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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Bunn, Derek W."
~person:"Ding, Shusheng"
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Rohstoffderivat
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Bunn, Derek W.
Ding, Shusheng
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Quantitative finance
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International review of financial analysis
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The energy journal
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The journal of futures markets
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Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
2
Return and volatility co-movement in commodity futures markets : the effects of liquidity risk
Zhang, Yongmin
;
Ding, Shusheng
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1471-1486
Persistent link: https://www.econbiz.de/10011913167
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