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 | |
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 |