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subject:"Derivat"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Commodity price"
~subject:"Oil price"
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Derivat
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European journal of operational research : EJOR
Energy economics
269
IMF working papers
86
Finance research letters
55
The journal of futures markets
51
International review of economics & finance : IREF
49
Journal of international money and finance
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NBER working paper series
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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1
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
Saved in:
2
Purchasing raw materials with uncertain fluctuating prices
Kingsman, Brian G.
- In:
European journal of operational research : EJOR
25
(
1986
)
3
,
pp. 358-372
Persistent link: https://www.econbiz.de/10003601771
Saved in:
3
Production phase and ultimate pit limit design under commodity price uncertainty
Chatterjee, Snehamoy
;
Sethi, Manas Ranjan
;
Asad, …
- In:
European journal of operational research : EJOR
248
(
2016
)
2
,
pp. 658-667
Persistent link: https://www.econbiz.de/10011409731
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Forecasting the volatility of crude oil futures using intraday data
Sévi, Benoît
- In:
European journal of operational research : EJOR
235
(
2014
)
3
,
pp. 643-659
Persistent link: https://www.econbiz.de/10010341244
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7
Electricity forward curves with thin granularity : theory and empirical evidence in the hourly EPEXspot market
Caldana, Ruggero
;
Fusai, Gianluca
;
Roncoroni, Andrea
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 715-734
Persistent link: https://www.econbiz.de/10011738512
Saved in:
8
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian
;
Zou, Yihan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
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