Related references
Note: Only part of the references are listed.Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects
Juan C. Reboredo et al.
BUSINESS STRATEGY AND THE ENVIRONMENT (2022)
The valid regions of Gram-Charlier densities with high-order cumulants
Wei Lin et al.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (2022)
Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts
Alfredo Trespalacios et al.
ENERGIES (2021)
Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components
Filippos Ioannidis et al.
ENERGY ECONOMICS (2021)
Uncertainty in electricity markets from a semi-nonparametric approach
Alfredo Trespalacios et al.
ENERGY POLICY (2020)
A Conceptual Framework to Classify and Manage Risk, Uncertainty and Ambiguity: An Application to Energy Policy
Ludovic Gaudard et al.
ENERGIES (2020)
A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets
Daniel Velasquez-Gaviria et al.
ENERGIES (2020)
Factor models in the German electricity market: Stylized facts, seasonality, and calibration
W. J. Hinderks et al.
ENERGY ECONOMICS (2020)
Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall
Esther B. Del Brio et al.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2020)
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Esther B. Del Brio et al.
EUROPEAN JOURNAL OF FINANCE (2019)
Price volatility in commodity markets with restricted participation
Andreas Knaut et al.
ENERGY ECONOMICS (2019)
Electricity markets around the world
Klaus Mayer et al.
JOURNAL OF COMMODITY MARKETS (2018)
Political power and renewable energy futures: A critical review
Matthew J. Burke et al.
ENERGY RESEARCH & SOCIAL SCIENCE (2018)
Measuring firm size distribution with semi-nonparametric densities
Lina M. Cortes et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2017)
Do investors pay a premium for going green? Evidence from alternative energy mutual funds
Juan C. Reboredo et al.
RENEWABLE & SUSTAINABLE ENERGY REVIEWS (2017)
ELECTRICITY PRICE DEPENDENCE IN NEW YORK STATE ZONES: A ROBUST DETRENDED CORRELATION APPROACH
Debbie J. Dupuis
ANNALS OF APPLIED STATISTICS (2017)
The productivity of top researchers: a semi-nonparametric approach
Lina M. Cortes et al.
SCIENTOMETRICS (2016)
VaR performance during the subprime and sovereign debt crises: An application to emerging markets
Esther B. Del Brio et al.
EMERGING MARKETS REVIEW (2014)
Electricity price forecasting: A review of the state-of-the-art with a look into the future
Rafal Weron
INTERNATIONAL JOURNAL OF FORECASTING (2014)
The case of negative day-ahead electricity prices
Enzo Fanone et al.
ENERGY ECONOMICS (2013)
Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions
Trino-Manuel Niguez et al.
OXFORD BULLETIN OF ECONOMICS AND STATISTICS (2012)
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty
Trino-Manuel Niguez et al.
ECONOMICS LETTERS (2012)
Forecasting Performance of Nonlinear Models for Intraday Stock Returns
Jose M. Matias et al.
JOURNAL OF FORECASTING (2012)
Modelling Electricity Prices: International Evidence
Alvaro Escribano et al.
OXFORD BULLETIN OF ECONOMICS AND STATISTICS (2011)
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation
Angel Leon et al.
JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2009)
Market price of risk implied by Asian-style electricity options and futures
Rafal Weron
ENERGY ECONOMICS (2008)
A regime switching long memory model for electricity prices
Niels Haldrup et al.
JOURNAL OF ECONOMETRICS (2006)
Predicting price spikes in electricity markets using a regime-switching model with time-varying parameters
TD Mount et al.
ENERGY ECONOMICS (2006)
Modeling electricity prices:: jump diffusion and regime switching
R Weron et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2004)
El Nino-southern oscillation and aspects of western South American hydro-climatology
P Waylen et al.
HYDROLOGICAL PROCESSES (2002)
Gram-Charlier densities
E Jondeau et al.
JOURNAL OF ECONOMIC DYNAMICS & CONTROL (2001)