CEMA2020: COMMODITY AND ENERGY MARKETS CONFERENCE 2020

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

1
15-minute contracts	An Econometric Model for Intraday Electricity Trading
A
Agent-based modelling	Interaction and herding behavior among the market agents: Evidence from grains futures
aggregator	The Participation of Small-scale Variable Distributed Renewable Energy Sources to the Balancing Services Market
Agricultural commodities	What Drives Volatility in Agricultural Futures Markets Innovation and Demand Risk in Grain Markets: The Impact of Plant-Based Meat
Agricultural futures	20 Years of Daily Position Data in U.S. Grains and Oilseeds Futures Markets
Agriculture	Commodity Price Shocks: Order within Chaos?
airline industry	Dynamic Optimality of Airline Fuel Cost Hedging
analysts	Oil price analysts' forecasts
analytical solution	Jumps in Commodity Prices: New Approaches for Pricing Options
announcements	Has financialization changed the impact of macro announcements on commodity markets?
approximate dynamic programming	Pathwise optimization for merchant energy production
artificial intelligence	Artificial Neural Networks in EPF: Are deep structures beneficial?
ARX model	Optimal installation of renewable electricity sources: the case of Italy
Asset Comovements	Stock-Oil Comovement: Fundamentals or Financialization?
B
Balancing	Investing in flexible combined heat and power generation
Basis	The Dynamics of Storage Costs Convenience Yield Risk
benchmark	The Day that WTI Died: Asset Prices and Firm Production Decisions
Black Sea	The Euronext Wheat Market: Participants and their Importance
block coordinate descent	Pathwise optimization for merchant energy production
Brent WTI spread	The Relative Pricing of WTI and Brent Crude Oil Futures Term Structure: Expectations or Risk Premia?
C
Calendar spreading	20 Years of Daily Position Data in U.S. Grains and Oilseeds Futures Markets
Cap and Trade	A Mean-Field Approach to Equilibrium Pricing, Optimal Generation, and Trading in Renewable Energy Certificate Markets
capacity auction	Convex Combinatorial Auction of Pipeline Network Capacities
capacity markets	Efficiency in Wholesale Electricity Markets: On the Role of Externalities and Subsidies
carbon pricing mechanism	Wind generation and the dynamics of electricity prices in Australia
Change	How the public attention to climate change aects crude oil shocks: A wavelet analysis.
Climate	How the public attention to climate change aects crude oil shocks: A wavelet analysis.
Climate Change	Ex-ante Day-Ahead Premium and Optimal Hedging in Electricity Markets with Renewable and Conventional Producers
climate change transition risk	Climate Change Transition Risk on Sovereign Bond Yield Spreads
Climate finance	The bigger, the better?
cohesion	Commodity Price Shocks: Order within Chaos?
Combined heat and power	Investing in flexible combined heat and power generation
commercial	Has financialization changed the impact of macro announcements on commodity markets?
Commercial traders	Crop Insurance, Futures Prices, and Commercial Trader Positions in Grains and Oilseed Markets
commodities	Solving Dynamic Models with Constraints on Accumulation Commodity Price Shocks: Order within Chaos? Asset Classes and Portfolio Diversification: Evidence from Stochastic Spanning Approach Jumps in Commodity Prices: New Approaches for Pricing Options The Challenges of Oil Investing: Contango and Crowding Scarcity risk premium
Commodity	Exchange-Traded Funds and their impact on commodity markets
Commodity Futures	Order Flows and Financial Investor Impacts in Commodity Futures Markets The Commodity Risk Premium and Neural Networks Roll Reversal in Commodity Futures
Commodity futures returns	Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or Hidden Markov Models
commodity index investment	The valuation effects of index investment in commodity futures
Commodity Markets	A Mean-Field Approach to Equilibrium Pricing, Optimal Generation, and Trading in Renewable Energy Certificate Markets
Commodity prices	Commodity Pricing: Evidence from Rational and Behavioral Models
Commodity Risk Factors	Convenience Yield Risk
Common factor	The Relative Pricing of WTI and Brent Crude Oil Futures Term Structure: Expectations or Risk Premia?
