Narrow search
Showing 1 - 10 of 14
Cover Image
Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael; Prokopczuk, Marcel - In: Journal of banking & finance 34 (2010) 11, pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
Cover Image
The great plunge in oil prices : causes, consequences, and policy responses
Baffes, John; Kose, M. Ayhan; Ohnsorge, Franziska; … - 2015
Persistent link: https://www.econbiz.de/10011342403
Cover Image
Transmission of a resource boom : the case of Australia
Dungey, Mardi H.; Fry-McKibbin, Renée; Volkov, V. V. - 2019
Persistent link: https://www.econbiz.de/10012224454
Cover Image
Chinese resource demand or commodity price shocks : macroeconomic effects for an emerging market economy
Fry-McKibbin, Renée; Souza, Rodrigo da Silva - 2018
Persistent link: https://www.econbiz.de/10012203716
Cover Image
The impact of commodity benchmarks on derivatives markets : the case of the dated Brent assessment and Brent futures
Frino, Alex; Ibikunle, Gbenga; Mollica, Vito; Steffen, Tom - In: Journal of banking & finance 95 (2018), pp. 27-43
Persistent link: https://www.econbiz.de/10011966695
Cover Image
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - In: Journal of banking & finance 95 (2018), pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Cover Image
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz; Tavin, Bertrand - In: Journal of banking & finance 95 (2018), pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Cover Image
Do oil futures prices predict stock returns?
Chiang, I-Hsuan Ethan; Hughen, W. Keener - In: Journal of banking & finance 79 (2017), pp. 129-141
Persistent link: https://www.econbiz.de/10011815141
Cover Image
Determinants of the crude oil futures curve : inventory, consumption and volatility
Nikitopoulos, Christina Sklibosios; Squires, Matthew; … - In: Journal of banking & finance 84 (2017), pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
Cover Image
A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.; Hilliard, Jitka - In: Journal of banking & finance 98 (2019), pp. 137-155
Persistent link: https://www.econbiz.de/10012162247