Narrow search
Showing 1 - 10 of 313
Cover Image
A model of financialization of commodities
Başak, Suleyman; Pavlova, Anna - 2015
Persistent link: https://www.econbiz.de/10011299571
Cover Image
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure; Lopez, Claude - 2013
Persistent link: https://www.econbiz.de/10009784712
Cover Image
Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem; Zaffaroni, Paolo - 2005
Persistent link: https://www.econbiz.de/10003224850
Cover Image
Macro-hedging for commodity exporters
Borensztein, Eduardo; Jeanne, Olivier; Sandri, Damiano - 2009
Persistent link: https://www.econbiz.de/10003912031
Cover Image
What do we learn from the price of crude oil futures
Alquist, Ron; Kilian, Lutz - 2007
Persistent link: https://www.econbiz.de/10003593232
Cover Image
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - 2010
Persistent link: https://www.econbiz.de/10003948899
Cover Image
Loss functions in option valuation : a framework for model selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - 2005
Persistent link: https://www.econbiz.de/10002754751
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
Implied volatility functions : empirical tests
Dumas, Bernard - 1996
Persistent link: https://www.econbiz.de/10013422413
Cover Image
Commodity prices, financial markets and world income : a structural rational expectations model
Ramanujam, Prathap; Vines, David - 1989
Persistent link: https://www.econbiz.de/10000767804