Narrow search
Showing 1 - 5 of 5
Cover Image
Tail risk in energy portfolios
González-Pedraz, Carlos; Moreno, Manuel; Peña … - In: Energy economics 46 (2014), pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
Cover Image
Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio; Rodríguez, Rosa; … - In: Energy economics 91 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
Cover Image
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
Cover Image
Implementing a stochastic model for oil futures prices
Cortazar, Gonzalo; Schwartz, Eduardo S. - In: Energy economics 25 (2003) 3, pp. 215-238
Persistent link: https://www.econbiz.de/10001764802
Cover Image
Implementing a stochastic model for oil futures prices
Cortazar, Gonzalo; Schwartz, Eduardo S. - In: Energy economics 25 (2003) 3, pp. 215-238
Persistent link: https://www.econbiz.de/10007656961