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Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
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The German labour market and the unification shock
Hansen, Gerd - In: Economic modelling 17 (2000) 3, pp. 439-454
Persistent link: https://www.econbiz.de/10001496622
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Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
Al-Shboul, Mohammad; Anwar, Sajid - In: Economic modelling 37 (2014), pp. 451-463
Persistent link: https://www.econbiz.de/10010417631
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An empirical model comparison for valuing crack spread options
Mahringer, Steffen; Prokopczuk, Marcel - In: Energy economics 51 (2015), pp. 177-187
Persistent link: https://www.econbiz.de/10011564825
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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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Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
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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
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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
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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
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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