conditional predictive accuracy	Regularized Quantile Regression Averaging for probabilistic electricity price forecasting
Convenience Yield	Convenience Yield Risk
correlation	A Model of Price Correlations between Clean Energy Indices and Energy Commodities
Coupled Fredholm equations	Optimal Technology Adoption for Power Generation
COVID-19	Wind generation and the dynamics of electricity prices in Australia
Crop insurance	Crop Insurance, Futures Prices, and Commercial Trader Positions in Grains and Oilseed Markets
Crowdfunding	Success of Initial Coin Offerings
crowding	The Challenges of Oil Investing: Contango and Crowding
crude futures	Dynamic Optimality of Airline Fuel Cost Hedging
crude oil	How the public attention to climate change aects crude oil shocks: A wavelet analysis. Oil price analysts' forecasts Regime Switching in the Energy Market Volatility: The Role of Economic Policy Uncertainty Jumps in Commodity Prices: New Approaches for Pricing Options
Crypto asset	Success of Initial Coin Offerings
Cryptocurrencies	Time-Varying Risk Exposures of Cryptocurrencies: Are They a New Asset Class?
CVaR	Joint optimization of sales-mix and generation plan for a large electricity producer
D
day-ahead market	PCA forecast averaging – predicting day-ahead and intraday electricity prices
Day-ahead power market	Merit-order effect on the Spanish day-ahead power market: An empirical assesment based on structural models
decision-making	PCA forecast averaging – predicting day-ahead and intraday electricity prices
deep learning	Artificial Neural Networks in EPF: Are deep structures beneficial?
deep neural network	The Commodity Risk Premium and Neural Networks
Delivery Period Risk	The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets
demand shocks	Dynamic Optimality of Airline Fuel Cost Hedging
Distributed generation	Optimal Electricity Distribution Pricing under Risk and High Photovoltaics Penetration
distribution network	The Participation of Small-scale Variable Distributed Renewable Energy Sources to the Balancing Services Market
Diversification Benefits	Asset Classes and Portfolio Diversification: Evidence from Stochastic Spanning Approach
DSGE	Solving Dynamic Models with Constraints on Accumulation
dynamic model averaging	Time-Varying Risk Exposures of Cryptocurrencies: Are They a New Asset Class?
dynamic optimality	Dynamic Optimality of Airline Fuel Cost Hedging
E
Early-warning indicator	Interaction and herding behavior among the market agents: Evidence from grains futures
Econometric modeling	An Econometric Model for Intraday Electricity Trading
Economic Policy Uncertainty	Regime Switching in the Energy Market Volatility: The Role of Economic Policy Uncertainty
efficiency	Efficiency in Wholesale Electricity Markets: On the Role of Externalities and Subsidies
EGARCH	OPEC production announcements: Effects on stock prices
Electricity	Optimal Power Investment and Pandemics: A Micro-economic Analysis Hawkes process and market maker pricing on the German intraday electricity market
electricity market	ETS, Emissions and the Energy-Mix Problem Joint optimization of sales-mix and generation plan for a large electricity producer
Electricity markets	The Reliability Pricing Mechanism and Coal-Fired Generators in PJM Ex-ante Day-Ahead Premium and Optimal Hedging in Electricity Markets with Renewable and Conventional Producers
electricity price forecasting	Artificial Neural Networks in EPF: Are deep structures beneficial? Regularized Quantile Regression Averaging for probabilistic electricity price forecasting PCA forecast averaging – predicting day-ahead and intraday electricity prices
Electricity price model	The Value of Coordination in Multi-market Bidding of Grid Energy Storage
electricity price volatility	Wind generation and the dynamics of electricity prices in Australia
Electricity Swaps	The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets
Emission Trading System	ETS, Emissions and the Energy-Mix Problem
energy	Commodity Price Shocks: Order within Chaos?
Energy commodity market	How the public attention to climate change aects crude oil shocks: A wavelet analysis.
Energy Markets	Stochastic Control for Microgrid Management
Energy storage	The Value of Coordination in Multi-market Bidding of Grid Energy Storage
Energy-Mix	ETS, Emissions and the Energy-Mix Problem
environmental	Green Gold - A Gold Mining Perspective
EPF	PCA forecast averaging – predicting day-ahead and intraday electricity prices
Equilibrium forward premium	Ex-ante Day-Ahead Premium and Optimal Hedging in Electricity Markets with Renewable and Conventional Producers
ESG	Responsible Investments Reduce Market Risks Green Gold - A Gold Mining Perspective
Esg investments	Esg score prediction through random forest algorithm
Euronext	The Euronext Wheat Market: Participants and their Importance
European gas network	Network Disruptions and the Security of Supply in the European Gas Network
event study	OPEC production announcements: Effects on stock prices
events	Has financialization changed the impact of macro announcements on commodity markets?
