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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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On shared use of renewable stocks
Ekerhovd, Nils-Arne; Flåm, Sjur D.; Steinshamn, Stein Ivar - In: European journal of operational research : EJOR 290 (2021) 3, pp. 1125-1135
Persistent link: https://www.econbiz.de/10012495263
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Sustainable endogenous growth model of multiple regions : reconciling OR and economic perspectives
Wu, Tao; Zhang, Ning; Gui, Lin; Wu, Wenjie - In: European journal of operational research : EJOR 269 (2018) 1, pp. 218-226
Persistent link: https://www.econbiz.de/10011864286
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Optimal harvesting under marine reserves and uncertain environment
Gaïgi, M'hamed; Ly Vath, Vathana; Scotti, Simone - In: European journal of operational research : EJOR 301 (2022) 3, pp. 1181-1194
Persistent link: https://www.econbiz.de/10013267842
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Hedging China's energy oil market risks
Lau, Chi Keung; Su, Yongyang; Tan, Na; Zhang, Zhe - In: Eurasian economic review : a journal in applied … 4 (2014) 1, pp. 99-112
Persistent link: https://www.econbiz.de/10010512213
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Shock transmission and volatility spillover in stock and commodity markets : evidence from advanced and emerging markets
Vardar, Gülin; Coş̦kun, Yener; Yelkenci, Tezer - In: Eurasian economic review : a journal in applied … 8 (2018) 2, pp. 231-288
Persistent link: https://www.econbiz.de/10011892913
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Estimating the term structure of commodity market preferences
Christodoulakis, George A. - In: European journal of operational research : EJOR 282 (2020) 3, pp. 1146-1163
Persistent link: https://www.econbiz.de/10012161880
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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
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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