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The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés; Población, Javier; Serna, … - In: Energy economics 40 (2013), pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
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Estimating the commodity market price of risk for energy prices
Kolos, Sergey P.; Ronn, Ehud I. - In: Energy economics 30 (2008) 2, pp. 621-641
Persistent link: https://www.econbiz.de/10003711345
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Filtering and forecasting commodity futures prices under an HMM framework
Date, Paresh; Mamon, Rogemar; Tenyakov, Anton - In: Energy economics 40 (2013), pp. 1001-1013
Persistent link: https://www.econbiz.de/10010355984
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Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca; Croux, Christophe; Wilms, Ines - In: Energy economics 85 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
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Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen; Koekebakker, Steen - In: Energy economics 52 (2015) 1, pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
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A multifactor stochastic volatility model of commodity prices
Cortazar, Gonzalo; Lopez, Matias; Naranjo, Lorenzo - In: Energy economics 67 (2017), pp. 182-201
Persistent link: https://www.econbiz.de/10011897898
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Volatility forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios; Triantafyllou, Athanasios - In: Energy economics 81 (2019), pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
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The role of index traders in the financialization of commodity markets : a behavioral finance approach
Aït-Youcef, Camille; Joëts, Marc - In: Energy economics 136 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015046650
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Partial international coordination in the great fish war
Kwon, Oh Sang - In: Environmental & resource economics : the official … 33 (2006) 4, pp. 463-483
Persistent link: https://www.econbiz.de/10003310600
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International trade and renewable resources under asymmetries of resource abundance and resource management
Jinji, Naoto - In: Environmental & resource economics : the official … 37 (2007) 4, pp. 621-642
Persistent link: https://www.econbiz.de/10003600318