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~isPartOf:"Discussion paper / ICMA Centre, Henley Business School, University of Reading"
~isPartOf:"Economic modelling"
~isPartOf:"Handbuch Energiehandel"
~person:"Li, Haiqi"
~person:"Li, Wenyu"
~person:"Lin, Hai"
~person:"Prokopczuk, Marcel"
~person:"Ronn, Ehud I."
~person:"Schuler, Andreas"
~person:"Wang, Yudong"
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
Economic modelling
Handbuch Energiehandel
Journal of banking & finance
5
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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ECONIS (ZBW)
9
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1
Media effects matter : macroeconomic announcements in the gold futures market
Liang, Qi
;
Sun, Wenjia
;
Li, Wenyu
;
Yu, Fengyan
- In:
Economic modelling
96
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012745217
Saved in:
2
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices
Kuruppuarachchi, Duminda
;
Lin, Hai
;
Premachandra, I. M.
- In:
Economic modelling
77
(
2019
),
pp. 92-112
Persistent link: https://www.econbiz.de/10012198434
Saved in:
3
Futures basis, scarcity and commodity price volatility : an empirical analysis
Brooks, Chris
;
Lazar, Emese
;
Prokopczuk, Marcel
; …
-
2011
Persistent link: https://www.econbiz.de/10009375426
Saved in:
4
Seasonal stochastic volatility : implications for the pricing of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
-
2011
Persistent link: https://www.econbiz.de/10009375485
Saved in:
5
The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi
;
Kim, Hyung-Gun
;
Park, Sung Y.
- In:
Economic modelling
51
(
2015
),
pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
Saved in:
6
Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong
;
Wu, Chongfeng
- In:
Economic modelling
33
(
2013
),
pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
Saved in:
7
Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
Saved in:
8
Seasonality and the valuation of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
-
2010
Persistent link: https://www.econbiz.de/10009375861
Saved in:
9
Formes des Risikomanagements im Energiehandel
Scholz, Frank
;
Schuler, Andreas
- In:
Handbuch Energiehandel
,
(pp. 417-518)
.
2006
Persistent link: https://www.econbiz.de/10003377967
Saved in:
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