1. Market dynamics and power risks in green technology materials: Platinum under the EU 2030 hydrogen target. (2025). Hobbs, Benjamin F ; Mnchmeyer, Max ; Zwickl-Bernhard, Sebastian ; Sesini, Marzia.
   In: Applied Energy.
   RePEc:eee:appene:v:383:y:2025:i:c:s0306261924026461.

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2. Occam’s razor, machine learning and stochastic modeling of complex systems: the case of the Italian energy market. (2024). Mari, Carlo.
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:58:y:2024:i:2:d:10.1007_s11135-023-01681-0.

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3. On climate fat tails and politics. (2024). Mason, Charles ; Wilmot, Neil A.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003738.

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4. Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model. (2023). Sun, Baiqing ; Liu, Yanyun.
   In: Mathematical Methods of Operations Research.
   RePEc:spr:mathme:v:98:y:2023:i:3:d:10.1007_s00186-023-00833-0.

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5. A Machine-Learning-Based Approach for Natural Gas Futures Curve Modeling. (2023). Castello, Oleksandr ; Resta, Marina.
   In: Energies.
   RePEc:gam:jeners:v:16:y:2023:i:12:p:4746-:d:1172227.

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6. On Climate Fat Tails and Politics. (2023). Mason, Charles ; Wilmot, Neil A.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_10815.

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7. Jump Dynamics and Leverage Effect: Evidences from Energy Exchange Traded Fund (ETFs). (2022). Hussain, Sabbor.
   In: Journal of Applied Finance & Banking.
   RePEc:spt:apfiba:v:12:y:2022:i:6:f:12_6_7.

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8. Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets. (2022). Dhifaoui, Zouhaier.
   In: South Asian Journal of Macroeconomics and Public Finance.
   RePEc:sae:smppub:v:11:y:2022:i:1:p:69-94.

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9. Volatility shocks in energy commodities: The influence of COVID-19. (2022). Dickson, Pastory ; Munishi, Emmanuel.
   In: International Journal of Research in Business and Social Science (2147-4478).
   RePEc:rbs:ijbrss:v:11:y:2022:i:2:p:214-227.

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10. Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data. (2021). Baum, Christopher ; Zerilli, Paola ; Chen, Liyuan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302622.

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11. Modeling energy prices under energy transition: A novel stochastic-copula approach. (2021). Fernandes, Mario Correia ; Dias, Jose Carlos ; Vidal, Joo Pedro.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002601.

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12. Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models. (2020). Rodríguez, Gabriel ; Fernandez, Jean Pierre.
    In: Documentos de Trabajo / Working Papers.
    RePEc:pcp:pucwps:wp00484.

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13. The Implications of Policy Uncertainty on Solar Photovoltaic Investment. (2020). Assereto, Martina ; Byrne, Julie.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:23:p:6233-:d:451620.

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14. The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market. (2020). Chang, Kuang-Liang ; Lee, Chingnun.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:69:y:2020:i:c:p:374-388.

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15. Jumps in the convenience yield of crude oil. (2020). Wilmot, Neil ; Mason, Charles.
    In: Resource and Energy Economics.
    RePEc:eee:resene:v:60:y:2020:i:c:s0928765518302744.

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16. Residual shape risk on natural gas market with mixed jump diffusion price dynamics. (2020). Janda, Karel ; Kourilek, Jakub.
    In: Energy Economics.
    RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319302464.

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17. Pricing dynamics of natural gas futures. (2019). Li, Bingxin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:91-108.

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18. Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data. (2019). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:952.

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19. Multivariate Modeling of Natural Gas Spot Trading Hubs Incorporating Futures Market Realized Volatility. (2019). Han, YU ; Weylandt, Michael ; Ensor, Katherine B.
    In: Papers.
    RePEc:arx:papers:1907.10152.

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20. A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method. (2018). Wei, Wei ; Lunde, Asger ; Brix, Anne Floor.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:560-582.

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21. Modeling energy price dynamics: GARCH versus stochastic volatility. (2016). Grant, Angelia ; Chan, Joshua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:182-189.

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22. To Frack or Not to Frack: Option Value Analysis on the U.S. Natural Gas Market. (2016). Sims, Charles ; Davis, Rebecca J.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:235642.

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23. News, volatility and jumps: the case of natural gas futures. (2015). Borovkova, Svetlana ; Mahakena, Diego .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:7:p:1217-1242.

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24. Modeling energy price dynamics: GARCH versus stochastic volatility. (2015). Grant, Angelia ; Chan, Joshua ; Joshua C. C. Chan, .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-20.

