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Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar; Lamberte, Antonio - In: Journal of empirical finance 38 (2016), pp. 355-361
Persistent link: https://www.econbiz.de/10011664764
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Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina; Thorp, Susan - 2010
Persistent link: https://www.econbiz.de/10008662204
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Testing for constant hedge ratios in commodity markets : a multivariate GARCH approach
Moschini, Giancarlo; Myers, Robert J. - In: Journal of empirical finance 9 (2002) 5, pp. 589-603
Persistent link: https://www.econbiz.de/10001712026
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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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Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng; Liao, Yin; Zhang, Yaojie; Cao, Yang - In: Journal of empirical finance 52 (2019), pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
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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