Exchange-Traded Funds	Exchange-Traded Funds and their impact on commodity markets The Challenges of Oil Investing: Contango and Crowding
Expectation hypothesis	The Relative Pricing of WTI and Brent Crude Oil Futures Term Structure: Expectations or Risk Premia?
expected shortfall	Network Disruptions and the Security of Supply in the European Gas Network
exploration	Green Gold - A Gold Mining Perspective
externalities	Efficiency in Wholesale Electricity Markets: On the Role of Externalities and Subsidies
F
Factors	Scarcity risk premium
fast Fourier transform	Jumps in Commodity Prices: New Approaches for Pricing Options
Fenchel duality	Robust static hedging of price and volumetric risk
fertilizers	Commodity Price Shocks: Order within Chaos?
Financial Market Predictability	Market Inefficiencies Surrounding Energy Announcements
Financial product design	A New Integrated Risk-Management Policy for the Newsvendor Position
Financialization	Order Flows and Financial Investor Impacts in Commodity Futures Markets Exchange-Traded Funds and their impact on commodity markets 20 Years of Daily Position Data in U.S. Grains and Oilseeds Futures Markets Has financialization changed the impact of macro announcements on commodity markets? Commodity Pricing: Evidence from Rational and Behavioral Models
financing	Do financially constrained firms engage in opportunistic and risky behavior? Evidence from the oil and gas production sector.
finite differences	Estimation of the risk neutral freight rate dynamics: A nonparametric approach
Firm features	Esg score prediction through random forest algorithm
Food	Export Bans and Commodity Price Volatility Expectations
forecast	Oil price analysts' forecasts
forecast averaging	PCA forecast averaging – predicting day-ahead and intraday electricity prices
forward freight agreements	Estimation of the risk neutral freight rate dynamics: A nonparametric approach
Forward-looking volatility	Export Bans and Commodity Price Volatility Expectations
fossil fuels	A Model of Price Correlations between Clean Energy Indices and Energy Commodities
Fourier transform	Jumps in Commodity Prices: New Approaches for Pricing Options
free disposal	Solving Dynamic Models with Constraints on Accumulation
fuel cost hedging	Dynamic Optimality of Airline Fuel Cost Hedging
Fundraising	Success of Initial Coin Offerings
futures	Crop Insurance, Futures Prices, and Commercial Trader Positions in Grains and Oilseed Markets The Dynamics of Storage Costs Has financialization changed the impact of macro announcements on commodity markets? Oil price analysts' forecasts
futures investing	The Challenges of Oil Investing: Contango and Crowding
futures market	Joint optimization of sales-mix and generation plan for a large electricity producer
Futures markets	Exchange-Traded Funds and their impact on commodity markets
futures prices	Jumps in Commodity Prices: New Approaches for Pricing Options
FX	Asset Classes and Portfolio Diversification: Evidence from Stochastic Spanning Approach
G
game theory	Optimal Electricity Distribution Pricing under Risk and High Photovoltaics Penetration
Gas	Optimal Power Investment and Pandemics: A Micro-economic Analysis
Gas plant	Optimal Technology Adoption for Power Generation
Gasoline price	Oil Prices, Gasoline Prices and Inflation Expectations
generation subsidies	Efficiency in Wholesale Electricity Markets: On the Role of Externalities and Subsidies
Global factors	What Drives Volatility in Agricultural Futures Markets
Global Warming	How the public attention to climate change aects crude oil shocks: A wavelet analysis.
