CEMA 2019: COMMODITY AND ENERGY MARKETS ASSOCIATION ANNUAL MEETING 2019

This page contains an index consisting of author-provided keywords.

1
15-minute contracts	A Fundamental Model for Continuous Intraday Electricity Trading of 15-Minute Contracts
A
Adjustment Costs	Profit Dynamics in Commodity Processing Firms
Agricultural_futures	Who Holds Positions in Agricultural Futures Markets –– and How?
amihud	Determinants of Commodity Market Liquidity
announcement effects	Flexible Tests for USDA Report Announcement Effects In Future Markets
approximate dynamic programming	Optimal Integration of Energy Trading and Battery Energy Storage Systems with Renewables Meeting Corporate Renewable Power Targets Pathwise Optimization for Merchant Energy Production
arbitrage intensity	Does Index Arbitrage Distort Market Reaction to Shocks?
Asset Flexibility	Capital Structure and Asset Flexibility
asset pricing	Asset Prices in Segmented and Integrated Markets Gas Storage Valuation in Incomplete Markets Extrapolative Expectations and the Second-Hand Market for Ships
asset valuation	Dynamic Hedging for the Real Option Management of Electricity Storage with Exchange Rate Risks
asymmetric information	Information Asymmetry, Rents, and Price Risk Allocation: An Investigation of the BMW Supply Chain
Automotive supply chain	Information Asymmetry, Rents, and Price Risk Allocation: An Investigation of the BMW Supply Chain
B
Basis risk	Volumetric Risk Hedging Strategies and Basis Risk Premium for Solar Power
Behavioural Finance	Extrapolative Expectations and the Second-Hand Market for Ships
Bermudan options	Quadratic Hedging and Optimization of Option Exercise Policies in Incomplete Markets
BESS	Optimal Integration of Energy Trading and Battery Energy Storage Systems with Renewables
Binomial model for American-style options	Using the Binomial Model for the Valuation of Real Options in Computing Optimal Subsidies for Chinese Renewable Energy Investments
Bitcoin	Heterogeneity and Volatility Regimes of Cryptoassets
Blending and Upgrading	Optimal Processing and Trading for a Commodity in the Presence of Inventory Conversion Flexibility and Random Supply
Blockchain	Currency Stability Using Blockchain Technology
C
Calendar_spreading	Who Holds Positions in Agricultural Futures Markets –– and How?
Cap and Trade	Optimal Behaviour of Regulated Firms in Solar Renewable Energy Certificate Markets
Cap-and-trade	Real Effects of Climate Policy: Financial Constraints and Spillovers
capacity constraints	Multiregional Oligopoly with Capacity Constraints
capacity investment	Distributed Renewable Power Generation and Implications for Capacity Investment and Electricity Prices
Capacity Planning	Risk Neutral Demand Forecast and Real Options Valuation: The Case of Crude Oil Capacity Investment
Capacity Utilization	Profit Dynamics in Commodity Processing Firms
carbon	Asset Prices and Portfolios with Externalities
climate change	Climate Change Risks, Stock Returns, and the Oil Sector Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Climate policy	Real Effects of Climate Policy: Financial Constraints and Spillovers
Coins	Heterogeneity and Volatility Regimes of Cryptoassets
cointegration	Commodity Futures: Does the Traded Volume Influence Research Interest?
