Nothing Special   »   [go: up one dir, main page]
create a website
Fair division of costs in green energy markets. (2017). Hougaard, Jens ; Smilgins, Aleksandrs ; Kronborg, Dorte.
In: Energy.
RePEc:eee:energy:v:139:y:2017:i:c:p:220-230.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 16

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Effects of green bonds on Taiwans bioenergy development. (2022). Kung, Shan-Shan ; Yang, Yunxia ; Lan, Xiaolong ; Chang, Meng-Shiuh.
    In: Energy.
    RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221018156.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alaton, P. ; Djehiche, B. ; Stillberger, D. On modelling and pricing weather derivatives. 2002 Appl Math Finance. 9 1-20

  2. Benth, F.E. ; Benth, J.s. The volatility of temperature and pricing of weather derivatives. 2007 Quant Finance. 7 553-561

  3. Bergantiños, G. ; González-Díazb, J. ; González-Ruedab, Á.M. ; Fernández de Córdobab, M.P. Loss allocation in energy transmission networks. 2017 Games Econ Behav. 102 69-97
    Paper not yet in RePEc: Add citation now
  4. Bergantiños, G. ; Martínez, R. Cost allocation in asymmetric trees. 2014 Eur J Operational Res. 237.3 975-987
    Paper not yet in RePEc: Add citation now

  5. Boomsma, T.K. ; Juul, N. ; Fleten, S.E. Bidding in sequential electricity markets: the Nordic case. 2014 Eur J Operational Res. 238 797-809

  6. Boomsma, T.K. ; Meade, N. ; Fleten, S.E. Renewable energy investments under different support schemes: a real options approach. 2012 Eur J Operational Res. 220 225-237

  7. Gao, J. ; Xiaoa, Y. ; Liu, J. ; Liang, W. ; Chen, C.L.P. A survey of communication/networking in smart grids. 2012 Future Gener Comput Syst. 28–2 391-404
    Paper not yet in RePEc: Add citation now

  8. Hougaard, J.L. Introduction to allocation rules. 2009 Springer:

  9. Hougaard, J.L. ; Tvede, M. Minimum cost connection networks: truth-telling and implementation. 2015 J Econ Theory. 157 76-99

  10. Hougaard, J.L. ; Tvede, M. Truth-telling and Nash equilibria in minimum cost spanning treesm. 2012 Eur J Operational Res. 222 556-570

  11. Kanamura, T. A supply and demand based volatility model for energy prices. 2009 Energy Econ. 31–5 736-747

  12. Moulin, H. Cost sharing in networks: some open questions, International Game Theory Review. 2013 :

  13. Sharkey, W.W. Network models in economics. 1995 En : . :
    Paper not yet in RePEc: Add citation now

  14. Torriti, J. Privatisation and cross-border electricity trade: from internal market to European supergrid?. 2014 Energy. 77 635-640

  15. Uhlenbeck, G.E. ; Ornstein, L.S. On the theory of brownian motion. 1930 Phys Rev. 36 823-841
    Paper not yet in RePEc: Add citation now

  16. Vasicek, O. An equilibrium characterization of the term structure. 1977 J Financ Econ. 5 177-188

Cocites

Documents in RePEc which have cited the same bibliography

  1. A temperature stochastic model for option pricing and its impacts on the electricity market. (2020). Mora, José ; Prabakaran, Sellamuthu ; Garcia, Isabel C.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:68:y:2020:i:c:p:58-77.

    Full description at Econpapers || Download paper

  2. Financial weather derivatives for corn production in Northern China: A comparison of pricing methods. (2015). van Kooten, Gerrit ; Sun, Baojing.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:32:y:2015:i:c:p:201-209.

    Full description at Econpapers || Download paper

  3. Financial Weather Options for Crop Production. (2014). van Kooten, Gerrit ; Sun, Baojing.
    In: Working Papers.
    RePEc:rep:wpaper:2014-03.

    Full description at Econpapers || Download paper

  4. Riesgo Agropecuario: Incidencia Económica e Innovaciones para su mitigación. El caso de Argentina.. (2014). Thomasz, Esteban ; Dario, Bacchini ; Otto, Thomasz Esteban ; Miguel, Fusco .
    In: MPRA Paper.
    RePEc:pra:mprapa:56408.

    Full description at Econpapers || Download paper

  5. A consistent two-factor model for pricing temperature derivatives. (2014). López Cabrera, Brenda ; Groll, Andreas ; Meyer-Brandis, Thilo ; Lopez-Cabrera, Brenda .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-006.

    Full description at Econpapers || Download paper

  6. Principal Component Analysis in an Asymmetric Norm. (2014). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Tran, Ngoc Mai .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-001.

    Full description at Econpapers || Download paper

  7. A comparison of regime-switching temperature modeling approaches for applications in weather derivatives. (2014). FANG, L. ; Wahab, M. I. M., ; Elias, R. S..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:232:y:2014:i:3:p:549-560.