gold	Green Gold - A Gold Mining Perspective
Grains and Oilseeds	Export Bans and Commodity Price Volatility Expectations
Green Energy	Optimal Power Investment and Pandemics: A Micro-economic Analysis
Green producers	Ex-ante Day-Ahead Premium and Optimal Hedging in Electricity Markets with Renewable and Conventional Producers
H
Hawkes process	Hawkes process and market maker pricing on the German intraday electricity market
Hedging	Crop Insurance, Futures Prices, and Commercial Trader Positions in Grains and Oilseed Markets
hedging pressure	The valuation effects of index investment in commodity futures
Herding tendency	Interaction and herding behavior among the market agents: Evidence from grains futures
Hidden Markov models	Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or Hidden Markov Models
Household survey	Oil Prices, Gasoline Prices and Inflation Expectations
hydro generation	Wind generation and the dynamics of electricity prices in Australia
I
Implied Volatility	Market Sentiment around USDA Announcements
Index Investment	Order Flows and Financial Investor Impacts in Commodity Futures Markets
Index Trading	20 Years of Daily Position Data in U.S. Grains and Oilseeds Futures Markets
Inflation	Oil Prices, Gasoline Prices and Inflation Expectations
Inflation expectation	Oil Prices, Gasoline Prices and Inflation Expectations
information relaxation and duality	Pathwise optimization for merchant energy production
information relaxations	Meeting Corporate Renewable Power Targets
Initial coin offering (ICO)	Success of Initial Coin Offerings
Integrated risk management	A New Integrated Risk-Management Policy for the Newsvendor Position
interconnectors	Wind generation and the dynamics of electricity prices in Australia
Intraday electricity market	An Econometric Model for Intraday Electricity Trading
intraday market	PCA forecast averaging – predicting day-ahead and intraday electricity prices Hawkes process and market maker pricing on the German intraday electricity market
Inventories	What Drives Volatility in Agricultural Futures Markets
Inventory	The Dynamics of Storage Costs
Inventory Announcements	Market Inefficiencies Surrounding Energy Announcements
Investment	Optimal Technology Adoption for Power Generation Optimal Power Investment and Pandemics: A Micro-economic Analysis
Investment analysis	Investing in flexible combined heat and power generation
investment distortions	Do financially constrained firms engage in opportunistic and risky behavior? Evidence from the oil and gas production sector.
irreversible investment	Optimal installation of renewable electricity sources: the case of Italy Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
J
jump-diffusion	Jumps in Commodity Prices: New Approaches for Pricing Options
K
Kirman's model	Interaction and herding behavior among the market agents: Evidence from grains futures
Kupiec test	Regularized Quantile Regression Averaging for probabilistic electricity price forecasting
L
LASSO	Artificial Neural Networks in EPF: Are deep structures beneficial? Regularized Quantile Regression Averaging for probabilistic electricity price forecasting
Latent idiosyncratic factor	The Relative Pricing of WTI and Brent Crude Oil Futures Term Structure: Expectations or Risk Premia?
leverage effect	A Model of Price Correlations between Clean Energy Indices and Energy Commodities
Likelihood	Regime Switching in the Energy Market Volatility: The Role of Economic Policy Uncertainty
Limit order book	The Value of Coordination in Multi-market Bidding of Grid Energy Storage
Liquidation	Optimal Technology Adoption for Power Generation
liquidity premium	The valuation effects of index investment in commodity futures
Long term risk	Innovation and Demand Risk in Grain Markets: The Impact of Plant-Based Meat
M
machine learning	Artificial Neural Networks in EPF: Are deep structures beneficial? Esg score prediction through random forest algorithm
macro	Has financialization changed the impact of macro announcements on commodity markets?
macroeconomic and financial variables	The Commodity Risk Premium and Neural Networks
Market anomalies	Scarcity risk premium
Market composition	The Euronext Wheat Market: Participants and their Importance
Market Design	A Mean-Field Approach to Equilibrium Pricing, Optimal Generation, and Trading in Renewable Energy Certificate Markets
Market Efficiency	Market Inefficiencies Surrounding Energy Announcements
market impact	Optimal installation of renewable electricity sources: the case of Italy Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
Market making	Hawkes process and market maker pricing on the German intraday electricity market
market models	The Participation of Small-scale Variable Distributed Renewable Energy Sources to the Balancing Services Market
Market Price of Delivery	The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets
market price of risk	Estimation of the risk neutral freight rate dynamics: A nonparametric approach
market risk	A Model of Price Correlations between Clean Energy Indices and Energy Commodities
Market risks	Responsible Investments Reduce Market Risks
Market sentiment	Market Sentiment around USDA Announcements
Market sentiment indicator	Interaction and herding behavior among the market agents: Evidence from grains futures
Markov Chain Bootstrapping	ETS, Emissions and the Energy-Mix Problem
Markov decision processes	Meeting Corporate Renewable Power Targets
Markov-Switching	Regime Switching in the Energy Market Volatility: The Role of Economic Policy Uncertainty
McKean-Vlasov	A Mean-Field Approach to Equilibrium Pricing, Optimal Generation, and Trading in Renewable Energy Certificate Markets
Mean-Field Games	A Mean-Field Approach to Equilibrium Pricing, Optimal Generation, and Trading in Renewable Energy Certificate Markets
Mean-variance portfolios	Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or Hidden Markov Models
mechanism design	Convex Combinatorial Auction of Pipeline Network Capacities
merchant energy operations	Pathwise optimization for merchant energy production
Merit order curve	An Econometric Model for Intraday Electricity Trading
merit order effect	Wind generation and the dynamics of electricity prices in Australia
Merit-Order	Merit-order effect on the Spanish day-ahead power market: An empirical assesment based on structural models
metals	Commodity Price Shocks: Order within Chaos?
