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Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.; Chevallier, Julien; LePen, Yannick; … - In: The energy journal 38 (2017) 2, pp. 201-228
Persistent link: https://www.econbiz.de/10011661711
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European carbon prices and banking restrictions : evidence from Phase I (2005-2007)
Alberola, Emilie; Chevallier, Julien - In: The energy journal 30 (2009) 3, pp. 51-80
Persistent link: https://www.econbiz.de/10003866009
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Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya; Innocentis, Marco de; Levendorskij, … - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
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Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya; Bojarčenko, Svetlana I. - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
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Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas; Marchesi, Michele - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
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Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien; Goutte, Stéphane - In: Applied economics 49 (2017) 2, pp. 111-137
Persistent link: https://www.econbiz.de/10011810520