Energy Economics, March 2019
Green Table of Contents
Volume 79,
Pages 1-220 (March 2019)
Speculative trading of electricity contracts in interconnected locations
Álvaro Cartea, Sebastian Jaimungal, Zhen Qin
Pages 3-20
Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock
Massimiliano Caporin, Fulvio Fontini, Elham Talebbeydokhti
Pages 21-31
Measuring the environmental performance of green SRI funds: A DEA approach
E. Allevi, A. Basso, F. Bonenti, G. Oggioni, R. Riccardi
Pages 32-44
The case of the Australian Clean Energy Bill
Paweł Maryniak, Stefan Trück, Rafał Weron
Pages 45-58
Green copy not found
Oil prices, fundamentals and expectations
Joseph P. Byrne, Marco Lorusso, Bing Xu
Pages 59-75
Analysis of a multiple year gas sales agreement with make-up, carry-forward and indexation
Wenfeng Dong, Boda Kang
Pages 76-96
Energy efficiency, productivity and exporting: Firm-level evidence in Latin America
P. Montalbano, S. Nenci
Pages 97-110
Green copy not found
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications
Liyuan Chen, Paola Zerilli, Christopher F. Baum
Pages 111-129
Stop-loss and leverage in optimal statistical arbitrage with an application to energy market
Roberto Baviera, Tommaso Santagostino Baldi
Pages 130-143
Link to preprint ArXiv. UP
A branching process approach to power markets
Ying Jiao, Chunhua Ma, Simone Scotti, Carlo Sgarra
Pages 144-156
Mean-reverting no-arbitrage additive models for forward curves in energy markets
Luca Latini, Marco Piccirilli, Tiziano Vargiolu
Pages 157-170
On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting
Bartosz Uniejewski, Grzegorz Marcjasz, Rafał Weron
Pages 171-182
Long run analysis of crude oil portfolios
Roy Cerqueti, Viviana Fanelli, Giulia Rotundo
Pages 183-205
Wind energy deployment in wind farm aging context. Appraising an onshore wind farm enlargement project: A contingent valuation study in the Center of Italy
Paolo Polinori
Pages 206-220
Green copy not found