Microgrid Management	Stochastic Control for Microgrid Management
Microstructure	Order Flows and Financial Investor Impacts in Commodity Futures Markets
mining	Green Gold - A Gold Mining Perspective
Multistage stochastic programming	The Value of Coordination in Multi-market Bidding of Grid Energy Storage
Mutually Exclusive Projects	Optimal Power Investment and Pandemics: A Micro-economic Analysis
N
N-1 contingency	Network Disruptions and the Security of Supply in the European Gas Network
Nash equilibrium	Optimal Electricity Distribution Pricing under Risk and High Photovoltaics Penetration
Natural Gas	Network Disruptions and the Security of Supply in the European Gas Network Regime Switching in the Energy Market Volatility: The Role of Economic Policy Uncertainty
natural gas networks	Convex Combinatorial Auction of Pipeline Network Capacities
Natural gas storage	Quadratic Hedging of Futures Term Structure Risk in Merchant Energy Trading Operations
Negative price	The Day that WTI Died: Asset Prices and Firm Production Decisions
net metering	Optimal Electricity Distribution Pricing under Risk and High Photovoltaics Penetration
network externalities and efficiency	The Participation of Small-scale Variable Distributed Renewable Energy Sources to the Balancing Services Market
neural networks	Artificial Neural Networks in EPF: Are deep structures beneficial?
No arbitrage	The Relative Pricing of WTI and Brent Crude Oil Futures Term Structure: Expectations or Risk Premia?
Noninsurable risk	A New Integrated Risk-Management Policy for the Newsvendor Position
nonparametric estimation	Estimation of the risk neutral freight rate dynamics: A nonparametric approach
numerical solutions	Solving Dynamic Models with Constraints on Accumulation
O
Oil Futures	Stock-Oil Comovement: Fundamentals or Financialization? Market Inefficiencies Surrounding Energy Announcements
oil investing	The Challenges of Oil Investing: Contango and Crowding
Oil price	Oil Prices, Gasoline Prices and Inflation Expectations
oil prices	OPEC production announcements: Effects on stock prices
OOS forecasting	Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or Hidden Markov Models
OPEC production decisions	OPEC production announcements: Effects on stock prices
Open interest composition	20 Years of Daily Position Data in U.S. Grains and Oilseeds Futures Markets
Optimal hedging	Ex-ante Day-Ahead Premium and Optimal Hedging in Electricity Markets with Renewable and Conventional Producers
optimal hedging ratio	Dynamic Optimality of Airline Fuel Cost Hedging
optimization	Joint optimization of sales-mix and generation plan for a large electricity producer Optimal Electricity Distribution Pricing under Risk and High Photovoltaics Penetration
option pricing	The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets Jumps in Commodity Prices: New Approaches for Pricing Options
Ornstein-Uhlenbeck process	Optimal installation of renewable electricity sources: the case of Italy Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
P
Pandemic	Optimal Power Investment and Pandemics: A Micro-economic Analysis
Pareto optimality	Optimal installation of renewable electricity sources: the case of Italy
pathwise optimization	Pathwise optimization for merchant energy production
Phillips curve	Oil Prices, Gasoline Prices and Inflation Expectations
photovoltaic energy	Optimal Electricity Distribution Pricing under Risk and High Photovoltaics Penetration
pinball score	Regularized Quantile Regression Averaging for probabilistic electricity price forecasting
Portfolio optimization	Responsible Investments Reduce Market Risks
power purchase agreements	Meeting Corporate Renewable Power Targets
Precious Metals	Exchange-Traded Funds and their impact on commodity markets
predatory trading	The valuation effects of index investment in commodity futures
Predictability	The Dynamics of Storage Costs Time-Varying Risk Exposures of Cryptocurrencies: Are They a New Asset Class?
price cycles	Commodity Price Shocks: Order within Chaos?
