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subject:"Erdöl"
~person:"Nikitopoulos, Christina Sklibosios"
~subject:"Commodity price"
~subject:"Hedging"
~subject:"Oil market"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Nikitopoulos, Christina Sklibosios
McAleer, Michael
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Chang, Chia-Lin
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Manera, Matteo
9
Roengchai Tansuchat
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Caporale, Guglielmo Maria
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Tansuchat, Roengchai
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Carbonez, Katelijne A. E.
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Behmiri, Niaz Bashiri
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Borensztein, Eduardo
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Chari, Varadarajan V.
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Cheng, Benjamin
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Christiano, Lawrence J.
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Ciferri, Davide
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Girardi, Alessandro
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Gospodinov, Nikolaj
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
2
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
3
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
4
Humps in the volatility structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
Saved in:
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