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~isPartOf:"Birkbeck working papers in economics and finance : BWPEF"
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3 factor stochastic volatility model
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Agentenbasierte Modellierung
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Commodity market
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Consumption theory
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Copper
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Demand-side management
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Elektrizitätswirtschaft
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copper spot price modelling
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Birkbeck working papers in economics and finance : BWPEF
Economics Papers from University Paris Dauphine
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of Banking & Finance
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Risk : managing risk in the world's financial markets
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Studies in Nonlinear Dynamics & Econometrics
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Risk management in commodity markets : from shipping to agricuturals and energy
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Risk measures for the 21st century
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The European Journal of Finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Advances in futures and options research : a research annual
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Time-consistency in managing a commodity portfolio : a dynamic risk measure approach
Geman, Hélyette
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Ohana, Steve
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2005
Persistent link: https://www.econbiz.de/10003376253
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Spot price modelling of industrial metals :an heterogeneous agent based model for copper
Geman, Hélyette
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Scheiber, Matthias
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2014
Persistent link: https://www.econbiz.de/10010366820
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Modelling electricity prices with forward looking capacity constraints
Cartea, Álvaro
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contributor
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2008
Persistent link: https://www.econbiz.de/10003631050
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