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subject:"Derivat"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Oil price"
~subject:"Ölmarkt"
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Derivat
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Discussion paper / Centre for Economic Policy Research
European journal of operational research : EJOR
Energy economics
225
Finance research letters
40
The energy journal
38
The journal of futures markets
37
International review of financial analysis
32
International Journal of Energy Economics and Policy : IJEEP
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International review of economics & finance : IREF
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1
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
Saved in:
2
Monetary policy responses to oil price fluctuations
Bodenstein, Martin
;
Guerrieri, Luca
;
Kilian, Lutz
-
2012
Persistent link: https://www.econbiz.de/10009558265
Saved in:
3
Speculationn in the oil market
Juvenal, Luciana
;
Petrella, Ivan
-
2014
Persistent link: https://www.econbiz.de/10010342587
Saved in:
4
What do we learn from the price of crude oil futures
Alquist, Ron
;
Kilian, Lutz
-
2007
Persistent link: https://www.econbiz.de/10003593232
Saved in:
5
Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.
;
Lochstoer, Lars A.
;
Ramadorai, Tarun
-
2009
Persistent link: https://www.econbiz.de/10003856731
Saved in:
6
Commodity derivatives pricing with cointegration and stochastic covariances
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Zhao, Jing
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 476-486
Persistent link: https://www.econbiz.de/10011338124
Saved in:
7
Electricity futures price models : calibration and forecasting
Islyaev, Suren
;
Date, Paresh
- In:
European journal of operational research : EJOR
247
(
2015
)
1
,
pp. 144-154
Persistent link: https://www.econbiz.de/10011347115
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8
Forecasting the volatility of crude oil futures using intraday data
Sévi, Benoît
- In:
European journal of operational research : EJOR
235
(
2014
)
3
,
pp. 643-659
Persistent link: https://www.econbiz.de/10010341244
Saved in:
9
Risk premia and seasonality in commodity futures
Hevia, Constantino
;
Petrella, Ivan
;
Sola, Martin
-
2016
Persistent link: https://www.econbiz.de/10011482266
Saved in:
10
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010416758
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