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1. Optimal investment portfolio strategies for power enterprises under multi-policy scenarios of renewable energy. (2022). Tang, Yamei ; Zhang, Mingming ; Liu, Liyun ; Zhou, Dequn.
   In: Renewable and Sustainable Energy Reviews.
   RePEc:eee:rensus:v:154:y:2022:i:c:s1364032121011461.

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2. Investment optimization path of NG power generation in China based on carbon value realization and market linkage. (2018). Zhen, Zaili ; Gao, Qibing ; Lou, Liyun ; Tian, Lixin.
   In: Applied Energy.
   RePEc:eee:appene:v:210:y:2018:i:c:p:241-255.

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3. Analyzing Crude Oil Spot Price Dynamics versus Long Term Future Prices: A Wavelet Analysis Approach. (2016). Abadie, Luis M ; Polanco-Martinez, Josue M.
   In: Energies.
   RePEc:gam:jeners:v:9:y:2016:i:12:p:1089-:d:85667.

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4. Quantifying the value of investing in distributed natural gas and renewable electricity systems as complements: Applications of discounted cash flow and real options analysis with stochastic inputs. (2016). Pless, Jacquelyn ; Zinaman, Owen ; Logan, Jeffrey ; Cochran, Jaquelin ; Arent, Douglas J.
   In: Energy Policy.
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5. Monte-Carlo Simulation and Stochastic Programming in Real Options Valuation: the Case of Perennial Energy Crop Cultivation. (2016). Finger, Robert ; Djanibekov, Utkur ; Britz, Wolfgang ; Kostrova, Alisa .
   In: Discussion Papers.
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6. Value of Flexibility in Gas Pipeline Investments. (2015). Shaton, Katerina.
   In: Chapters from the Proceedings of the Hamburg International Conference of Logistics (HICL).
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7. Modeling UK Natural Gas Prices when Gas Prices Periodically Decouple from the Oil Price. (2015). Osmundsen, Petter ; Oglend, Atle ; Asche, Frank.
   In: UiS Working Papers in Economics and Finance.
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8. Real option valuation of power transmission investments by stochastic simulation. (2015). Pringles, Rolando ; Garces, Francisco ; Olsina, Fernando.
   In: Energy Economics.
   RePEc:eee:eneeco:v:47:y:2015:i:c:p:215-226.

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9. Modeling UK Natural Gas Prices when Gas Prices Periodically Decouple from the Oil Price. (2015). Osmundsen, Petter ; Oglend, Atle ; Asche, Frank.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_5232.

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10. Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation Options. (2014). Guigues, V ; Zubelli, J P ; Sagastizabal, C.
    In: Journal of Optimization Theory and Applications.
    RePEc:spr:joptap:v:161:y:2014:i:1:d:10.1007_s10957-013-0309-5.

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11. Jump processes in natural gas markets. (2014). Wilmot, Neil ; Mason, Charles.
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s69-s79.

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12. Jump Processes in Natural Gas Markets. (2014). Wilmot, Neil ; Mason, Charles.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4604.

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13. Linepack storage valuation under price uncertainty. (2013). Fleten, Stein-Erik ; Medbo, V. ; Westgaard, S. ; Arvesen, o. ; Fleten, S.-E., ; Tomasgard, A..
    In: Energy.
    RePEc:eee:energy:v:52:y:2013:i:c:p:155-164.

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14. The economic value of LNG in the Korean manufacturing industry. (2013). Yoo, Seung-Hoon ; Park, Sun-Young.
    In: Energy Policy.
    RePEc:eee:enepol:v:58:y:2013:i:c:p:403-407.

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15. Strategic analysis of technology and capacity investments in the liquefied natural gas industry. (2013). Kekre, Sunder ; Secomandi, Nicola ; Sonmez, Erkut ; Scheller-Wolf, Alan.
    In: European Journal of Operational Research.
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16. A Real Options Model for Electricity Capacity Expansion. (2012). Smeers, Yves ; Gahungu, Joachim .
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17. Linepack storage valuation under price uncertainty. (2012). Fleten, Stein-Erik ; Westgaard, Sjur ; Arvesen, oystein ; Tomasgard, Asgeir ; Medbo, Vegard .
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18. Valuation of Storage at a Liquefied Natural Gas Terminal. (2011). Kekre, Sunder ; Secomandi, Nicola ; Wang, Mulan X ; Lai, Guoming ; Scheller-Wolf, Alan.
    In: Operations Research.
    RePEc:inm:oropre:v:59:y:2011:i:3:p:602-616.

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19. A real options model for electricity capacity expansion. (2011). Smeers, Yves ; Gahungu, Joachim .
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2011044.

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20. Valuation of Long-Term Investments in Energy Assets under Uncertainty. (2009). Abadie, Luis M..
    In: Energies.
    RePEc:gam:jeners:v:2:y:2009:i:3:p:738-768:d:5690.

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