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643
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ECONIS (ZBW)
84
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1
Geometric Brownian Motion and structural breaks in oil prices : a quantitative analysis
Postali, Fernando A. S.
;
Picchetti, Paulo
- In:
Energy economics
28
(
2006
)
4
,
pp. 506-522
Persistent link: https://www.econbiz.de/10003351693
Saved in:
2
Analysis of commodity prices with the particle filter
Aiube, Fernando Antônio Lucena
;
Baídya, Tara Keshar Nanda
- In:
Energy economics
30
(
2008
)
2
,
pp. 597-605
Persistent link: https://www.econbiz.de/10003711340
Saved in:
3
Jump processes in natural gas markets
Mason, Charles F.
;
Wilmot, Neil A.
- In:
Energy economics
46
(
2014
),
pp. 69-79
Persistent link: https://www.econbiz.de/10011299350
Saved in:
4
Minimal variance hedging of natural gas derivatives in exponential Lévy models : theory and empirical performance
Ewald, Christian-Olivier
;
Nawar, Roy
;
Siu, Tak Kuen
- In:
Energy economics
36
(
2013
),
pp. 97-107
Persistent link: https://www.econbiz.de/10009724764
Saved in:
5
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
Saved in:
6
Stochastic carbon sinks for combating carbon dioxide emissions in the EU
Gren, Ing-Marie
;
Carlsson, Mattias
;
Elofsson, Katarina
; …
- In:
Energy economics
34
(
2012
)
5
,
pp. 1523-1531
Persistent link: https://www.econbiz.de/10009688008
Saved in:
7
Jump spillovers in energy futures markets : implications for diversification benefits
Liu, Qingfu
;
Tu, Anthony H.
- In:
Energy economics
34
(
2012
)
5
,
pp. 1447-1464
Persistent link: https://www.econbiz.de/10009688077
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8
Modelling energy spot prices : empirical evidence from NYMEX
Nomikos, Nikos K.
;
Andriosopoulos, Kostas
- In:
Energy economics
34
(
2012
)
4
,
pp. 1153-1169
Persistent link: https://www.econbiz.de/10009688111
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9
Climate mitigation under an uncertain technology future : A TIAM-World analysis
Labriet, Maryse
;
Kanudia, Amit
;
Loulou, Richard
- In:
Energy economics
34
(
2012
),
pp. 366-377
Persistent link: https://www.econbiz.de/10009693603
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10
A stochastic fuel switching model for electricity prices
Zachmann, Georg
- In:
Energy economics
35
(
2013
),
pp. 5-13
Persistent link: https://www.econbiz.de/10009715223
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