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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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Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros; Prokopczuk, Marcel; Brooks, Chris; … - In: Economic modelling 29 (2012) 6, pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
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Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
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Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Sévi, Benoît - In: Economic modelling 44 (2015), pp. 243-251
Persistent link: https://www.econbiz.de/10011326237
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Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
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Sustainable endogenous growth model of multiple regions : reconciling OR and economic perspectives
Wu, Tao; Zhang, Ning; Gui, Lin; Wu, Wenjie - In: European journal of operational research : EJOR 269 (2018) 1, pp. 218-226
Persistent link: https://www.econbiz.de/10011864286
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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
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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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Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong; Wu, Chongfeng - In: Economic modelling 33 (2013), pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
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Is world oil market "one great pool"? : an example from China's and international oil markets
Liu, Li; Chen, Ching-cheng; Wan, Jieqiu - In: Economic modelling 35 (2013), pp. 364-373
Persistent link: https://www.econbiz.de/10010259809