commodities	Efficiency and Volatility of Spot and Futures Agricultural Markets: Impact of Trade Frequencies
Commodity
Commodity consumption	The Role of Income in Commodity Demand for Industrial Raw Materials
Commodity Futures	Commodity Futures: Does the Traded Volume Influence Research Interest? Learning From Liquidation: The Commodity Futures Convergence Process
Commodity Futures Markets	Flexible Tests for USDA Report Announcement Effects In Future Markets The Information Content of Commodity Futures Markets
commodity futures return	Idiosyncratic Skewness or Coskewness? Evidence from Commodity Futures Return
commodity index	Rebalancing Effects of Commodity Indices on Open Interest, Volume and Prices
Commodity Markets	Determinants of Commodity Market Liquidity Optimal Behaviour of Regulated Firms in Solar Renewable Energy Certificate Markets Political Uncertainty and Commodity Markets Investment Under Uncertainty with Endogenous Costs
Commodity modelling	Metals' Price Elasticity of Normalized Excess Supply
Commodity price	Dutch Disease Revisited: Evidence from a Commodity-Currency Channel
Commodity price elasticity	Dutch Disease Revisited: Evidence from a Commodity-Currency Channel
commodity prices	The Impact of Financial Speculation on Commodity Prices: A Meta-Granger Analysis `Not So Naive' (NSN): Threshold Forecasting for Random Walks
Commodity Processing	Profit Dynamics in Commodity Processing Firms
commodity returns	Never a Dull Moment: Entropy Risk in Commodity Markets
competitive equilibrium	Recurrent Stochastic Games for Commodity Oligopolies
Connectedness	Dynamic connectedness measures via MIDAS SVAR
consumer welfare	Multiregional Oligopoly with Capacity Constraints
Continuous intraday electricity market	A Fundamental Model for Continuous Intraday Electricity Trading of 15-Minute Contracts
contracting	Information Asymmetry, Rents, and Price Risk Allocation: An Investigation of the BMW Supply Chain
Cooperative	Optimal Processing and Trading for a Commodity in the Presence of Inventory Conversion Flexibility and Random Supply
Corporate environmental policy	Real Effects of Climate Policy: Financial Constraints and Spillovers
coskewness	Idiosyncratic Skewness or Coskewness? Evidence from Commodity Futures Return
Cournot competition	Multiregional Oligopoly with Capacity Constraints Strategic Forward Trading and Technology: The Operational Merit-Order Effect
cross-section of stock returns	The Low Energy Investor: Energy Risks and the Cross Section of Stock Returns Oil Jump Risk
Crude oil	The Role of Income in Commodity Demand for Industrial Raw Materials
crude oil price differentials	Closer to One Great Pool? Evidence from Structural Breaks in Oil Price Differentials
Cryptoassets	Heterogeneity and Volatility Regimes of Cryptoassets
Currency crises
Currency Pegs	Currency Stability Using Blockchain Technology
currency risk	Dynamic Hedging for the Real Option Management of Electricity Storage with Exchange Rate Risks
D
data	Information Asymmetry, Rents, and Price Risk Allocation: An Investigation of the BMW Supply Chain
death spiral	Harvesting Solar Power Foments Prices in a Vicious Cycle: Breaking the cycle with price mechanisms
decarbonation	The Coordination of Centralised and Distributed Generation
Decision/state-dependent uncertainty	Valuing Portfolios of Interdependent Real Options under Exogenous and Endogenous Uncertainties
Delivery	Learning From Liquidation: The Commodity Futures Convergence Process
Delta-Vega Hedging	Oil Jump Risk
Demand Forecast	Risk Neutral Demand Forecast and Real Options Valuation: The Case of Crude Oil Capacity Investment
Derivatives	Risk Appetite and Intermediation by Swap Dealers
developing economies	Poverty Mitigation via Solar Panel Adoption: Smart Contract and Targeted Subsidy Design
Diamond Stocks	**MOVED FROM SESSION 2D ** Do Diamonds Sparkle in Investor Portfolios?
Distance measure	A Dynamic Study of the U.S. Natural Gas Market Integration
distributed generation	Distributed Renewable Power Generation and Implications for Capacity Investment and Electricity Prices The Coordination of Centralised and Distributed Generation
Diversification	**MOVED FROM SESSION 2D ** Do Diamonds Sparkle in Investor Portfolios?
