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Displaying results 1 to 25 of 121.

  1. From forward to spot prices
    producers, retailers and loss averse consumers in electricity markets
    Author: Di Cosmo, Valeria; Trujillo-Baute, Elisa
    Published: [2018]
    Publisher:  Institut d’Economia de Barcelona, Barcelona

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; 2018, 18
    Subjects: Energiemarkt; Konsumentenverhalten; Terminmarkt; Spotmarkt; Risikoaversion; Spanien
    Scope: 1 Online-Ressource (circa 27 Seiten), Illustrationen
  2. Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
    Author: Chang, Chia-Lin; McAleer, Michael; Zuo, Guangdong
    Published: [2017]
    Publisher:  [Econometric Institute, Erasmus School of Economics], [Rotterdam]

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/100331
    Edition: Revised: May 2017
    Series: [Econometric Institute research papers] ; EI2017, 14
    Subjects: Treibhausgas-Emissionen; Ölpreis; Rohstoffpreis; Kohle; Spotmarkt; Futures; Volatilität; Spillover-Effekt; Hedging; Kausalanalyse; ARCH-Modell; EU-Staaten; USA
    Scope: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  3. Erneuerbare Energien an Strombörsen
    eine empirische Analyse deutscher und europäischer Spothandelsmärkte
    Author: Aust, Benjamin
    Published: 2020

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    Technische Universität Bergakademie Freiberg, Bibliothek 'Georgius Agricola'
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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
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    Hochschule Magdeburg-Stendal, Hochschulbibliothek
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    Source: Union catalogues
    Language: German
    Media type: Dissertation
    Format: Online
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    Subjects: Stromhandel; Spotmarkt; Erneuerbare Energien; Regulierung; Zeitreihenanalyse
    Scope: 1 Online-Ressource (XIII, 404 Seiten), Diagramme
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    Volltext (PDF)

    Literaturverzeichnis Seite 328-405

    Tag der Verleihung: 29.01.2020

    Dissertation, Technische Universität Bergakademie Freiberg, 2020
  4. HFTs and dealer banks
    liquidity and price discovery in fx trading
    Author: Huang, Wenqian; O'Neill, Peter; Ranaldo, Angelo; Yu, Shihao
    Published: January 2023
    Publisher:  Financial Conduct Authority, London

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    Language: English
    Media type: Book
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    Series: Occasional paper / Financial Conduct Authority ; 63
    Subjects: Devisenmarkt; Spotmarkt; Börsenmakler; Anlageverhalten; Bankenliquidität; Theorie
    Scope: 1 Online-Ressource (circa 37 Seiten), Illustrationen
  5. Asymmetric spot‐futures prices adjustments in Quebec grain markets
    Author: Singbo, Alphonse G.; Sossou, Dislène Senan
    Published: April 2023
    Publisher:  Centre de Recherche en économie de l'Environnement, de l'Agroalimentaire, des Transports et de l'Énergie, [Québec]

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    Series: Working paper / Centre de Recherche en économie de l'Environnement, de l'Agroalimentaire, des Transports et de l'Énergie ; 2023, 01
    Subjects: Getreidemarkt; Sojabohne; Rohstoffpreis; Rohstoffderivat; Spotmarkt; Quebec (Provinz); Kanada
    Scope: 1 Online-Ressource (circa 26 Seiten)
  6. Capacity reservation under spot market price uncertainty
    Author: Inderfurth, Karl; Kelle, Peter
    Published: 2008
    Publisher:  Univ., FEMM, Magdeburg

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    Universität Potsdam, Universitätsbibliothek
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / Otto von Guericke University, FEMM, Faculty of Economics and Management ; 2008,25
    Subjects: Materialbedarf; Lieferkette; Spotmarkt; Lagermanagement
    Scope: 19 S.
  7. The structure of the optimal combined sourcing policy using capacity reservation and spot market with price uncertainty
    Author: Inderfurth, Karl; Kelle, Péter
    Published: 2009
    Publisher:  Univ., FEMM, Magdeburg

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    Universität Potsdam, Universitätsbibliothek
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    Series: Working paper series / Otto von Guericke University, FEMM, Faculty of Economics and Management ; 2009,2
    Subjects: Materialbedarf; Spotmarkt
    Scope: 12 S.
    Notes:

    Literaturverz. S. 11 - 12
  8. When supply meets demand
    the case of hourly spot electricity prices
    Published: Mar. 2007
    Publisher:  School of Economics, Mathematics an Statistics, Birkbeck College, Univ. of London, London

