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Throwing green into the mix: how the EU Emissions Trading System impacted the energy mix of French manufacturing firms (2000–16) 欧盟排放交易体系如何影响法国制造企业的能源结构(2000 - 2016)
IF 0.4
Journal of Energy Markets Pub Date : 2023-01-01 DOI: 10.21314/jem.2023.022
Rayan Chebbi-Giovanetti
{"title":"Throwing green into the mix: how the EU Emissions Trading System impacted the energy mix of French manufacturing firms (2000–16)","authors":"Rayan Chebbi-Giovanetti","doi":"10.21314/jem.2023.022","DOIUrl":"https://doi.org/10.21314/jem.2023.022","url":null,"abstract":"","PeriodicalId":43528,"journal":{"name":"Journal of Energy Markets","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67704759","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A two-stage nonlinear approach for modeling hourly spot power prices with an application to spot market risk valuation of the power yield of a solar array in Germany 一种两阶段非线性的小时现货电价建模方法，并应用于德国太阳能电池阵列发电量的现货市场风险评估
IF 0.4
Journal of Energy Markets Pub Date : 2023-01-01 DOI: 10.21314/jem.2023.023
Peter Kosater
{"title":"A two-stage nonlinear approach for modeling hourly spot power prices with an application to spot market risk valuation of the power yield of a solar array in Germany","authors":"Peter Kosater","doi":"10.21314/jem.2023.023","DOIUrl":"https://doi.org/10.21314/jem.2023.023","url":null,"abstract":"","PeriodicalId":43528,"journal":{"name":"Journal of Energy Markets","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67704370","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Evaluating the performance of energy exchange-traded funds 评估能源交易所交易基金的表现
IF 0.4
Journal of Energy Markets Pub Date : 2023-01-01 DOI: 10.21314/jem.2023.021
D. Malhotra, Michael Marino
{"title":"Evaluating the performance of energy exchange-traded funds","authors":"D. Malhotra, Michael Marino","doi":"10.21314/jem.2023.021","DOIUrl":"https://doi.org/10.21314/jem.2023.021","url":null,"abstract":"","PeriodicalId":43528,"journal":{"name":"Journal of Energy Markets","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67704595","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Dynamic spillover between the crude oil, natural gas and BRICS stock markets 原油、天然气和金砖国家股市的动态溢出效应
IF 0.4
Journal of Energy Markets Pub Date : 2022-01-01 DOI: 10.21314/jem.2022.013
Tarek Sadraoui, Rym Regaïeg, Wajdi Moussa, Nidhal Mgadmi, C. Arfa
{"title":"Dynamic spillover between the crude oil, natural gas and BRICS stock markets","authors":"Tarek Sadraoui, Rym Regaïeg, Wajdi Moussa, Nidhal Mgadmi, C. Arfa","doi":"10.21314/jem.2022.013","DOIUrl":"https://doi.org/10.21314/jem.2022.013","url":null,"abstract":"","PeriodicalId":43528,"journal":{"name":"Journal of Energy Markets","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67704544","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Energy trading efficiency in ERCOT’s day-ahead and real-time electricity markets ERCOT日前和实时电力市场的能源交易效率
IF 0.4
Journal of Energy Markets Pub Date : 2022-01-01 DOI: 10.21314/jem.2022.017
K. Cao, Han Qi, C. Tsai, C. Woo, J. Zarnikau
{"title":"Energy trading efficiency in ERCOT’s day-ahead and real-time electricity markets","authors":"K. Cao, Han Qi, C. Tsai, C. Woo, J. Zarnikau","doi":"10.21314/jem.2022.017","DOIUrl":"https://doi.org/10.21314/jem.2022.017","url":null,"abstract":"","PeriodicalId":43528,"journal":{"name":"Journal of Energy Markets","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67704655","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Do sovereign wealth funds dampen the effect of oil market volatility on gross domestic product growth? 主权财富基金是否抑制了石油市场波动对国内生产总值(gdp)增长的影响?
