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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
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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
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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
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Commodity storage valuation : a linear optimization based on traded instruments
Byers, Joe Wayne - In: Energy economics 28 (2006) 3, pp. 275-287
Persistent link: https://www.econbiz.de/10003329604
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Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 41 (2014), pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
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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
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On the predictability of energy commodity markets by an entropy-based computational method
Benedetto, F.; Giunta, G.; Mastroeni, L. - In: Energy economics 54 (2016), pp. 302-312
Persistent link: https://www.econbiz.de/10011662915
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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
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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
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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