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Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong; Ewald, Christian; Ouyang, Ruolan; … - In: Financial modeling and risk management of energy and …, (pp. 29-46). 2022
Persistent link: https://www.econbiz.de/10013349908
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Revisiting the relationship between spot and futures markets : evidence from commodity markets and NARDL framework
Ben Ameur, Hachmi; Ftiti, Zied; Louhichi, Waël - In: Financial modeling and risk management of energy and …, (pp. 171-189). 2022
Persistent link: https://www.econbiz.de/10013349936
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Risk management for crude oil futures : an optimal stopping-timing approach
Boubaker, Sabri; Liu, Zhenya; Zhan, Yaosong - In: Financial modeling and risk management of energy and …, (pp. 9-27). 2022
Persistent link: https://www.econbiz.de/10013349892
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Intra-day co-movements of crude oil futures : China and the international benchmarks
Ji, Qiang; Zhang, Dayong; Zhao, Yuqian - In: Financial modeling and risk management of energy and …, (pp. 77-103). 2022
Persistent link: https://www.econbiz.de/10013349920
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Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain; Bouri, Elie; Ur Rehman, Mobeen - In: Financial modeling and risk management of energy and …, (pp. 145-170). 2022
Persistent link: https://www.econbiz.de/10013349933