Volume 1 / Number 4, Winter 2008/09

• Valuation of a natural gas storage facility
by Mats Kjaer and Ehud I. Ronn

• Price cap regulation and investment behavior: how real options can explain underinvestment
by Thomas Nagel and Margarethe Rammerstorfer

• Electricity price forecasting with a new feature selection algorithm
by Farshid Keynia and Nima Amjady

• MCMC estimation of a multi-factor jump diffusion model for power prices
by Rikard Green and Marcus Nossman

• A semiparametric factor model for electricity forward curve dynamics
by Szymon Borak and Rafał Weron

• The comovements along the forward curve of natural gas futures: a structural view
by Fabrizio Spargoli and Paolo Zagaglia

• Price dynamics of natural gas components: empirical evidence
by Eduardo Faria, Stein-Erik Fleten and Sjur Westgaard

• Crude oil volatility shocks and stock market returns
by Chaker Aloui, Ranya Jammazy and Imen Dhakhlaoui

Volume 1 / Number 2, Summer 2008

• Performance of statistical arbitrage in petroleum futures markets
by Amir H. Alizadeh and Nikos K. Nomikos

• Efficiency and transmission in European energy markets a seminon-parametric approach
by Solibakke Per Bjarte

• An integrated CVaR and real options approach to investments in the energy sector
by Ines Fortin, Sabine Fuss, Jaroslava Hlouskova, Nikolay Khabarov, Michael Obersteiner and Jana Szolgayova

• Random movements of power prices in competitive markets: a hybrid model approach
by Carlo Mari

Volume 1 / Number 1, Spring 2008

• Estimating high quantiles for electricity prices by stable linear models
by Christine Bernhardt, Claudia Klüppelberg and Thilo Meyer-Brandis

• The impact of volume risk on hedge effectiveness: the case of a natural gas independent power producer operation
by Larry A. Johnson

• Value-at-risk analysis for energy commodities: long-range dependencies and fat-tails in return innovations
by Chaker Aloui

• Diagnosing unilateral market power in electricity reserves market
by Christopher R. Knittel and Konstantinos Metaxoglou