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2641. Predicting Realized Volatility: Insights from EU Energy Listed Firms During Crises
Invited abstract in session WC-31: Innovations in Digital Assets - IDA, stream Analytics.
Wednesday, 12:30-14:00Room: 046 (building: 208)
Authors (first author is the speaker)
| 1. | Cosmin Octavian Cepoi
|
| Money and Banking, Bucharest University of Economic Studies | |
| 2. | Daniel Traian Pele
|
| Bucharest University of Economic Studies. Institute for Economic Forecasting, Romanian Academy |
Abstract
In this study, we examine price volatility among energy companies listed on European capital markets during an energy crisis. Our objective is to explore how these firms navigate turbulent market conditions, offering insights into price fluctuation dynamics within the challenging energy sector landscape. We analyze 57 companies listed on stock exchanges across Austria, Belgium, Czech Republic, Finland, France, Germany, Hungary, Italy, Norway, Poland, Portugal, Romania, Spain, and Switzerland from June 2021 to December 2021. Our findings indicate that incorporating informed trading activity into volatility forecasts can be advantageous, particularly in high-volatility scenarios within the energy market.
Keywords
- Economic Modeling
- Decision Analysis
- Energy Policy and Planning
Status: accepted
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