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~isPartOf:"Journal of forecasting"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Manera, Matteo"
~person:"Ramchander, Sanjay"
~person:"Verleger, Philip K."
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Commodity derivative
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Option pricing theory
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Manera, Matteo
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Journal of forecasting
The journal of futures markets
Energy economics
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Business economics : the journal of the National Association for Business Economists
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ECONIS (ZBW)
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The forecasting efficacy of risk-neutral mopments for crude oil volatility
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10011305272
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2
Pricing and hedging illiquid energy derivatives : an application to the JCC index
Scarpa, Elisa
;
Manera, Matteo
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 464-487
Persistent link: https://www.econbiz.de/10003699701
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