    Full description at Econpapers || Download paper

  8. Weather Derivatives and Crop Insurance in China. (2013). van Kooten, Gerrit ; Sun, Baojing ; Guo, Changhao .
    In: Working Papers.
    RePEc:rep:wpaper:2013-02.

    Full description at Econpapers || Download paper

  9. Wind Derivatives: Modeling and Pricing. (2013). Zapranis, A. ; Alexandridis, A..
    In: Computational Economics.
    RePEc:kap:compec:v:41:y:2013:i:3:p:299-326.

    Full description at Econpapers || Download paper

  10. Impact of Climate Change on HeatWave Risk. (2013). Loisel, Stéphane ; Eyraud-Loisel, Anne ; Biard, Romain ; Blanchet-Scalliet, Christophette.
    In: Post-Print.
    RePEc:hal:journl:hal-00937071.

    Full description at Econpapers || Download paper

  11. Impact of Climate Change on Heat Wave Risk. (2013). Loisel, Stéphane ; Biard, Romain ; Blanchet-Scalliet, Christophette ; Eyraud-Loisel, Anne.
    In: Risks.
    RePEc:gam:jrisks:v:1:y:2013:i:3:p:176-191:d:31293.

    Full description at Econpapers || Download paper

  12. Comparison of temperature models using heating and cooling degree days futures. (2013). Goncu, Ahmet.
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:14:y:2013:i:2:p:159-178.

    Full description at Econpapers || Download paper

  13. On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets. (2013). Benth, Fred Espen ; Taib, Che Mohd Imran Che, .
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:259-268.

    Full description at Econpapers || Download paper

  14. Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach. (2013). Kuzubas, Tolga ; Karahan, Mehmet ; Goncu, Ahmet.
    In: Working Papers.
    RePEc:bou:wpaper:2013/11.

    Full description at Econpapers || Download paper

  15. Forecast based Pricing of Weather Derivatives. (2012). Ritter, Matthias ; López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Lopez-Cabrera, Brenda .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2012-027.

    Full description at Econpapers || Download paper

  16. Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives. (2012). Ahan, Ale .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:50:y:2012:i:1:p:131-138.

    Full description at Econpapers || Download paper

  17. Pricing emission permits in the absence of abatement. (2012). Hintermann, Beat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1329-1340.

    Full description at Econpapers || Download paper

  18. A critical view on temperature modelling for application in weather derivatives markets. (2012). Benth, Fred Espen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:2:p:592-602.

    Full description at Econpapers || Download paper

  19. Hedging of Spatial Temperature Risk with Market-Traded Futures. (2011). Barth, Andrea ; Potthoff, Jurgen ; Benth, Fred Espen.
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:18:y:2011:i:2:p:93-117.

    Full description at Econpapers || Download paper

  20. Variance reduction methods at the pricing of weather options. (2011). Raimova, Gulnora.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0056.

    Full description at Econpapers || Download paper

  21. Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2011-055.

    Full description at Econpapers || Download paper

  22. On the relationship between weather and stock market returns. (2011). Floros, Christos.
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:v:28:y:2011:i:1:p:5-13.

    Full description at Econpapers || Download paper

  23. Modelling rain risk: a multi-order Markov chain model approach. (2011). Stowasser, Markus .
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:13:y:2011:i:1:p:45-60.

    Full description at Econpapers || Download paper

  24. Pricing temperature-based weather derivatives in China. (2011). Goncu, Ahmet.
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:13:y:2011:i:1:p:32-44.

    Full description at Econpapers || Download paper

  25. Forecasting temperature to price CME temperature derivatives. (2011). Dupuis, Debbie J..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:2:p:602-618.

    Full description at Econpapers || Download paper

  26. Modeling Temperature Dynamics for Aquaculture Index Insurance In Taiwan: A Nonlinear Quantile Approach. (2011). Chen, Shu-Ling.
    In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania.
    RePEc:ags:aaea11:104229.

    Full description at Econpapers || Download paper

  27. The pricing of temperature futures at the Chicago Mercantile Exchange. (2010). Dorfleitner, Gregor ; Wimmer, Maximilian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1360-1370.

    Full description at Econpapers || Download paper

  28. Pricing of Asian temperature risk. (2009). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Benth, Fred .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2009-046.

    Full description at Econpapers || Download paper

  29. Implied Market Price of Weather Risk. (2009). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2009-001.

    Full description at Econpapers || Download paper

  30. An Options Pricing Approach for CO2 Allowances in the EU ETS. (2009). Hintermann, Beat.
    In: CEPE Working paper series.
    RePEc:cee:wpcepe:09-64.

    Full description at Econpapers || Download paper

  31. Pricing Financial Derivatives on Weather Sensitive Assets. (2008). Kang, Boda ; Filar, Jerzy ; Korolkiewicz, Malgorzata.
    In: Research Paper Series.
    RePEc:uts:rpaper:223.

    Full description at Econpapers || Download paper

  32. Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives. (2008). Hurn, Stan ; Clements, Adam ; Lindsay, K A.
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2008-23.

