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The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng; Tang, Ke - In: Journal of empirical finance 18 (2011) 2, pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
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Are commodity prices mean reverting?
Andersson, Henrik - In: Applied financial economics 17 (2007) 10/12, pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
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Time-variations in commodity price jumps
Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
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Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa; Wang, Jian - In: Applied financial economics 24 (2014) 13/15, pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
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Simple and extended Kalman filters : an application to term structures of commodity prices
Lautier, Delphine; Galli, Alain - In: Applied financial economics 14 (2004) 13, pp. 963-973
Persistent link: https://www.econbiz.de/10002195491
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The impact of liquidity risk in the Chinese banking system on the global commodity markets
Jo, Yonghwan; Kim, Jihee; Santos, Francisco - In: Journal of empirical finance 66 (2022), pp. 23-50
Persistent link: https://www.econbiz.de/10013370586
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On the contributions of Colin Clark to fisheries economics
Munro, Gordon R.; Sumaila, Ussif Rashid - In: Environmental & resource economics : the official … 61 (2015) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011318297
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Restoration of a depleted transboundary fishery subject to climate change : a dynamic investment under uncertainty with information updates
McKelvey, Robert; Golubtsov, Peter - In: Environmental & resource economics : the official … 61 (2015) 1, pp. 19-35
Persistent link: https://www.econbiz.de/10011325621
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Optimal and open access harvesting of multi-use species in a second-best world
Horan, Richard D.; Bulte, Erwin H. - In: Environmental & resource economics : the official … 28 (2004) 3, pp. 251-272
Persistent link: https://www.econbiz.de/10002122255
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Renewable resource policy when distributional impacts matter
Horan, Richard D.; Shortle, James S.; Bulte, Erwin H. - In: Environmental & resource economics : the official … 14 (1999) 2, pp. 191-215
Persistent link: https://www.econbiz.de/10001410512