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What do we learn from the price of crude oil futures
Alquist, Ron; Kilian, Lutz - 2007
Persistent link: https://www.econbiz.de/10003593232
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Hedging and vertical integration in electricity markets
Ai͏̈d, René; Chemla, Gilles; Porchet, Arnaud; Touzi, … - 2011
Persistent link: https://www.econbiz.de/10008990073
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The role of speculation in oil markets : what have we learned so far?
Fattouh, Bassam; Kilian, Lutz; Mahadeva, Lavan - 2012
Persistent link: https://www.econbiz.de/10009526720
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Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.; Lochstoer, Lars A.; Ramadorai, Tarun - 2009
Persistent link: https://www.econbiz.de/10003856731
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Macro-hedging for commodity exporters
Borensztein, Eduardo; Jeanne, Olivier; Sandri, Damiano - 2009
Persistent link: https://www.econbiz.de/10003912031
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A model of financialization of commodities
Başak, Suleyman; Pavlova, Anna - 2015
Persistent link: https://www.econbiz.de/10011299571
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Loss functions in option valuation : a framework for model selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - 2005
Persistent link: https://www.econbiz.de/10002754751
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Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena; Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010440191
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Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
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What determines the future value of an icon wine? : New evidence from Australia
Anderson, Kym; Wood, Danielle - 2005
Persistent link: https://www.econbiz.de/10002863206