Narrow search
Showing 1 - 10 of 586
Cover Image
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl; Kang, Boda; Nikitopoulos, Christina … - In: Energy economics 40 (2013), pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Cover Image
What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan; Petersen, Annelie; Vette, Nander de - 2018
Persistent link: https://www.econbiz.de/10012109721
Cover Image
Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah - In: Energy economics 53 (2016), pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
Cover Image
How do investors' expectations drive asset prices?
Lüders, Erik; Peisl, Bernhard - 2001
stochastic volatility of asset prices and to give theoretical arguments for empirically well documented facts. We show that … stochastic volatility. …
Persistent link: https://www.econbiz.de/10013428399
Cover Image
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika; Schmeck, Maren Diane; Kh.Balci, Anna - In: Energy economics 113 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Cover Image
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John; Frau, Carme - In: Energy economics 114 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Cover Image
The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and cointegration
Gil-Alaña, Luis A.; Yaya, OlaOluwa S. - In: Energy economics 46 (2014), pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
Cover Image
Effects of oil price shocks on the stock market performance : do nature of shocks and economies matter?
Thai-Ha Le; Youngho, Chang - In: Energy economics 51 (2015), pp. 261-274
Persistent link: https://www.econbiz.de/10011564841
Cover Image
The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen; Lee, Chien-chiang; Zeng, Jhih-hong - In: Energy economics 43 (2014), pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
Cover Image
Crude oil price and exchange rate : evidence from the period before and after the launch of China's crude oil futures
Sun, Chuanwang; Zhan, Yanhong; Peng, Yiqi; Cai, Weiyi - In: Energy economics 105 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013201966