationship between oil prices and the macroeconomy
by Milani, Fabio
- 838-851 Commodity prices, interest rates and the dollar
by Akram, Q. Farooq
- 852-856 Oil price uncertainty in Canada
by Elder, John & Serletis, Apostolos
- 857-866 Are electricity prices affected by the US dollar to Euro exchange rate? The Spanish case
by Muñoz, M. Pilar & Dickey, David A.
- 867-881 The pass through of oil prices into euro area consumer liquid fuel prices in an environment of high and volatile oil prices
by Meyler, Aidan
- 882-887 Economic impacts of higher oil and gas prices: The role of international trade for Germany
by Lutz, Christian & Meyer, Bernd
- 888-896 Variable capacity utilization, ambient temperature shocks and generation asset valuation
by Tseng, Chung-Li & Zhu, Wei & Dmitriev, Alexandre
- 897-913 Generators' bidding behavior in the NYISO day-ahead wholesale electricity market
by Zhang, Ning
2009, Volume 31, Issue 5
- 627-634 Cost analysis of the US spent nuclear fuel reprocessing facility
by Schneider, E.A. & Deinert, M.R. & Cady, K.B.
- 635-640 Electricity consumption and economic growth in South Africa: A trivariate causality test
by Odhiambo, Nicholas M.
- 641-647 Energy consumption and economic growth: Evidence from the Commonwealth of Independent States
by Apergis, Nicholas & Payne, James E.
- 648-666 Negative rebound and disinvestment effects in response to an improvement in energy efficiency in the UK economy
by Turner, Karen
- 667-675 Does a regional greenhouse gas policy make sense? A case study of carbon leakage and emissions spillover
by Chen, Yihsu
- 676-689 Do generation firms in restructured electricity markets have incentives to support social-welfare-improving transmission investments?
by Sauma, Enzo E. & Oren, Shmuel S.
- 690-701 Transmission-constrained oligopoly in the Japanese electricity market
by Tanaka, Makoto
- 702-713 An equilibrium pricing model for weather derivatives in a multi-commodity setting
by Lee, Yongheon & Oren, Shmuel S.
- 714-726 Multiple zone power forwards: A value at risk framework
by Demers, Jean-Guy
- 727-735 Frequency domain methods applied to forecasting electricity markets
by Trapero, Juan R. & Pedregal, Diego J.
- 736-747 A supply and demand based volatility model for energy prices
by Kanamura, Takashi
- 748-756 Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets
by Higgs, Helen
- 757-767 A 'simple' hybrid model for power derivatives
by Lyle, Matthew R. & Elliott, Robert J.
- 768-778 Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method
by Zhang, Xun & Yu, Lean & Wang, Shouyang & Lai, Kin Keung
- 779-788 Regime-switching stochastic volatility: Evidence from the crude oil market
by Vo, Minh T.
- 789-799 The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach
by Aloui, Chaker & Jammazi, Rania
- 800-809 On backstops and boomerangs: Environmental R&D under technological uncertainty
by Goeschl, Timo & Perino, Grischa
- 810-814 Generalized Fisher index or Siegel-Shapley decomposition?
by de Boer, Paul
- 815-823 Preliminary report on the commercial viability of gas production from natural gas hydrates
by Walsh, Matthew R. & Hancock, Steve H. & Wilson, Scott J. & Patil, Shirish L. & Moridis, George J. & Boswell, Ray & Collett, Timothy S. & Koh, Carolyn A. & Sloan, E. Dendy
2009, Volume 31, Issue 4
- 511-518 CAViaR-based forecast for oil price risk
by Huang, Dashan & Yu, Baimin & Fabozzi, Frank J. & Fukushima, Masao
- 519-530 Extreme Value Theory and Value at Risk: Application to oil market
by Marimoutou, Velayoudoum & Raggad, Bechir & Trabelsi, Abdelwahed
- 531-536 A novel algorithm for prediction of crude oil price variation based on soft computing
by Ghaffari, Ali & Zare, Samaneh
- 537-549 Physical market determinants of the price of crude oil and the market premium
by Chevillon, Guillaume & Rifflart, Christine
- 550-558 Oil prices, speculation, and fundamentals: Interpreting causal relations among spot and futures prices
by Kaufmann, Robert K. & Ullman, Ben
- 559-568 Crude oil and stock markets: Stability, instability, and bubbles
by Miller, J. Isaac & Ratti, Ronald A.
- 569-575 Do structural oil-market shocks affect stock prices?
by Apergis, Nicholas & Miller, Stephen M.
- 576-585 Forward curves, scarcity and price volatility in oil and natural gas markets
by Geman, Hélyette & Ohana, Steve
- 586-594 Estimating strategic interactions in petroleum exploration
by Lin, C.-Y. Cynthia
- 595-604 Can a carbon permit system reduce Spanish unemployment?
by Fæhn, Taran & Gómez-Plana, Antonio G. & Kverndokk, Snorre
- 605-613 Capital market response to emission rights returns: Evidence from the European power sector
by Veith, Stefan & Werner, Jörg R. & Zimmermann, Jochen
- 614-625 Carbon futures and macroeconomic risk factors: A view from the EU ETS
by Chevallier, Julien
2009, Volume 31, Issue 3
- 335-341 Structural path decomposition
by Wood, Richard & Lenzen, Manfred
- 342-347 Optimal blackouts: Empirical results on reducing the social cost of electricity outages through efficient regional rationing
by de Nooij, Michiel & Lieshout, Rogier & Koopmans, Carl
- 348-355 Strips of hourly power options--Approximate hedging using average-based forward contracts
by Lindell, Andreas & Raab, Mikael
- 356-364 Price formation in electricity forward markets and the relevance of systematic forecast errors
by Redl, Christian & Haas, Reinhard & Huber, Claus & Böhm, Bernhard