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Commodity price dynamics and derivative valuation : a review
Back, Janis; Prokopczuk, Marcel - In: International journal of theoretical and applied finance 16 (2013) 6, pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
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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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The role of emerging economies in the global price formation process of commodities : evidence from Brazilian and U.S. coffee markets
Bohl, Martin T.; Gross, Christian; Souza, Waldemar - In: International review of economics & finance : IREF 60 (2019), pp. 203-215
Persistent link: https://www.econbiz.de/10012203969
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Do financial stress and policy uncertainty have an impact on the energy and metals markets? : a quantile regression approach
Reboredo, Juan Carlos; Uddin, Mohammed Gazi Salah - In: International review of economics & finance : IREF 43 (2016), pp. 284-298
Persistent link: https://www.econbiz.de/10011625701
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Energy spot price models and spread options pricing
Hikspoors, Samuel; Jaimungal, Sebastian - In: International journal of theoretical and applied finance 10 (2007) 7, pp. 1111-1135
Persistent link: https://www.econbiz.de/10003632058
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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
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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
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Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba; Goard, Joanna - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
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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