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 90 (2007.07)
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    Media type: Book
    Format: Online
    Series: Birkbeck working papers in economics & finance ; 07,07
    Subjects: Energieversorgung; Strompreis; Spotmarkt; Allgemeines Gleichgewicht; Theorie
    Scope: Online-Ressource, 22 S., Text, graph. Darst.
  9. Investment incentives and auction design in electricity markets
    Author: Fabra, Natalia; Fehr, Nils-Henrik M. von der; Frutos, Maria Angeles de
    Published: 2008
    Publisher:  Centre for Economic Policy Research, London

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 32 (6626)
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    Media type: Book
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    Series: Array ; 6626
    Subjects: Elektrizitätswirtschaft; Spotmarkt; Investition; Entscheidung unter Unsicherheit; Auktion; Theorie
    Scope: 55 S., graph. Darst.
  10. Essays on commodity price risk
    Author: Bierbrauer, Michael
    Published: 2008

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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    oek 7160/068
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    A 254520
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    Source: Union catalogues
    Language: English; German
    Media type: Dissertation
    Format: Print
    RVK Categories: QK 650
    Subjects: Rohstoffpreis; Risiko; Hedging; Theorie; Energiehandel; Warenbörse; Elektrizität; Strompreis; Spotmarkt; Deutschland
    Scope: XVIII, 151 S., graph. Darst.
    Notes:

    Frankfurt/Main, Univ., Diss., 2008
  11. SSE do matter
    a simple proof
    Published: 2008
    Publisher:  Fuqua School of Business, Duke Univ., Durham, NC

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Format: Online
    Series: Faculty research papers / The Fuqua School of Business, Duke University ; 08-253
    Subjects: Spotmarkt; Sunspots; Wirtschaftsmodell
    Scope: Online-Ressource (19 S., 186,37 KB), graph. Darst.
  12. Monopoly power limits hedging
    Author: Muermann, Alexander; Shore, Stephen H.
    Published: May 2008
    Publisher:  Center for Financial Studies, Frankfurt, Main

    When a spot market monopolist participates in a derivatives market, she has an incentive to deviate from the spot market monopoly optimum to make her derivatives market position more profitable. When contracts can only be written contingent on the... more

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    When a spot market monopolist participates in a derivatives market, she has an incentive to deviate from the spot market monopoly optimum to make her derivatives market position more profitable. When contracts can only be written contingent on the spot price, a risk-averse monopolist chooses to participate in the derivatives market to hedge her risk, and she reduces expected profits by doing so. However, eliminating all risk is impossible. These results are independent of the shape of the demand function, the distribution of demand shocks, the nature of preferences or the set of derivatives contracts. -- Spot Market Power ; Derivates Market ; Hedging

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/43246
    Series: CFS working paper ; 2008,37
    Subjects: Spotmarkt; Monopol; Derivat; Finanzmarkt; Hedging; Theorie
    Scope: Online-Ressource (11 S.), graph. Darst.
  13. Strategic capacity choice under uncertainty
    the impact of market structure on investment and welfare
    Author: Grimm, Veronika; Zoettl, Gregor
    Published: 2008
    Publisher:  Univ., Inst. für Wirtschaftspolitik und Quantitative Wirtschaftsforschung, Erlangen

    We analyze a market game where firms choose capacities under uncertainty about future market conditions and make output choices after uncertainty has unraveled. We show existence and uniqueness of equilibrium under imperfect competition and establish... more

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    We analyze a market game where firms choose capacities under uncertainty about future market conditions and make output choices after uncertainty has unraveled. We show existence and uniqueness of equilibrium under imperfect competition and establish that capacity choices by strategic firms are generally too low from a welfare point of view. We also demonstrate that strategic firms choose even lower capacities if they anticipate competitive spot market pricing (e.g. due to regulatory intervention). We finally illustrate how the model can be used to assess the impact of electricity market liberalization on total capacity and welfare by fitting it to the data of the German electricity market. -- Investment incentives ; demand uncertainty ; cost uncertainty ; Cournot competition ; First Best ; Second Best ; capacity obligations ; spot market regulation.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/29557
    Series: IWQW discussion paper series ; 01/2008
    Subjects: Elektrizitätswirtschaft; Kapazitätsplanung; Entscheidung unter Unsicherheit; Marktstruktur; Spieltheorie; Spotmarkt; Regulierung; Investition; Anreiz; Theorie
    Scope: Online-Ressource (37 S.)
  14. Disposition in the carbon market and institutional constraints
    Author: Vinokur, Leon
    Published: 2009
    Publisher:  Queen Mary, Univ. of London, Dep. of Economics, London

