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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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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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Assessing contagion risk from energy and non-energy commodity markets
Algieri, Bernardina; Leccadito, Arturo - In: Energy economics 62 (2017), pp. 312-322
Persistent link: https://www.econbiz.de/10011748149
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Introduction to the special issue on recent developments in energy commodities markets
D'Ecclesia, Rita L. - In: Energy economics 53 (2016), pp. 1-4
Persistent link: https://www.econbiz.de/10011660418
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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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On the links between stock and commodity markets' volatility
Creti, Anna; Joëts, Marc; Mignon, Valérie - In: Energy economics 37 (2013), pp. 16-28
Persistent link: https://www.econbiz.de/10009759403
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What drives the commodity price beta of oil industry stocks?
Talbot, Edward; Artiach, Tracy; Faff, Robert W. - In: Energy economics 37 (2013), pp. 1-15
Persistent link: https://www.econbiz.de/10009759405
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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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Expected commodity returns and pricing models
Cortazar, Gonzalo; Kovacevic, Ivo; Schwartz, Eduardo S. - In: Energy economics 49 (2015), pp. 60-71
Persistent link: https://www.econbiz.de/10011536656
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Commodity price excess co-movement from a historical perspective : 1900-2010
Fernández, Viviana - In: Energy economics 49 (2015), pp. 698-710
Persistent link: https://www.econbiz.de/10011537264