Downstream Investment	A Risk-Hedging View to Vertical Integration in the Refinery Capacity
Dutch disease	Dutch Disease Revisited: Evidence from a Commodity-Currency Channel
Dynamic Capital Structure	Capital Structure and Asset Flexibility
dynamic oligopoly	Recurrent Stochastic Games for Commodity Oligopolies
Dynamic Programming	Optimal Processing and Trading for a Commodity in the Presence of Inventory Conversion Flexibility and Random Supply
E
Electricity	Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity
Electricity Futures	Fundamental Shocks and the Co-Movement of Natural Gas and Electricity Prices
Electricity markets	Strategic Forward Trading and Technology: The Operational Merit-Order Effect
electricity pricing	Distributed Renewable Power Generation and Implications for Capacity Investment and Electricity Prices
Embedded Options	Price Dynamics of Renewable Identification Numbers Under Uncertainty
empirical	Financial and Operational Risk Management in the Gold Mining Industry
Endogenous uncertainty	Valuing Portfolios of Interdependent Real Options under Exogenous and Endogenous Uncertainties
Energy demand	The Role of Income in Commodity Demand for Industrial Raw Materials
Energy finance	The Value of Subsidies in Renewable Energy - An Investor's Perspective
energy prices	`Not So Naive' (NSN): Threshold Forecasting for Random Walks
energy risks	The Low Energy Investor: Energy Risks and the Cross Section of Stock Returns
energy storage	Dynamic Hedging for the Real Option Management of Electricity Storage with Exchange Rate Risks Adaptive Regression Monte-Carlo for Optimization of a PV-linked Battery Storage
energy trade	Optimal Integration of Energy Trading and Battery Energy Storage Systems with Renewables
entropy	Never a Dull Moment: Entropy Risk in Commodity Markets
equilibrium	Asset Prices in Segmented and Integrated Markets
ESG	Asset Prices and Portfolios with Externalities
ETF	Does Index Arbitrage Distort Market Reaction to Shocks?
event study	Rebalancing Effects of Commodity Indices on Open Interest, Volume and Prices
Exchange rates	Joint Dynamics of Stock Market Returns and Exchange Rates to Oil Shocks
Externalities	Real Effects of Climate Policy: Financial Constraints and Spillovers
extreme weather events	Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
F
Financial constraints	Real Effects of Climate Policy: Financial Constraints and Spillovers
financial hedging	Dynamic Hedging for the Real Option Management of Electricity Storage with Exchange Rate Risks
Financial product design	Combined Custom Hedging
financial risk management	Financial and Operational Risk Management in the Gold Mining Industry
financialization	Asset Prices in Segmented and Integrated Markets Rebalancing Effects of Commodity Indices on Open Interest, Volume and Prices
Floor and Trade Mechanism	Price Dynamics of Renewable Identification Numbers Under Uncertainty
Forecasting	Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity Metals' Price Elasticity of Normalized Excess Supply
Forward trading	Strategic Forward Trading and Technology: The Operational Merit-Order Effect
fossil fuels	Climate Change Risks, Stock Returns, and the Oil Sector
Fundamental gas price	A Dynamic Study of the U.S. Natural Gas Market Integration
Fundamental model	A Fundamental Model for Continuous Intraday Electricity Trading of 15-Minute Contracts
Futures	Rational destabilization in Commodity Markets The Natural Gas Announcement Puzzle
Futures Market	Mean-Swap Variance Hedging and Efficiency Futures Market Hedging Pressure, Speculative Pressure and Spot Market Volatility
Futures Prices	Political Uncertainty and Commodity Markets
G
gambling preference	Idiosyncratic Skewness or Coskewness? Evidence from Commodity Futures Return
game theory	Information Asymmetry, Rents, and Price Risk Allocation: An Investigation of the BMW Supply Chain
GAMLSS	Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity
gas storage valuation models	** CANCELLED ** Model Risk in Gas Storage Valuation Models
Global and local oil shocks	Joint Dynamics of Stock Market Returns and Exchange Rates to Oil Shocks
global warming	Asset Prices and Portfolios with Externalities
gold mining	Financial and Operational Risk Management in the Gold Mining Industry
Good-deal bounds	Volumetric Risk Hedging Strategies and Basis Risk Premium for Solar Power
green	Asset Prices and Portfolios with Externalities
Growth Options	Capital Structure and Asset Flexibility
H
Hedge Ratio	Mean-Swap Variance Hedging and Efficiency
Hedging	Risk Appetite and Intermediation by Swap Dealers Mean-Swap Variance Hedging and Efficiency A Risk-Hedging View to Vertical Integration in the Refinery Capacity
Hedging pressure	Rational destabilization in Commodity Markets Futures Market Hedging Pressure, Speculative Pressure and Spot Market Volatility
Heterogeneity	Heterogeneity and Volatility Regimes of Cryptoassets
high-frequency data	Does Index Arbitrage Distort Market Reaction to Shocks?