    This paper investigates the impact of banking and submission constraints, set by the EU Emission Trading Scheme, on the efficiency of the carbon permits spot market using intra-daily data. My aim is to identify whether there is a Disposition effect... more

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    This paper investigates the impact of banking and submission constraints, set by the EU Emission Trading Scheme, on the efficiency of the carbon permits spot market using intra-daily data. My aim is to identify whether there is a Disposition effect in the spot market. I will examine a data set that includes spot prices for the First and Second Phases of the Scheme from 24 June 2005 to 07 August 2009. I find that the Disposition effect is significantly high at the beginning of each Phase and decreases close to the first compliance event. In the light of these results I propose a lifting of the ban on banking between Phases and an increased emissions information disclosure in order to increase the efficiency of the Scheme. -- Carbon market ; Psychological biases ; Institutional constraints

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/55156
    Series: Working paper series / Department of Economics, Queen Mary, University of London ; 652
    Subjects: Emissionshandel; Treibhausgas-Emissionen; Emissionshandel; Spotmarkt; EU-Staaten
    Scope: Online-Ressource (PDF-Datei: 32 S.), graph. Darst.
  15. Modelling conditional correlations for risk diversification in crude oil markets
    Author: Chang, Chia-Lin; McAleer, Michael; Tansuchat, Roengchai
    Published: 2009
    Publisher:  Econometric Institute, Rotterdam

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 57 (2009.11)
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    Source: Union catalogues
    Language: English
    Media type: Book
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    Other identifier:
    hdl: 1765/16105
    Series: Econometric Institute report EI ; 2009,11
    Subjects: Ölpreis; Volatilität; Spillover-Effekt; Spotmarkt; Rohstoffderivat; Risikomaß; ARCH-Modell; Schätzung; Welt
    Scope: Online-Ressource (PDF-Datei: 26 S.), graph. Darst.
  16. Forecasting volatility and spillovers in crude oil spot, forward and futures markets
    Author: Chang, Chia-Lin; McAleer, Michael; Tansuchat, Roengchai
    Published: 2009
    Publisher:  Econometric Institute, Rotterdam

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 57 (2009.12)
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    Other identifier:
    hdl: 1765/16107
    Series: Econometric Institute report EI ; 2009,12
    Subjects: Ölpreis; Volatilität; Spillover-Effekt; Spotmarkt; Rohstoffderivat; Risikomaß; ARCH-Modell; Schätzung; Welt
    Scope: Online-Ressource (PDF-Datei: 24 S.), graph. Darst.
  17. Price discovery in spot and futures markets
    a reconsideration
    Author: Theissen, Erik
    Published: 2009
    Publisher:  Centre for Financial Research, Cologne

    We reconsider the issue of price discovery in spot and futures markets. We use a threshold error correction model to allow for arbitrage operations to have an impact on the return dynamics. We estimate the model using quote midpoints, and we modify... more

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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    We reconsider the issue of price discovery in spot and futures markets. We use a threshold error correction model to allow for arbitrage operations to have an impact on the return dynamics. We estimate the model using quote midpoints, and we modify the model to account for time-varying transaction costs. We find that the futures market leads in the process of price discovery. The lead of the futures market is more pronounced in the presence of arbitrage signals. Thus, when the deviation between the spot and the futures market is large, the spot market tends to adjust to the futures market. -- Futures Markets ; Threshold error correction ; Information shares ; Common factor weights

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/41367
    Series: CFR working paper ; 09-17
    Subjects: Spotmarkt; Derivat; Elektronisches Handelssystem; Preis; Marktmikrostruktur; Kointegration
    Scope: Online-Ressource (PDF-Datei: 42 S., 354 KB)
    Notes:

    Zsfassung in dt. Sprache
  18. Risk premia in electricity wholesale spot markets
    empirical evidence from Germany
    Author: Pietz, Matthäus
    Published: 2009
    Publisher:  Center for Entrepreneurial and Financial Studies (CEFS), Munich

    This paper contributes to the ongoing discussion on price formation in electricity markets. For this, we conduct an analysis of the German electricity wholesale spot market which is located at the European Energy Exchange (EEX). Our dataset covers... more