IF 0.4
Journal of Energy Markets Pub Date : 2022-01-01 DOI: 10.21314/jem.2022.014
Salem Boubakri, Ahlem Harrouch-Trabelsi
{"title":"Do sovereign wealth funds dampen the effect of oil market volatility on gross domestic product growth?","authors":"Salem Boubakri, Ahlem Harrouch-Trabelsi","doi":"10.21314/jem.2022.014","DOIUrl":"https://doi.org/10.21314/jem.2022.014","url":null,"abstract":"","PeriodicalId":43528,"journal":{"name":"Journal of Energy Markets","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67704683","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Oil value-at-risk forecasts: a filtered semiparametric approach 石油风险价值预测:过滤半参数方法
IF 0.4
Journal of Energy Markets Pub Date : 2022-01-01 DOI: 10.21314/jem.2022.011
W. Kuang
{"title":"Oil value-at-risk forecasts: a filtered semiparametric approach","authors":"W. Kuang","doi":"10.21314/jem.2022.011","DOIUrl":"https://doi.org/10.21314/jem.2022.011","url":null,"abstract":"The Covid-19 pandemic has set the stage for greater volatility in oil prices. Given this unprecedentedly volatile environment, protection against market risk has never been more important. Value-at-risk (VaR) is a popular metric to measure and control risk. However, the widely used historical simulation approach is unresponsive to upticks in stress. Therefore, the need has arisen for an alternative method that is easy to implement while still achieving forecast accuracy. We propose the generalized autoregressive conditional heteroscedasticity (GARCH) model combined with the Cornish–Fisher expansion (a semiparametric approach to address skewness and excess kurtosis as well as volatility dynamics) for the oil VaR forecast. We com-pare the performance of the proposed approach with that of historical simulation and GARCH-type models with alternative residual distributions: historical simulation, normal, skewed Student t and generalized Pareto. The study is based on the daily spot data from the Energy Information Administration for the period from December 19, 2012 to October 30, 2020 for Brent and from November 13, 2012 to October 30, 2020 for West Texas Intermediate, each with a total of 2001 observations. We find that the historical simulation approach significantly underestimates the risks for both long and short positions during the recent market turmoil, which confirms the importance of the filtering process in VaR forecasts. Moreover, the proposed approach provides the most accurate VaR forecasts, especially at high confidence levels for the long position. The analysis serves as a useful guide to energy market risk quantification for practitioners and policy makers. © Infopro Digital Limited 2022. All rights reserved.","PeriodicalId":43528,"journal":{"name":"Journal of Energy Markets","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67703896","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Locational arbitrage strategies for Shanghai crude futures 上海原油期货的区位套利策略
IF 0.4
Journal of Energy Markets Pub Date : 2022-01-01 DOI: 10.21314/jem.2023.020
H. Geman, John Miller, Yuanye Ma
{"title":"Locational arbitrage strategies for Shanghai crude futures","authors":"H. Geman, John Miller, Yuanye Ma","doi":"10.21314/jem.2023.020","DOIUrl":"https://doi.org/10.21314/jem.2023.020","url":null,"abstract":"","PeriodicalId":43528,"journal":{"name":"Journal of Energy Markets","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67704495","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Empirical research on the relationship between renewable energy consumption, foreign direct investment and economic growth in South Asia 南亚地区可再生能源消费、外国直接投资与经济增长关系的实证研究
IF 0.4
Journal of Energy Markets Pub Date : 2022-01-01 DOI: 10.21314/jem.2022.012
Emon Kalyan Chowdhury, Rupam Chowdhury
{"title":"Empirical research on the relationship between renewable energy consumption, foreign direct investment and economic growth in South Asia","authors":"Emon Kalyan Chowdhury, Rupam Chowdhury","doi":"10.21314/jem.2022.012","DOIUrl":"https://doi.org/10.21314/jem.2022.012","url":null,"abstract":"","PeriodicalId":43528,"journal":{"name":"Journal of Energy Markets","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67704214","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Measuring the effect of corrective short-term updates for wind energy forecasts on intraday electricity prices 测量风能预测短期修正更新对当日电价的影响
IF 0.4
Journal of Energy Markets Pub Date : 2022-01-01 DOI: 10.21314/jem.2022.016
David Schönheit, Lasse Homann, D. Möst, Sjur Westgaard
{"title":"Measuring the effect of corrective short-term updates for wind energy forecasts on intraday electricity prices","authors":"David Schönheit, Lasse Homann, D. Möst, Sjur Westgaard","doi":"10.21314/jem.2022.016","DOIUrl":"https://doi.org/10.21314/jem.2022.016","url":null,"abstract":"","PeriodicalId":43528,"journal":{"name":"Journal of Energy Markets","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67704303","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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