Price discovery	Exchange-Traded Funds and their impact on commodity markets
price pressure	The valuation effects of index investment in commodity futures
price trends	Commodity Price Shocks: Order within Chaos?
Price volatility	Exchange-Traded Funds and their impact on commodity markets
principal component analysis	PCA forecast averaging – predicting day-ahead and intraday electricity prices Pathwise optimization for merchant energy production
probabilistic forecast	Regularized Quantile Regression Averaging for probabilistic electricity price forecasting
production	The Day that WTI Died: Asset Prices and Firm Production Decisions
Public Attention	How the public attention to climate change aects crude oil shocks: A wavelet analysis.
Q
Quadratic hedging	Quadratic Hedging of Futures Term Structure Risk in Merchant Energy Trading Operations
Quantile Regression Averaging	Regularized Quantile Regression Averaging for probabilistic electricity price forecasting
R
Real assets	The bigger, the better?
Real Economy	Stock-Oil Comovement: Fundamentals or Financialization?
real effects	The Day that WTI Died: Asset Prices and Firm Production Decisions
Real Estate	Asset Classes and Portfolio Diversification: Evidence from Stochastic Spanning Approach
Real options	Investing in flexible combined heat and power generation Pathwise optimization for merchant energy production The Reliability Pricing Mechanism and Coal-Fired Generators in PJM
reinforcement learning	Meeting Corporate Renewable Power Targets
Renewable energy	The bigger, the better?
Renewable generation	Merit-order effect on the Spanish day-ahead power market: An empirical assesment based on structural models
renewable power	Meeting Corporate Renewable Power Targets
Renewable power forecasts	An Econometric Model for Intraday Electricity Trading
Renewables	A Model of Price Correlations between Clean Energy Indices and Energy Commodities
reoptimization	Meeting Corporate Renewable Power Targets
Representation formulas	Optimal Technology Adoption for Power Generation
RES	Joint optimization of sales-mix and generation plan for a large electricity producer
Responsible investments	Responsible Investments Reduce Market Risks
Return Reversal	Roll Reversal in Commodity Futures
Risk hedging in the electricity market	Robust static hedging of price and volumetric risk
Risk premia	The Relative Pricing of WTI and Brent Crude Oil Futures Term Structure: Expectations or Risk Premia?
risk premium	The Commodity Risk Premium and Neural Networks The valuation effects of index investment in commodity futures Scarcity risk premium
risk shifting	Do financially constrained firms engage in opportunistic and risky behavior? Evidence from the oil and gas production sector.
RMA	Crop Insurance, Futures Prices, and Commercial Trader Positions in Grains and Oilseed Markets
Robust counterpart of piece-wise linear functions	Robust static hedging of price and volumetric risk
Roll Yield	Roll Reversal in Commodity Futures
S
Scarcity	Scarcity risk premium
Scenario tree generation	The Value of Coordination in Multi-market Bidding of Grid Energy Storage
Seasonal Stochastic Volatility	The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets
Seasonality	Scarcity risk premium
Security of supply	Investing in flexible combined heat and power generation
shale oil and gas	Do financially constrained firms engage in opportunistic and risky behavior? Evidence from the oil and gas production sector.