hurricanes	Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
I
idiosyncratic skewness	Idiosyncratic Skewness or Coskewness? Evidence from Commodity Futures Return
implied volatility	Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Incomplete markets	Quadratic Hedging and Optimization of Option Exercise Policies in Incomplete Markets
index investors	Rebalancing Effects of Commodity Indices on Open Interest, Volume and Prices
Index trading	Financialization and Commodity Market Serial Dependence
information relaxation and duality	Meeting Corporate Renewable Power Targets
Informativeness of Prices	The Information Content of Commodity Futures Markets
Integrated financial-operational risk management	Combined Custom Hedging
integration	Asset Prices in Segmented and Integrated Markets
Intensity	The Role of Income in Commodity Demand for Industrial Raw Materials
Internal resource allocation	Real Effects of Climate Policy: Financial Constraints and Spillovers
inventory deviations	Determinants of Commodity Market Liquidity
Investment	Capital Structure and Asset Flexibility
Investment Strategy	The Natural Gas Announcement Puzzle
Investment under Uncertainty	Investment Under Uncertainty with Endogenous Costs
J
Jump Risk Premium	Oil Jump Risk
L
least square Monte Carlo	Pathwise Optimization for Merchant Energy Production
liquidity	Determinants of Commodity Market Liquidity
M
Macroeconomic Fundamentals	The Information Content of Commodity Futures Markets
macroeconomy	An Anatomy of the Volatility Term Structure in Crude Oil Futures Markets
Manipulation	Learning From Liquidation: The Commodity Futures Convergence Process
Market Design	Optimal Behaviour of Regulated Firms in Solar Renewable Energy Certificate Markets
market efficiency	Efficiency and Volatility of Spot and Futures Agricultural Markets: Impact of Trade Frequencies Does Index Arbitrage Distort Market Reaction to Shocks?
