Forecasting energy prices using a novel hybrid model with variational mode decomposition

Y Lin, Q Lu, B Tan, Y Yu - Energy, 2022 - Elsevier
Forecasting energy prices accurately has always played the important role in the country's
energy security and environmental impacts of policies. This paper proposes a novel …

[HTML][HTML] Corporate derivatives use and firm value: Evidence from Turkey

Y Ayturk, AO Gurbuz, S Yanik - Borsa Istanbul Review, 2016 - Elsevier
This paper examines use of financial derivatives (currency, interest rate and commodity) and
its effect on firm value of non-financial Turkish firms for period of 2007–2013. Only 36.41% of …

Financial derivatives and firm value: What have we learned?

P Bachiller, S Boubaker, S Mefteh-Wali - Finance Research Letters, 2021 - Elsevier
Despite an enormous amount of research on the relationship between financial hedging and
firm performance, the literature provides so far no clear-cut findings on whether the use of …

Does corporate hedging enhance shareholder value? A meta-analysis

W Bessler, T Conlon, X Huan - International Review of Financial Analysis, 2019 - Elsevier
The theories underpinning corporate use of derivatives are well developed. Furthermore,
there exist compelling economic reasons why hedging should lead to enhanced …

Foreign currency derivative usage and firm value in Bangladesh: comparative analysis between exporters and non-exporters under exchange rate movements

S Choi, MA Salam, Y Kim - International Journal of Emerging Markets, 2021 - emerald.com
Purpose The purpose of this paper is to investigate the effect of foreign currency derivative
(FCD) usage on firm value. In specific, the authors study the significance of the relationship …

Predicting natural gas prices based on a novel hybrid model with variational mode decomposition

Q Lu, J Liao, K Chen, Y Liang, Y Lin - Computational Economics, 2024 - Springer
Natural gas firmly plays the crucial role in the transition through low-carbon energy systems
and country's energy security. Accurately and reliably forecasting gas price can be …

Modeling price volatility based on a genetic programming approach

S Ding, Y Zhang, M Duygun - British journal of management, 2019 - Wiley Online Library
Business profitability is highly dependent on risk management strategies to hedge future
cash flow uncertainty. Commodity price shocks and fluctuations are key risks for companies …

Analyzing the energy markets and financial markets linkage: A bibliometric analysis and future research agenda

R Patel - Review of Financial Economics, 2025 - Wiley Online Library
This study has been conducted using 200 articles from 1984 to 2023, by undertaking a meta‐
literature review on the subject of energy markets and financial markets linkage (EFML). Our …

How financial derivatives affect energy firms' ESG

M **ong, C Liu, J **ang - Energy Economics, 2024 - Elsevier
This paper investigates how the usage of financial derivatives affect energy firm's ESG.
Using a sample of Chinese listed energy firms, we document a positive relation between the …

Can investors of Chinese energy stocks benefit from diversification into commodity futures?

X Wen, DK Nguyen - Economic Modelling, 2017 - Elsevier
We attempt to evaluate the diversification potential of commodity futures for energy stocks in
China. With a variety of copula functions and three risk-based dynamic measures, our …