Shipping	Estimation of the risk neutral freight rate dynamics: A nonparametric approach
singular stochastic control	Optimal installation of renewable electricity sources: the case of Italy Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
small scale variable distributed renewable energy sources	The Participation of Small-scale Variable Distributed Renewable Energy Sources to the Balancing Services Market
sovereign bonds	Climate Change Transition Risk on Sovereign Bond Yield Spreads
Speculation	Crop Insurance, Futures Prices, and Commercial Trader Positions in Grains and Oilseed Markets Commodity Pricing: Evidence from Rational and Behavioral Models
Spot Premium	Roll Reversal in Commodity Futures
SREC	A Mean-Field Approach to Equilibrium Pricing, Optimal Generation, and Trading in Renewable Energy Certificate Markets
Staple	Export Bans and Commodity Price Volatility Expectations
Stepwise regressions	Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or Hidden Markov Models
Stochastic control	Hawkes process and market maker pricing on the German intraday electricity market Stochastic Control for Microgrid Management
Stochastic Dominance	Asset Classes and Portfolio Diversification: Evidence from Stochastic Spanning Approach
Stochastic Programming	ETS, Emissions and the Energy-Mix Problem
Stochastic Spanning	Asset Classes and Portfolio Diversification: Evidence from Stochastic Spanning Approach
stochastic volatility	Jumps in Commodity Prices: New Approaches for Pricing Options
stock prices	OPEC production announcements: Effects on stock prices
storage capacity	Solving Dynamic Models with Constraints on Accumulation
Storage Costs	The Dynamics of Storage Costs
Structural Analysis	Merit-order effect on the Spanish day-ahead power market: An empirical assesment based on structural models
Structural econometrics	The Reliability Pricing Mechanism and Coal-Fired Generators in PJM
Success determinants	Success of Initial Coin Offerings
sunshine trading	The valuation effects of index investment in commodity futures
supply security	Network Disruptions and the Security of Supply in the European Gas Network
supply shocks	Dynamic Optimality of Airline Fuel Cost Hedging
surprise	Has financialization changed the impact of macro announcements on commodity markets?
sustainability	Climate Change Transition Risk on Sovereign Bond Yield Spreads
sustainable	Green Gold - A Gold Mining Perspective
Sustainable investing	The bigger, the better?
T
Technological change	Innovation and Demand Risk in Grain Markets: The Impact of Plant-Based Meat
Term structure	The Relative Pricing of WTI and Brent Crude Oil Futures Term Structure: Expectations or Risk Premia? 20 Years of Daily Position Data in U.S. Grains and Oilseeds Futures Markets
Term structure risk	Quadratic Hedging of Futures Term Structure Risk in Merchant Energy Trading Operations
term-structure model	Jumps in Commodity Prices: New Approaches for Pricing Options
Theory of storage	Scarcity risk premium
Threshold regression	An Econometric Model for Intraday Electricity Trading
time-varying parameter regressions	Time-Varying Risk Exposures of Cryptocurrencies: Are They a New Asset Class?
Trade restrictions	Export Bans and Commodity Price Volatility Expectations
Trading Strategies	Roll Reversal in Commodity Futures
Trading strategy	Hawkes process and market maker pricing on the German intraday electricity market
Twitter	How the public attention to climate change aects crude oil shocks: A wavelet analysis.
U
Unbalanced regression	Oil Prices, Gasoline Prices and Inflation Expectations
uncertainty	Joint optimization of sales-mix and generation plan for a large electricity producer
Uncertainty resolution	Market Sentiment around USDA Announcements
Underreaction	Scarcity risk premium
USDA announcements	Market Sentiment around USDA Announcements
V
Value of the firm	Optimal Technology Adoption for Power Generation
VAR Return Decomposition	Stock-Oil Comovement: Fundamentals or Financialization?
Variational Analysis	A Mean-Field Approach to Equilibrium Pricing, Optimal Generation, and Trading in Renewable Energy Certificate Markets
variational inequality	Optimal installation of renewable electricity sources: the case of Italy Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
Volatility	What Drives Volatility in Agricultural Futures Markets Has financialization changed the impact of macro announcements on commodity markets? Regime Switching in the Energy Market Volatility: The Role of Economic Policy Uncertainty Convenience Yield Risk A Model of Price Correlations between Clean Energy Indices and Energy Commodities
W
Wavelet analysis	How the public attention to climate change aects crude oil shocks: A wavelet analysis.
Wavelet coherence	How the public attention to climate change aects crude oil shocks: A wavelet analysis.
Weather	What Drives Volatility in Agricultural Futures Markets
welfare	Efficiency in Wholesale Electricity Markets: On the Role of Externalities and Subsidies
Wheat Futures	The Euronext Wheat Market: Participants and their Importance
wholesale electricity markets	Efficiency in Wholesale Electricity Markets: On the Role of Externalities and Subsidies
wind generation	Wind generation and the dynamics of electricity prices in Australia
Wind plant	Optimal Technology Adoption for Power Generation
Wind premium	Optimal Technology Adoption for Power Generation
WTI	The Day that WTI Died: Asset Prices and Firm Production Decisions
Y
yield spreads	Climate Change Transition Risk on Sovereign Bond Yield Spreads

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