Market integration	A Dynamic Study of the U.S. Natural Gas Market Integration
Market integration analysis	Price Integration in Competitive Markets with Capacitated Transportation Networks
Market segmentation	A Dynamic Study of the U.S. Natural Gas Market Integration
Markov processes	Gas Storage Valuation in Incomplete Markets
McKean-Vlasov	The Coordination of Centralised and Distributed Generation
mean reversion	Metals' Price Elasticity of Normalized Excess Supply
mean-reverting variance gamma models	** CANCELLED ** Model Risk in Gas Storage Valuation Models
merchant energy production	Pathwise Optimization for Merchant Energy Production
Merit order curve	A Fundamental Model for Continuous Intraday Electricity Trading of 15-Minute Contracts
Merit-order effect	Strategic Forward Trading and Technology: The Operational Merit-Order Effect
meta-analysis	The Impact of Financial Speculation on Commodity Prices: A Meta-Granger Analysis
Metal demand	The Role of Income in Commodity Demand for Industrial Raw Materials
metals futures	Metals' Price Elasticity of Normalized Excess Supply
MIDAS-SVAR	Dynamic connectedness measures via MIDAS SVAR
Mixed Data Sampling	Dynamic connectedness measures via MIDAS SVAR
model risk	** CANCELLED ** Model Risk in Gas Storage Valuation Models
multistage stochastic programming	Gas Storage Valuation in Incomplete Markets Dynamic Hedging for the Real Option Management of Electricity Storage with Exchange Rate Risks
N
Natural gas	A Dynamic Study of the U.S. Natural Gas Market Integration
Natural Gas Futures	Fundamental Shocks and the Co-Movement of Natural Gas and Electricity Prices
natural gas industry	Gas Storage Valuation in Incomplete Markets
Natural Gas Markets	The Natural Gas Announcement Puzzle
networks	Multiregional Oligopoly with Capacity Constraints
News Announcement	The Natural Gas Announcement Puzzle
News sentiment	Financialization and Commodity Market Serial Dependence
non-commercial trader	The Impact of Financial Speculation on Commodity Prices: A Meta-Granger Analysis
non-cooperative games	Multiregional Oligopoly with Capacity Constraints
Non-fundamental shocks	Financialization and Commodity Market Serial Dependence
Noninsurable risk	Combined Custom Hedging
not-so-naive forecast	`Not So Naive' (NSN): Threshold Forecasting for Random Walks
O
oil	Closer to One Great Pool? Evidence from Structural Breaks in Oil Price Differentials
Oil imports and exports	Joint Dynamics of Stock Market Returns and Exchange Rates to Oil Shocks
oil market	The Relation Between Petroleum Product Futures Prices and Crude Oil Futures Prices An Anatomy of the Volatility Term Structure in Crude Oil Futures Markets
Oil price shocks	Dynamic connectedness measures via MIDAS SVAR
Oil prices	The Relation Between Petroleum Product Futures Prices and Crude Oil Futures Prices
oil sector	Climate Change Risks, Stock Returns, and the Oil Sector
oil shock	Does Index Arbitrage Distort Market Reaction to Shocks?
oligopoly	Multiregional Oligopoly with Capacity Constraints
Open_interest_composition	Who Holds Positions in Agricultural Futures Markets –– and How?
operational risk management	Financial and Operational Risk Management in the Gold Mining Industry
optimal control	Optimal Integration of Energy Trading and Battery Energy Storage Systems with Renewables Adaptive Regression Monte-Carlo for Optimization of a PV-linked Battery Storage
Optimal Trading Policy	Optimal Processing and Trading for a Commodity in the Presence of Inventory Conversion Flexibility and Random Supply
options market	Never a Dull Moment: Entropy Risk in Commodity Markets The Low Energy Investor: Energy Risks and the Cross Section of Stock Returns
Output growth
P
parameter risk	** CANCELLED ** Model Risk in Gas Storage Valuation Models
pathwise optimization	Pathwise Optimization for Merchant Energy Production
Performance	**MOVED FROM SESSION 2D ** Do Diamonds Sparkle in Investor Portfolios?
