Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 72 for “"Energy Markets"”.
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Modelling energy markets and pricing energy derivatives
… modelling the underlying spot price dynamics in energy markets. After a brief introduction in the alternative forms of derivation that may be used for speculative and risk management purposes in energy markets, we assess the performance of the standard Black's framework in modelling energy …
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A Mycorrhizal Model for Transactive Energy Markets
… facilitate the exchange of resources including energy, water, nutrients, and information between trees and plants in forest ecosystems. This work explored MNs as an inspiration for new market models in transactive energy networks, which similarly involve exchanges of energy and information …
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MEAN REVERSION MODELING WITH APPLICATION IN ENERGY MARKETS
A phenomenon observed in energy prices is that they tend to exhibit mean-reversion behavior. This thesis proposes two new models on mean-reversion patterns of energy assets: Time-invariant Wavelet-Schwartz Model and Time-Varying State Space Model. The first model is capable of describing stationary …
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2-Factor Models in Credit and Energy Markets
This thesis is divided in two main parts. Part A is focusing on assessing the ability of structural – form framework to predict the spreads and the prices in two different market regimes before and during the credit crisis. In Part B a 2 – factor model with local volatility for oil market is …
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Stochastic Optimization approaches for trading on financial and energy markets
… is to present a novel market design for trading energy and regulating reserves and to introduce a strategy for the optimal bidding problem in such a scenario. In the deregulated market, the presence of several market participants or Balance Responsible Parties (BRPs) entitled for trading energy, …
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Quantile Connectedness and Tail Risks: Interactions between Agricultural and Energy Markets
… return spillovers and tail-risk dynamics between energy and agricultural commodity markets using a quantile vector autoregression (QVAR) model. We investigate connectedness in the futures contract returns of ten commodities, including energy products (crude oil, heating oil, gasoline, natural gas) …
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Modelling spot prices, risk management, and investment strategies for the energy markets
… management, and investment applications in the energy markets. Eight of the most important energy markets that trade futures contracts on NYMEX, and one Spot Energy Index (SEI) proposed for the first time in this thesis, are investigated. A new modelling approach is proposed for optimally …
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Three Essays in Applied Econometrics: with Application to Natural Resource and Energy Markets
… essay examines the effect of state renewable energy policies in inducing innovation and the spillover effect of these policies on innovation in neighboring states. The analysis is conducted with patent data related to renewable technology using wind power for the United States over the period …
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OPEC PRODUCTION DECISIONS, MACROECONOMIC NEWS AND VOLATILITY IN THE CANADIAN AND ENERGY MARKETS
This study investigates the determinants of oil and Canadian dollar volatilities. We use the multivariate volatility model to examine the simultaneous impacts of OPEC press releases and production decisions, oil and gasoline inventory surprises, and U.S. and Canadian macroeconomic news …
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The Liberalisation of European Energy Markets: The Use of Competition Law as a Regulatory Tool
… by the European Commission in recently regulated energy markets. Antitrust investigations indicate that the European Commission increasingly tends to implement competition law, in particular through commitment decisions, in order to create a quasi-ex ante regulatory effect in the markets. The main …
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Viability of an expanded United States nuclear power program and its effects on energy markets
The four biggest energy sources in the United States are coal, crude oil, natural gas, and nuclear power. While coal and nuclear power are produced domestically, more than 70% of crude oil and 20% of natural gas is imported. This places an unhealthy dependence on foreign products for our economy. …
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Statistical Analysis of Electric Energy Markets with Large-Scale Renewable Generation Using Point Estimate Methods
The restructuring of the electric energy market and the proliferation of intermittent renewable-energy based power generation have introduced serious challenges to power system operation emanating from the uncertainties introduced to the system variables (electricity prices, congestion levels …
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Blockchain based Framework for Secure and Decentralized Energy Trading - Transforming Local Energy Markets for Sustainable Communities
… provides an opportunity for the setup of a local energy market (LEM) where individual households with distributed energy resources (DERs) can produce, store, and trade energy. Peer-to-peer(P2P) and decentralized energy trading (ET) can be implemented between the participants within or across …
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Investigating Systemic Risk with Co-occurrence Networks – Studies from the fields of sovereign bond and energy markets
… dynamic volatility transmissions among European energy industry participants along the production lines of Upstream, Midstream, Downstream, and Integrated Oil Gas segments. Using Diebold-Yilmaz spillover index, during the sample period of October 2006 to June 2022, significant internal volatility …
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Building Strong Energy Brands: Energy Brand Valuation Criteria to Enhance Understanding of the Foundations of Energy Brand Value
Following the liberalization of energy markets around the world for the past twenty years, energy suppliers that used to operate in monopoly are facing the challenges of the free market. There has been a world wide trend for the past few years in favor of market oriented reforms which have forced …
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Learning from supply shocks in the energy market : evidence from local and global impacts of the shale revolution
… the local and global impacts of supply shocks in energy markets, and also analyze certain properties of these markets. First, the relationship between US power plants and local air pollution is assessed from 2003 to 2016, by exploiting the information provided by the large deviations that occurred …
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Investment opportunities in green technology real estate projects
… provides great opportunity for carbon reduction. Energy efficient and green buildings have a huge potential in transforming the property sector, and investors could benefit from that transformation through the greening of their real estate holdings and investing in green technology real estate …
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