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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    This paper contributes to the ongoing discussion on price formation in electricity markets. For this, we conduct an analysis of the German electricity wholesale spot market which is located at the European Energy Exchange (EEX). Our dataset covers three spot market segments, namely the intraday market, the block contract market and the day-ahead market. Data ranges from August 2002 to May 2009. As results we find significant positive risk premia, both in the block contract market and in the day-ahead market. The risk premia in day-ahead market contracts vary in magnitude and in sign throughout the day. Furthermore, we detect a term structure of risk premia during the sub-period in which all three market segments were simultaneously existent. When testing for seasonality in the risk premia, we find evidence for higher risk premia in the summer months. The hypothesis of a relation between the risk premia and the spot price variance and skewness has to be rejected. -- Electricity ; Intraday Market ; Day-Ahead Market ; Risk Premia ; Risk Premium

     
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    Media type: Book
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    hdl: 10419/48404
    Series: CEFS working paper series ; 2009-11
    Subjects: Energiemarkt; Spotmarkt; Energiehandel; Risikoprämie; Strompreis; Deutschland
    Scope: Online-Ressource (PDF-Datei: 37 S., 304 KB)
  19. Asymmetric price responses of gasoline stations
    evidence for heterogeneity of retailers
    Author: Faber, Riemer P.
    Published: 2009

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 899 (2009.106)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; 2009,106
    Subjects: Tankstelle; Einzelhandelspreis; Volatilität; Spotmarkt; Schätzung; Niederlande
    Scope: 41 S., graph. Darst.
  20. On investment decisions in liberalized electricity markets
    the impact of price caps at the spot market
    Author: Zoettl, Gregor
    Published: 2008
    Publisher:  CORE, Louvain-la-Neuve

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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    RN 2490 (2008,37)
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    Series: CORE discussion paper ; 2008,37
    Subjects: Elektrizität; Markt; Deregulierung; Investitionsentscheidung; Strategisches Management; Lastmanagement; Spotmarkt; Umweltmanagement; Theorie; Deutschland
    Scope: 28 S., graph. Darst.
  21. VaR forecasts and dynamic conditional correlations for spot and futures returns on stocks and bonds
    Author: Hakim, Abdul; McAleer, Michael
    Published: 2009
    Publisher:  Econometric Institute, Rotterdam

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 57 (2009.32)
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    Language: English
    Media type: Book
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    Other identifier:
    hdl: 1765/17295
    Series: Econometric Institute report EI ; 2009,32
    Subjects: Futures; Volatilität; Spillover-Effekt; Spotmarkt; Korrelation; Risikomaß; ARCH-Modell; DCC model
    Scope: Online-Ressource (PDF-Datei: 26 S.)
  22. Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
    Published: 2009
    Publisher:  Econometric Institute, Rotterdam

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 57 (2009.34)
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    hdl: 1765/17297
    Series: Econometric Institute report EI ; 2009,34
    Subjects: Kautschuk; Rohstoffderivat; Volatilität; Spillover-Effekt; Spotmarkt; Asien
    Scope: Online-Ressource (PDF-Datei: 18 S.), graph. Darst.
  23. What do we learn from the price of crude oil futures
    Author: Alquist, Ron; Kilian, Lutz
    Published: 2007
    Publisher:  Centre for Economic Policy Research, London

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 32 (6548)
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    RVK Categories: QB 910
    Series: Array ; 6548
    Subjects: Rohstoffderivat; Spotmarkt; Erdöl; Ölpreis; Prognose; Volatilität; Erwartungsbildung; Petroleum products; Commodity futures
    Scope: 59 S., graph. Darst.
  24. Regulating the natural gas transportation industry
    optimal pricing policy of a monopolist with advance-purchase and spot markets
    Published: Apr. 2007

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 1645 (488)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: IDEI working papers ; 488
    Subjects: Gasversorgung; Erdgas; Preismanagement; Mathematische Optimierung; Monopolistischer Wettbewerb; Spotmarkt; Theorie
    Scope: Online-Ressource, 34 S., Text
  25. Spot price modeling and the valuation of electricity forward contracts
    the role of demand and capacity
    Published: 24 Oct. 2007
    Publisher:  School of Economics, Mathematics an Statistics, Birkbeck College, Univ. of London, London

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 90 (2007.18)
    Inter-library loan:
    No inter-library loan
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Birkbeck working papers in economics & finance ; 07,18
    Subjects: Strompreis; Spotmarkt; Energiekonsum; Energieversorgung; Marktmechanismus; England; Wales; Arktis
    Scope: Online-Ressource, 54 S., Text, graph. Darst.