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Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin; Six, Pierre; Anh Ngoc Lai - In: European journal of operational research : EJOR 250 (2016) 2, pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
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Contemporaneous and Granger causality among US corn cash and futures prices
Xu, Xiaojie - In: European review of agricultural economics 46 (2019) 4, pp. 663-695
Persistent link: https://www.econbiz.de/10012058095
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Electricity forward curves with thin granularity : theory and empirical evidence in the hourly EPEXspot market
Caldana, Ruggero; Fusai, Gianluca; Roncoroni, Andrea - In: European journal of operational research : EJOR 261 (2017) 2, pp. 715-734
Persistent link: https://www.econbiz.de/10011738512
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Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian; Zou, Yihan - In: European journal of operational research : EJOR 294 (2021) 2, pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
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The pricing of variance risks in agricultural futures markets : do jumps matter?
He, Xinyue; Bian, Siyu; Serra, Teresa - In: European review of agricultural economics 50 (2023) 4, pp. 1428-1452
Persistent link: https://www.econbiz.de/10014331348