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\\(T\\) be a 1-dimensional complex torus. The aim of the present paper is to study the analytic properties of certain finite energy solutions of the Yang-Mills anti-self-dual equations over the complex surface \\(T\\times\\mathbb{C}\\). These particular solutions are called ``extensible doubly-periodic instantons'' and have been partially investigated by the second author in a series of recent preprints. According to M. Jardim's result, these doubly periodic instantons are equivalent to certain singular solutions of the well-known Hitchin's equations over an elliptic curve, and that via a construction known as the ``Nahm transform''. NEWLINENEWLINENEWLINEIn this vein, the present paper grew out from questions raised in M. Jardim's previous works. More precisely, the instanton connections \\(A\\) for an \\(SU_2\\)-bundle \\(E\\) over \\(T\\times \\mathbb{C}\\) which lead to the desired doubly-periodic instantons, have to satisfy two crucial properties called ``quadratic curvature decay'' and ``extensibility'', respectively, and one of the main goals of the present paper is to prove that the technical hypothesis of extensibility is actually a consequence of the anti-self-dual equation itself.NEWLINENEWLINENEWLINEAnother goal of this paper is to gain a complete understanding of the behavior at infinity of all instantons with quadratic curvature decay, in general. The determination of this asymptotic behavior is achieved by constructing new asymptotic invariants for the underlying holomorphic instanton bundle. Then, in the second part of the paper, the authors pass to the analytic construction of the moduli space of doubly-periodic instantons. This moduli space turns out to be a smooth hyper-K\u00e4hler manifold, provided the instanton number \\(k\\) and the asymptotic invariants are fixed.NEWLINENEWLINENEWLINEFinally, the authors revisit the Nahm transform (previously defined by the second author) in this context and, as a new result, they show that it can be interpreted as a hyper-K\u00e4hler isometry with the moduli space of certain meromorphic Higgs bundles on the dual torus. NEWLINENEWLINENEWLINEAs the authors point out, physicists have also been increasingly interested in doubly-periodic instantons. They were recently studied by \\textit{A. Kapustin} and \\textit{S. Sethi} in the context of string theories [Adv. Theor. Math. Phys. 2, No. 3, 571-591 (1998; Zbl 0967.81050)], on the one hand, and also by \\textit{A. Gonzalez-Arroyo} and \\textit{A. Montero} in the different context of quantum field theory [cf. Self-dual Vortex-like Configurations in \\(SU(2)\\) Yang-Mills Theory, Phys. Lett. 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