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1
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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2
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
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3
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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4
Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
Weron, Rafał
;
Zator, Michał
- In:
Energy economics
44
(
2014
),
pp. 178-190
Persistent link: https://www.econbiz.de/10010457224
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5
The inconvenience yield of carbon futures
Palao, Fernando
;
Pardo, Ángel
- In:
Energy economics
101
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013161744
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6
Convenience yield risk
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014283248
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7
Supply and demand elasticities in the US ethanol fuel market
Luchansky, Matthew S.
;
Monks, James W.
- In:
Energy economics
31
(
2009
)
3
,
pp. 403-410
Persistent link: https://www.econbiz.de/10003851677
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8
The cyclical behavior of monthly NYMEX energy prices
Serletis, Apostolos
;
Kemp, Todd
- In:
Energy economics
20
(
1998
)
3
,
pp. 265-271
Persistent link: https://www.econbiz.de/10001365765
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9
Dynamic spillover between commodities and commodity currencies during United States Q.E.
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
- In:
Energy economics
66
(
2017
),
pp. 399-410
Persistent link: https://www.econbiz.de/10011896519
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10
Speculation and volatility spillover in the crude oil and agricultural commodity markets : a Bayesian analysis
Du, Xiaodong
;
Yu, Cindy L.
;
Hayes, Dermot James
- In:
Energy economics
33
(
2011
)
3
,
pp. 497-503
Persistent link: https://www.econbiz.de/10009266859
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