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1
Volatility forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios
;
Triantafyllou, Athanasios
- In:
Energy economics
81
(
2019
),
pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
Saved in:
2
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
3
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
4
How to effectively stabilize China's commodity price fluctuations?
Lin, Boqiang
;
Xu, Bin
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183307
Saved in:
5
Modeling and forecasting extreme commodity prices : a Markov-Switching based extreme value model
Herrera, Rodrigo
;
Rodriguez, Alejandro
;
Pino, Gabriel
- In:
Energy economics
63
(
2017
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011757876
Saved in:
6
The role of index traders in the financialization of commodity markets : a behavioral finance approach
Aït-Youcef, Camille
;
Joëts, Marc
- In:
Energy economics
136
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015046650
Saved in:
7
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
- In:
Energy economics
25
(
2003
)
5
,
pp. 435-457
Persistent link: https://www.econbiz.de/10001790694
Saved in:
8
Stochastic ordering of systemic risk in commodity markets
Morelli, Giacomo
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437140
Saved in:
9
Storage and the electricity forward premium
Douglas, Stratford Marion
;
Popova, Julia
- In:
Energy economics
30
(
2008
)
4
,
pp. 1712-1727
Persistent link: https://www.econbiz.de/10003745252
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10
A comment on: Storage and the electricity forward premium
Treslong, Adriaan Bloys van
;
Huisman, Ronald
- In:
Energy economics
32
(
2010
)
2
,
pp. 321-324
Persistent link: https://www.econbiz.de/10003954614
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