    Full description at Econpapers || Download paper

  33. Estimating the Payoffs of Temperature-based Weather Derivatives. (2008). Hurn, Stan ; Clements, Adam ; Lindsay, K A.
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2008-22.

    Full description at Econpapers || Download paper

  34. Hedging von Mengenrisiken in der Landwirtschaft – Wie teuer dürfen „ineffektive“ Wetterderivate sein?. (2008). Musshoff, Oliver ; Hirschauer, Norbert ; Muhoff, Oliver .
    In: German Journal of Agricultural Economics.
    RePEc:ags:gjagec:97605.

    Full description at Econpapers || Download paper

  35. An Internet-Based Tool for Weather Risk Management. (2008). Turvey, Calum ; Norton, Michael .
    In: Agricultural and Resource Economics Review.
    RePEc:ags:arerjl:44739.

    Full description at Econpapers || Download paper

  36. Modelling and forecasting temperature based weather derivatives. (2007). Svec, J. ; Stevenson, M..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:18:y:2007:i:2:p:185-204.

    Full description at Econpapers || Download paper

  37. Putting a Price on Temperature. (2007). Koekebakker, Steen ; Benth, Fred Espen ; JŪRATĖ SALTYTĖ BENTH, .
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:34:y:2007:i:4:p:746-767.

    Full description at Econpapers || Download paper

  38. Indifference Pricing of Weather Insurance. (2007). Xu, Wei ; Odening, Martin ; Musshoff, Oliver.
    In: 101st Seminar, July 5-6, 2007, Berlin Germany.
    RePEc:ags:eaa101:9267.

    Full description at Econpapers || Download paper

  39. Willingness to Pay for Weather Derivatives by Australian Wheat Farmers. (2007). Simmons, Phillip ; Byrnes, Joel ; Edwards, Miriam.
    In: 101st Seminar, July 5-6, 2007, Berlin Germany.
    RePEc:ags:eaa101:9262.

    Full description at Econpapers || Download paper

  40. Density forecasting for weather derivative pricing. (2006). Taylor, James W. ; Buizza, Roberto.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:1:p:29-42.

    Full description at Econpapers || Download paper

  41. Weather Derivatives as an Instrument to Hedge Against the Risk of High Energy Cost in Greenhouse Production. (2006). Schmitz, Bernhard ; Starp, Michael ; Berg, Ernst.
    In: 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia.
    RePEc:ags:iaae06:25629.

    Full description at Econpapers || Download paper

  42. Modeling and Pricing Rain Risk. (2006). Xu, Wei ; Odening, Martin ; Musshoff, Oliver.
    In: 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia.
    RePEc:ags:iaae06:25386.

    Full description at Econpapers || Download paper

  43. Weather derivatives as an instrument to hedge against the risk of high energy cost in greenhouse production. (2006). Starp, Michael ; Berg, Ernst ; Schmitz, Bernhard .
    In: 2006 Annual meeting, July 23-26, Long Beach, CA.
    RePEc:ags:aaea06:21378.

    Full description at Econpapers || Download paper

  44. Modeling and Hedging Rain Risk. (2006). Xu, Wei ; Odening, Martin ; Musshoff, Oliver.
    In: 2006 Annual meeting, July 23-26, Long Beach, CA.
    RePEc:ags:aaea06:21050.

    Full description at Econpapers || Download paper

  45. Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives. (2005). Benth, Fred Espen ; Jūratė Šaltytė-Benth, .
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:12:y:2005:i:1:p:53-85.

    Full description at Econpapers || Download paper

  46. Zur Reduzierung niederschlagsbedingter Produktionsrisiken mit Wetterderivaten. (2005). Odening, Martin ; Musshoff, Oliver.
    In: Working Paper Series.
    RePEc:ags:huiawp:18822.

    Full description at Econpapers || Download paper

  47. Zur Bewertung von Wetterderivaten als innovative Risikomanagementinstrumente in der Landwirtschaft. (2005). Xu, Wei ; Odening, Martin ; Musshoff, Oliver.
    In: German Journal of Agricultural Economics.
    RePEc:ags:gjagec:97216.

    Full description at Econpapers || Download paper

  48. ISSUES OF GEOGRAPHICAL BASIS RISK IN WEATHER DERIVATIVES FOR AUSTRALIAN WHEAT FARMERS. (2005). East, Miriam .
    In: 2005 Conference (49th), February 9-11, 2005, Coff's Harbour, Australia.
    RePEc:ags:aare05:137861.

    Full description at Econpapers || Download paper

  49. Managing Economic Risk from Invasive Species: Bug Options. (2005). Richards, Timothy ; Manfredo, Mark ; Fournier, Valerie ; Eaves, James .
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19553.

    Full description at Econpapers || Download paper

  50. Pricing Weather Insurance with a Random Strike Price: An Application to the Ontario Ice Wine Harvest. (2005). Weersink, Alfons ; Turvey, Calum.
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19255.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-04 14:11:12 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.