Petroleum product prices	The Relation Between Petroleum Product Futures Prices and Crude Oil Futures Prices
Political Uncertainty	Political Uncertainty and Commodity Markets
Portfolio Formation	Oil Jump Risk
poverty mitigation	Poverty Mitigation via Solar Panel Adoption: Smart Contract and Targeted Subsidy Design
power prices	Harvesting Solar Power Foments Prices in a Vicious Cycle: Breaking the cycle with price mechanisms
power purchase agreements	Meeting Corporate Renewable Power Targets
Price Co-Movement	Fundamental Shocks and the Co-Movement of Natural Gas and Electricity Prices
Production	Capital Structure and Asset Flexibility
Profit Dynamics	Profit Dynamics in Commodity Processing Firms
Profitability	Capital Structure and Asset Flexibility
Project finance	The Value of Subsidies in Renewable Energy - An Investor's Perspective
Q
Quadratic hedging	Quadratic Hedging and Optimization of Option Exercise Policies in Incomplete Markets
R
Random Supply	Optimal Processing and Trading for a Commodity in the Presence of Inventory Conversion Flexibility and Random Supply
random walk	`Not So Naive' (NSN): Threshold Forecasting for Random Walks
Rational Destabilization	Rational destabilization in Commodity Markets
Real effects	Real Effects of Climate Policy: Financial Constraints and Spillovers
Real exchange rate	Dutch Disease Revisited: Evidence from a Commodity-Currency Channel
Real Options	Pathwise Optimization for Merchant Energy Production Risk Neutral Demand Forecast and Real Options Valuation: The Case of Crude Oil Capacity Investment Investment Under Uncertainty with Endogenous Costs
Real options in energy	Using the Binomial Model for the Valuation of Real Options in Computing Optimal Subsidies for Chinese Renewable Energy Investments
Real options portfolio	Valuing Portfolios of Interdependent Real Options under Exogenous and Endogenous Uncertainties
Recovery
Refined products	Price Integration in Competitive Markets with Capacitated Transportation Networks
Refinery Industry	A Risk-Hedging View to Vertical Integration in the Refinery Capacity
Regime Switching Models	Heterogeneity and Volatility Regimes of Cryptoassets
Regression Monte Carlo	Adaptive Regression Monte-Carlo for Optimization of a PV-linked Battery Storage
Regulated power market	Harvesting Solar Power Foments Prices in a Vicious Cycle: Breaking the cycle with price mechanisms
Regulatory arbitrage	Real Effects of Climate Policy: Financial Constraints and Spillovers
Renewable energy	Distributed Renewable Power Generation and Implications for Capacity Investment and Electricity Prices Strategic Forward Trading and Technology: The Operational Merit-Order Effect Price Dynamics of Renewable Identification Numbers Under Uncertainty
renewable energy procurement	Meeting Corporate Renewable Power Targets
Renewable power forecasts	A Fundamental Model for Continuous Intraday Electricity Trading of 15-Minute Contracts
reoptimization methods	Meeting Corporate Renewable Power Targets
RES	Optimal Integration of Energy Trading and Battery Energy Storage Systems with Renewables
research publications	Commodity Futures: Does the Traded Volume Influence Research Interest?
Return autocorrelation	Financialization and Commodity Market Serial Dependence
Risk management	Dynamic Hedging for the Real Option Management of Electricity Storage with Exchange Rate Risks
Risk Premium	Fundamental Shocks and the Co-Movement of Natural Gas and Electricity Prices Never a Dull Moment: Entropy Risk in Commodity Markets
S
Safe Haven	**MOVED FROM SESSION 2D ** Do Diamonds Sparkle in Investor Portfolios?
Shipping Markets	Extrapolative Expectations and the Second-Hand Market for Ships
smart contract	Currency Stability Using Blockchain Technology Poverty Mitigation via Solar Panel Adoption: Smart Contract and Targeted Subsidy Design
Solar energy	Poverty Mitigation via Solar Panel Adoption: Smart Contract and Targeted Subsidy Design
solar harvesters	Harvesting Solar Power Foments Prices in a Vicious Cycle: Breaking the cycle with price mechanisms
Solar power	Volumetric Risk Hedging Strategies and Basis Risk Premium for Solar Power
Spatial price equilibrium	Price Integration in Competitive Markets with Capacitated Transportation Networks
speculation	The Impact of Financial Speculation on Commodity Prices: A Meta-Granger Analysis
