CEMA2020: COMMODITY AND ENERGY MARKETS CONFERENCE 2020
TALK KEYWORD INDEX

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

1
15-minute contracts
A
Agent-based modelling
aggregator
Agricultural commodities
Agricultural futures
Agriculture
airline industry
analysts
analytical solution
announcements
approximate dynamic programming
artificial intelligence
ARX model
Asset Comovements
B
Balancing
Basis
benchmark
Black Sea
block coordinate descent
Brent WTI spread
C
Calendar spreading
Cap and Trade
capacity auction
capacity markets
carbon pricing mechanism
Change
Climate
Climate Change
climate change transition risk
Climate finance
cohesion
Combined heat and power
commercial
Commercial traders
commodities
Commodity
Commodity Futures
Commodity futures returns
commodity index investment
Commodity Markets
Commodity prices
Commodity Risk Factors
Common factor
conditional predictive accuracy
Convenience Yield
correlation
Coupled Fredholm equations
COVID-19
Crop insurance
Crowdfunding
crowding
crude futures
crude oil
Crypto asset
Cryptocurrencies
CVaR
D
day-ahead market
Day-ahead power market
decision-making
deep learning
deep neural network
Delivery Period Risk
demand shocks
Distributed generation
distribution network
Diversification Benefits
DSGE
dynamic model averaging
dynamic optimality
E
Early-warning indicator
Econometric modeling
Economic Policy Uncertainty
efficiency
EGARCH
Electricity
electricity market
Electricity markets
electricity price forecasting
Electricity price model
electricity price volatility
Electricity Swaps
Emission Trading System
energy
Energy commodity market
Energy Markets
Energy storage
Energy-Mix
environmental
EPF
Equilibrium forward premium
ESG
Esg investments
Euronext
European gas network
event study
events
Exchange-Traded Funds
Expectation hypothesis
expected shortfall
exploration
externalities
F
Factors
fast Fourier transform
Fenchel duality
fertilizers
Financial Market Predictability
Financial product design
Financialization
financing
finite differences
Firm features
Food
forecast
forecast averaging
forward freight agreements
Forward-looking volatility
fossil fuels
Fourier transform
free disposal
fuel cost hedging
Fundraising
futures
futures investing
futures market
Futures markets
futures prices
FX
G
game theory
Gas
Gas plant
Gasoline price
generation subsidies
Global factors
Global Warming
gold
Grains and Oilseeds
Green Energy
Green producers
H
Hawkes process
Hedging
hedging pressure
Herding tendency
Hidden Markov models
Household survey
hydro generation
I
Implied Volatility
Index Investment
Index Trading
Inflation
Inflation expectation
information relaxation and duality
information relaxations
Initial coin offering (ICO)
Integrated risk management
interconnectors
Intraday electricity market
intraday market
Inventories
Inventory
Inventory Announcements
Investment
Investment analysis
investment distortions
irreversible investment
J
jump-diffusion
K
Kirman's model
Kupiec test
L
LASSO
Latent idiosyncratic factor
leverage effect
Likelihood
Limit order book
Liquidation
liquidity premium
Long term risk
M
machine learning
macro
macroeconomic and financial variables
Market anomalies
Market composition
Market Design
Market Efficiency
market impact
Market making
market models
Market Price of Delivery
market price of risk
market risk
Market risks
Market sentiment
Market sentiment indicator
Markov Chain Bootstrapping
Markov decision processes
Markov-Switching
McKean-Vlasov
Mean-Field Games
Mean-variance portfolios
mechanism design
merchant energy operations
Merit order curve
merit order effect
Merit-Order
metals
Microgrid Management
Microstructure
mining
Multistage stochastic programming
Mutually Exclusive Projects
N
N-1 contingency
Nash equilibrium
Natural Gas
natural gas networks
Natural gas storage
Negative price
net metering
network externalities and efficiency
neural networks
No arbitrage
Noninsurable risk
nonparametric estimation
numerical solutions
O
Oil Futures
oil investing
Oil price
oil prices
OOS forecasting
OPEC production decisions
Open interest composition
Optimal hedging
optimal hedging ratio
optimization
option pricing
Ornstein-Uhlenbeck process
P
Pandemic
Pareto optimality
pathwise optimization
Phillips curve
photovoltaic energy
pinball score
Portfolio optimization
power purchase agreements
Precious Metals
predatory trading
Predictability
price cycles
Price discovery
price pressure
price trends
Price volatility
principal component analysis
probabilistic forecast
production
Public Attention
Q
Quadratic hedging
Quantile Regression Averaging
R
Real assets
Real Economy
real effects
Real Estate
Real options
reinforcement learning
Renewable energy
Renewable generation
renewable power
Renewable power forecasts
Renewables
reoptimization
Representation formulas
RES
Responsible investments
Return Reversal
Risk hedging in the electricity market
Risk premia
risk premium
risk shifting
RMA
Robust counterpart of piece-wise linear functions
Roll Yield
S
Scarcity
Scenario tree generation
Seasonal Stochastic Volatility
Seasonality
Security of supply
shale oil and gas
Shipping
singular stochastic control
small scale variable distributed renewable energy sources
sovereign bonds
Speculation
Spot Premium
SREC
Staple
Stepwise regressions
Stochastic control
Stochastic Dominance
Stochastic Programming
Stochastic Spanning
stochastic volatility
stock prices
storage capacity
Storage Costs
Structural Analysis
Structural econometrics
Success determinants
sunshine trading
supply security
supply shocks
surprise
sustainability
sustainable
Sustainable investing
T
Technological change
Term structure
Term structure risk
term-structure model
Theory of storage
Threshold regression
time-varying parameter regressions
Trade restrictions
Trading Strategies
Trading strategy
Twitter
U
Unbalanced regression
uncertainty
Uncertainty resolution
Underreaction
USDA announcements
V
Value of the firm
VAR Return Decomposition
Variational Analysis
variational inequality
Volatility
W
Wavelet analysis
Wavelet coherence
Weather
welfare
Wheat Futures
wholesale electricity markets
wind generation
Wind plant
Wind premium
WTI
Y
yield spreads