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subject:"Derivat"
~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
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Derivat
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International review of economics & finance : IREF
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1
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
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2
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
Saved in:
3
A multifactor stochastic volatility model of commodity prices
Cortazar, Gonzalo
;
Lopez, Matias
;
Naranjo, Lorenzo
- In:
Energy economics
67
(
2017
),
pp. 182-201
Persistent link: https://www.econbiz.de/10011897898
Saved in:
4
Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
Weron, Rafał
;
Zator, Michał
- In:
Energy economics
44
(
2014
),
pp. 178-190
Persistent link: https://www.econbiz.de/10010457224
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5
The inconvenience yield of carbon futures
Palao, Fernando
;
Pardo, Ángel
- In:
Energy economics
101
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013161744
Saved in:
6
Convenience yield risk
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014283248
Saved in:
7
On the risk premium in Nordic electricity futures prices
Lucia, Julio J.
;
Torró, Hipòlit
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10009303863
Saved in:
8
Determinants of futures contract success : empirical examinations for the Asian futures markets
Hung, Mao-Wei
;
Lin, Bing-huei
;
Huang, Yu chuan
;
Chou, …
- In:
International review of economics & finance : IREF
20
(
2011
)
3
,
pp. 452-458
Persistent link: https://www.econbiz.de/10009304039
Saved in:
9
Time-varying long range dependence in energy futures markets
Sensoy, Ahmet
;
Hacihasanoglu, Erk
- In:
Energy economics
46
(
2014
),
pp. 318-327
Persistent link: https://www.econbiz.de/10011298582
Saved in:
10
The effect of the financial sector on the evolution of oil prices : analysis of the contribution of the futures market to the price discovery process in the WTI spot market
Silvério, Renan
;
Szklo, Alexandre Salem
- In:
Energy economics
34
(
2012
)
6
,
pp. 1799-1808
Persistent link: https://www.econbiz.de/10009687861
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