Narrow search
Showing 1 - 10 of 100
Cover Image
Filtering and forecasting commodity futures prices under an HMM framework
Date, Paresh; Mamon, Rogemar; Tenyakov, Anton - In: Energy economics 40 (2013), pp. 1001-1013
Persistent link: https://www.econbiz.de/10010355984
Cover Image
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca; Croux, Christophe; Wilms, Ines - In: Energy economics 85 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Volatility forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios; Triantafyllou, Athanasios - In: Energy economics 81 (2019), pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Machine learning and oil price point and density forecasting
Costa, Alexandre Bonnet R.; Ferreira, Pedro Cavalcanti; … - In: Energy economics 102 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013162181