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Investing in commodity futures markets : can pricing models help?

Paschke, Raphael; Prokopczuk, Marcel - In: The European journal of finance 18 (2012) 1/2, pp. 59-87

Persistent link: https://www.econbiz.de/10009565253

China and the energy matrix in Latin America : governance and geopolitical perspective

Ugarteche, Óscar; León, Carlos de; García, Joselin - In: Energy policy 177 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014479028

Detecting market transitions and energy futures risk management using principal components

Borovkova, Svetlana - In: The European journal of finance 12 (2006) 6/7, pp. 495-512

Persistent link: https://www.econbiz.de/10003382814

Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets

Zhang, Yuanyuan; Choudhry, Taufiq - In: The European journal of finance 21 (2015) 4/6, pp. 376-399

Persistent link: https://www.econbiz.de/10010528976

Price discovery in spot and futures markets : a reconsideration

Theissen, Erik - In: The European journal of finance 18 (2012) 9/10, pp. 969-987

Persistent link: https://www.econbiz.de/10009691772

Better cross hedges with composite hedging? : hedging equity portfolios using financial and commodity futures

Chen, Fei; Sutcliffe, Charles M. S. - In: The European journal of finance 18 (2012) 5/6, pp. 575-595

Persistent link: https://www.econbiz.de/10009615711

Commodity futures hedging, risk aversion and the hedging horizon

Conlon, Thomas; Cotter, John; Gençay, Ramazan - In: The European journal of finance 22 (2016) 13/15, pp. 1534-1560

Persistent link: https://www.econbiz.de/10011715493

Energy Price Risk

James, Tom - 2003

Energy Price Risk was inspired by the success of the courses Tom James has been running in global energy and commodities trading and price risk management. It is the practitioner's guide to optimizing company performance using the correct price risk strategies and tools. Based on the author's...

Persistent link: https://www.econbiz.de/10012054392

Pricing of Derivatives on Mean-Reverting Assets

Lutz, Björn - 2010

Mean Reversion in Commodity Prices -- Fundamentals of Derivative Pricing -- Stochastic Volatility Models -- Integration of Jump Components -- Stochastic Equilibrium Level of the Underlying Process -- Deterministic Seasonality Effects -- Conclusion

Persistent link: https://www.econbiz.de/10013522771