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Bernardina Algieri, Arturo Leccadito and Pietro Toscano
This study investigates the daily co-movements in commodity prices over the period 2006?2020 using a novel approach based on a time-varying Gerber correlation. The statistic is computed considering a set of probabilities estimated via non-traditional mod...
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Sajjad Khan, Shahzad Aslam, Iqra Mustafa and Sheraz Aslam
Day-ahead electricity price forecasting plays a critical role in balancing energy consumption and generation, optimizing the decisions of electricity market participants, formulating energy trading strategies, and dispatching independent system operators...
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Massimiliano Caporin, Fulvio Fontini and Samuele Segato
This paper focuses on the relationship between the European Union Emission Trading System allowances? prices and the Italian electricity price, aiming at assessing whether such a mechanism has been a driver for the decarbonization of the power sector. To...
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John Weirstrass Muteba Mwamba and Sutene Mwambetania Mwambi
This paper investigates the dynamic tail dependence risk between BRICS economies and the world energy market, in the context of the COVID-19 financial crisis of 2020, in order to determine optimal investment decisions based on risk metrics. For this purp...
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Chukwuebuka Chukwujindu Okafor,Christian Ndubuisi Madu,Charles Chimezie Ajaero,Kingsley Agomuo,Ezekiel Abu
Pág. 6 - 22
Electricity supply offers significant and immense benefits to human society, and it is instrumental in driving economic growth, increased standard of living and technological developments. Its sustainable supply and consumption is related to many ecologi...
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