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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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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
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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
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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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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
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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
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Agricultural commodity derivative markets : the way ahead
Vennila, R.; Shahitha, C.; Prabha, G. R. Visnu - In: Research in financial derivatives : commodity, equity, …, (pp. 530-559). 2011
Persistent link: https://www.econbiz.de/10009428175
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Spot return volatility and hedging with futures contract : empirical evidence from the notional commodity futures indices of India
Santhosh Kumar, V. - In: Research in financial derivatives : commodity, equity, …, (pp. 259-281). 2011
Persistent link: https://www.econbiz.de/10009428270
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Role and benefits of financial institutions and banks on commodity derivatives markets and their price discovery process
Gross, Adam - In: Research in financial derivatives : commodity, equity, …, (pp. 55-106). 2011
Persistent link: https://www.econbiz.de/10009428299
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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