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ECONIS (ZBW)
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1
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:
2
Pure
martingale
and joint normality tests for energy futures contracts
Shrestha, Keshab
;
Ravichandran K. Subramaniam
;
Rassiah, …
- In:
Energy economics
63
(
2017
),
pp. 174-184
Persistent link: https://www.econbiz.de/10011757917
Saved in:
3
Quadratic
hedging
of risk neutral values
Secomandi, Nicola
- In:
Energy economics
112
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013350771
Saved in:
4
Economic determinants of oil futures volatility : term structure perspective
Kang, Boda
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Energy economics
88
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Saved in:
5
Neural network prediction of crude oil futures using B-splines
Butler, Sunil
;
Kokoszka, Piotr
;
Miao, Hong
;
Shang, Han Lin
- In:
Energy economics
94
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012649352
Saved in:
6
Can investor attention predict oil prices?
Han, Liyan
;
Lv, Qiuna
;
Yin, Libo
- In:
Energy economics
66
(
2017
),
pp. 547-558
Persistent link: https://www.econbiz.de/10011896568
Saved in:
7
Agreement matters : OPEC announcement effects on WTI term structure
Spencer, Simon
;
Bredin, Donal
- In:
Energy economics
80
(
2019
),
pp. 589-609
Persistent link: https://www.econbiz.de/10012173695
Saved in:
8
Common and unique factors influencing daily swap returns in the Nordic electricity market, 1997 - 2005
Frestad, Dennis
- In:
Energy economics
30
(
2008
)
3
,
pp. 1081-1097
Persistent link: https://www.econbiz.de/10003744838
Saved in:
9
Provisional liquidation of futures hedge programs
Lien, Da-hsiang Donald
;
Kwak, Soojong
- In:
Energy economics
28
(
2006
)
2
,
pp. 266-273
Persistent link: https://www.econbiz.de/10003307643
Saved in:
10
Strips of hourly power options: approximate
hedging
using average-based forward contracts
Lindell, Andreas
;
Raab, Mikael
- In:
Energy economics
31
(
2009
)
3
,
pp. 348-355
Persistent link: https://www.econbiz.de/10003851620
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