Speculative Attacks	Currency Stability Using Blockchain Technology
Speculative pressure	Futures Market Hedging Pressure, Speculative Pressure and Spot Market Volatility
Spillover effects	Real Effects of Climate Policy: Financial Constraints and Spillovers
spot and futures prices	Efficiency and Volatility of Spot and Futures Agricultural Markets: Impact of Trade Frequencies
Spot market volatility	Futures Market Hedging Pressure, Speculative Pressure and Spot Market Volatility
Spread Option Pricing	Price Dynamics of Renewable Identification Numbers Under Uncertainty
Spreads	Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity Profit Dynamics in Commodity Processing Firms
SREC	Optimal Behaviour of Regulated Firms in Solar Renewable Energy Certificate Markets
SRI	Asset Prices and Portfolios with Externalities
Stochastic Control	Optimal Behaviour of Regulated Firms in Solar Renewable Energy Certificate Markets
Stochastic Demand	Risk Neutral Demand Forecast and Real Options Valuation: The Case of Crude Oil Capacity Investment
stochastic game	The Coordination of Centralised and Distributed Generation
stochastic games	Recurrent Stochastic Games for Commodity Oligopolies
Stochastic optimisation	Valuing Portfolios of Interdependent Real Options under Exogenous and Endogenous Uncertainties
Stochastic processes	Valuing Portfolios of Interdependent Real Options under Exogenous and Endogenous Uncertainties
stock and fragmentation	Efficiency and Volatility of Spot and Futures Agricultural Markets: Impact of Trade Frequencies
stock market	Does Index Arbitrage Distort Market Reaction to Shocks?
stock returns	Climate Change Risks, Stock Returns, and the Oil Sector Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics Joint Dynamics of Stock Market Returns and Exchange Rates to Oil Shocks
structural breaks	Closer to One Great Pool? Evidence from Structural Breaks in Oil Price Differentials
Structural Vector Autoregressive models	Dynamic connectedness measures via MIDAS SVAR
Subsidies	The Value of Subsidies in Renewable Energy - An Investor's Perspective
Subsidies for renewable projects	Using the Binomial Model for the Valuation of Real Options in Computing Optimal Subsidies for Chinese Renewable Energy Investments
Supply and Demand	Joint Dynamics of Stock Market Returns and Exchange Rates to Oil Shocks
Swap Dealers	Risk Appetite and Intermediation by Swap Dealers
Swap Variance	Mean-Swap Variance Hedging and Efficiency
T
Temperature model	Volumetric Risk Hedging Strategies and Basis Risk Premium for Solar Power
temporary price impact	Determinants of Commodity Market Liquidity
term structure	An Anatomy of the Volatility Term Structure in Crude Oil Futures Markets
Term_structure	Who Holds Positions in Agricultural Futures Markets –– and How?
textual analysis	Commodity Futures: Does the Traded Volume Influence Research Interest?
Threshold regression	A Fundamental Model for Continuous Intraday Electricity Trading of 15-Minute Contracts
Time consistency	Quadratic Hedging and Optimization of Option Exercise Policies in Incomplete Markets
Time-Series Predictability	The Information Content of Commodity Futures Markets
time-varying impact	Flexible Tests for USDA Report Announcement Effects In Future Markets
Tokens	Heterogeneity and Volatility Regimes of Cryptoassets
Total skewness	Idiosyncratic Skewness or Coskewness? Evidence from Commodity Futures Return
Transportation networks	Price Integration in Competitive Markets with Capacitated Transportation Networks
Trend-Following	Rational destabilization in Commodity Markets
two-factor stochastic model	Metals' Price Elasticity of Normalized Excess Supply
U
uncertainty	Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Unobserved component model	A Dynamic Study of the U.S. Natural Gas Market Integration
USDA reports	Flexible Tests for USDA Report Announcement Effects In Future Markets
V
Valuation	The Value of Subsidies in Renewable Energy - An Investor's Perspective
Vertical Integration	A Risk-Hedging View to Vertical Integration in the Refinery Capacity
volatility	Efficiency and Volatility of Spot and Futures Agricultural Markets: Impact of Trade Frequencies An Anatomy of the Volatility Term Structure in Crude Oil Futures Markets
W
Weather risk	Volumetric Risk Hedging Strategies and Basis Risk Premium for Solar Power

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