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Convenience yield and the theory of storage : applying an option-based approach
Omura, Akihiro; West, Jason - In: The Australian journal of agricultural and resource … 59 (2015) 3, pp. 355-374
Persistent link: https://www.econbiz.de/10011392918
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The forward premium in electricity futures
Bunn, Derek W.; Chen, Dipeng - In: Journal of empirical finance 23 (2013), pp. 173-186
Persistent link: https://www.econbiz.de/10010221755
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The price discovery role of day traders in futures market : evidence from different types of day traders
Fung, Scott; Tsai, Shih-Chuan - In: Journal of empirical finance 64 (2021), pp. 53-77
Persistent link: https://www.econbiz.de/10013259400
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Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel; Brooks, Robert; Enders, Walter - In: Journal of empirical finance 38 (2016), pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
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Bubbling over! : the behaviour of oil futures along the yield curve
Tsvetanov, Daniel; Coakley, Jerry; Kellard, Neil - In: Journal of empirical finance 38 (2016), pp. 516-533
Persistent link: https://www.econbiz.de/10011663333
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Measuring the functional efficiency of agricultural futures markets
Consuegra, Meliyara; García-Verdugo Sales, Javier - In: The Australian journal of agricultural and resource … 61 (2017) 2, pp. 232-246
Persistent link: https://www.econbiz.de/10011674488
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Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - 2015
Persistent link: https://www.econbiz.de/10011777512
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Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - 2016
Persistent link: https://www.econbiz.de/10011777909
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Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik; Pilz, Kay Frederik; Schlögl, Erik - 2016
Persistent link: https://www.econbiz.de/10011778017
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Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - 2016
Persistent link: https://www.econbiz.de/10011778112