Impact of COVID-19 pandemic on the energy markets
Sign Up to like & getrecommendations! Published in 2021 at "Economic Change and Restructuring"
DOI: 10.1007/s10644-021-09320-0
Abstract: This article aims to uncover the effects of the COVID-19 pandemic on the energy markets in terms of energy stock indexes, energy futures, ETFs, and implied volatility indexes. We model the volatility of energy markets… read more here.
Keywords: energy; volatility; market; pandemic energy ... See more keywords
Risk transmission mechanism between energy markets: A VAR for VaR approach
Sign Up to like & getrecommendations! Published in 2018 at "Energy Economics"
DOI: 10.1016/j.eneco.2018.08.027
Abstract: The Global Financial Crisis (GFC) of 2007–2009 that originated in the US has revealed the need for measuring and monitoring the transmission of extreme downside market risk. This paper investigates the risk transmission mechanism between… read more here.
Keywords: risk; transmission; gas; energy markets ... See more keywords
Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach
Sign Up to like & getrecommendations! Published in 2018 at "Energy Economics"
DOI: 10.1016/j.eneco.2018.10.010
Abstract: Abstract In this paper, we explore the impact of uncertainties on energy prices by measuring four types of Delta Conditional Value-at-Risk (∆CoVaR) using six time-varying copulas. Three different measures of uncertainty (economic policy, financial markets… read more here.
Keywords: risk; uncertainty; energy; time varying ... See more keywords
Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS
Sign Up to like & getrecommendations! Published in 2021 at "Energy Policy"
DOI: 10.1016/j.enpol.2021.112428
Abstract: Abstract The Phase III of the European Union Emission Trading System (EU ETS) is significantly different from the previous Phases in terms of price trajectory and operational mechanism. Against this background, this study reveals the… read more here.
Keywords: order; order moments; energy markets; carbon energy ... See more keywords
Risk-involved participation of electric vehicle aggregator in energy markets with robust decision-making approach
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Cleaner Production"
DOI: 10.1016/j.jclepro.2019.118076
Abstract: Abstract Uncertainty of different parameters in power systems can put market players at risk. For example, uncertainty of market prices in energy markets with capitalist characteristics can negatively affect decisions of aggregators participating in such… read more here.
Keywords: energy markets; uncertainty; aggregator; energy ... See more keywords
Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?
Sign Up to like & getrecommendations! Published in 2021 at "Resources Policy"
DOI: 10.1016/j.resourpol.2021.102112
Abstract: Abstract This paper examines the dynamics between the energy markets and uncertainty indices from January 1st, 2001 till July 1st, 2020, using the time-domain TVP-VAR-based connectedness approach of Antonakakis and Gabauer (2017). In particular, we… read more here.
Keywords: dynamic connectedness; energy markets; uncertainty; investor ... See more keywords
Energy Markets: Optimization of Transmission Networks
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Public Administration"
DOI: 10.1080/01900692.2019.1645694
Abstract: ABSTRACT An energy transmission system is usually a part of every energy market. The problem of optimizing transmission system to maximize the social welfare is the subject of the present paper. For energy markets with… read more here.
Keywords: transmission system; energy; transmission; energy markets ... See more keywords
The contagion of extreme risks between fossil and green energy markets: evidence from China
Sign Up to like & getrecommendations! Published in 2024 at "Quantitative Finance"
DOI: 10.1080/14697688.2024.2339374
Abstract: This paper combines the Generalized Autoregressive Conditional Heteroskedasticity-Extreme Value Theory-Value at Risk (GARCH-EVT-VaR) method in conjunction with the Time-Varying Parameter Diebold-Yilmaz (TVP-VAR-DY) model to investigate the contagion of extreme risks between fossil and green energy… read more here.
Keywords: energy; risks fossil; green energy; extreme risks ... See more keywords
Assessing Contagion Risks of Carbon Reduction Policies on the Stock Returns: Evidence from China’s Energy Markets
Sign Up to like & getrecommendations! Published in 2024 at "Emerging Markets Finance and Trade"
DOI: 10.1080/1540496x.2024.2324189
Abstract: ABSTRACT This study investigates the impacts of China’s carbon mitigation policies spanning from 2011 to 2023 on the stock returns of seven distinct nonrenewable and renewable energy markets. We apply contagion tests, examining variations in… read more here.
Keywords: energy; carbon reduction; evidence; energy markets ... See more keywords
Intelligent Bidding Strategies for Prosumers in Local Energy Markets Based on Reinforcement Learning
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Access"
DOI: 10.1109/access.2022.3217497
Abstract: Local energy markets (LEMs) are proposed in recent years as a way to enable local prosumers and community to trade their electricity and have control over their electrical related resources by ensuring that electricity is… read more here.
Keywords: energy markets; reinforcement learning; intelligent bidding; bidding strategies ... See more keywords
Advanced Clustering Approach for Peer-to-Peer Local Energy Markets Considering Prosumers’ Preference Vectors
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Access"
DOI: 10.1109/access.2023.3264233
Abstract: Local energy markets (LEMs) are utilized in a bottom-up power systems approach for reducing the complexity of the traditional, centralized power system and to enable better integration of decentralized renewable energy resources (RES). Peer-to-peer (P2P)… read more here.
Keywords: energy markets; energy; advanced clustering; local energy ... See more keywords