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    Article

    A Multivariate Commodity Analysis with Time-Dependent Volatility—Evidence from the German Energy Market

    In recent years commodity markets (in particular electricity, coal, and emissions) encountered extreme price movements and phases of high price volatility. Utility companies are naturally exposed to these kind...

    Rüdiger Kiesel, Kevin Metka in Zeitschrift für Energiewirtschaft (2013)

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    Article

    Quantifying the CO2 Permit Price Sensitivity

    Equilibrium models have been widely used in the literature with the aim of showing theoretical properties of emissions trading schemes. This paper applies equilibrium models to empirically study permit prices ...

    Georg Grüll, Rüdiger Kiesel in Zeitschrift für Energiewirtschaft (2012)