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The forward premium puzzle and latent factors day by day
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010
Persistent link: https://www.econbiz.de/10003969493
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The impact of exchange rate uncertainty on the level of investment
Darby, Julia (contributor) - 1998
Persistent link: https://www.econbiz.de/10013422539
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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
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Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca; Sgarra, Carlo - In: Energy economics 99 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
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Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay; Ignatieva, Ekaterina - In: Energy economics 98 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
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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
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Implied volatility functions : empirical tests
Dumas, Bernard - 1996
Persistent link: https://www.econbiz.de/10013422413
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Exchange rate volatility and labour markets in the CEE countries
Belke, Ansgar; Kaas, Leo; Setzer, Ralph - 2004
Persistent link: https://www.econbiz.de/10002598996
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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
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Price and volatility dynamics between electricity and fuel costs : some evidence for Spain
Furió, Dolores; Chuliá, Helena - In: Energy economics 34 (2012) 6, pp. 2058-2065
Persistent link: https://www.econbiz.de/10009688881