Narrow search
Showing 1 - 10 of 92
Cover Image
Analysis of futures and spot electricity markets under risk aversion
Oliveira, Fernando S.; Ruiz, Carlos - In: European journal of operational research : EJOR 291 (2021) 3, pp. 1132-1148
Persistent link: https://www.econbiz.de/10012495398
Cover Image
Forecasting the volatility of crude oil futures using intraday data
Sévi, Benoît - In: European journal of operational research : EJOR 235 (2014) 3, pp. 643-659
Persistent link: https://www.econbiz.de/10010341244
Cover Image
A framework for crude oil scheduling in an integrated terminal-refinery system under supply uncertainty
Oliveira, Fabricio; Nunes, Paulo Maçãs; Blajberg, R.; … - In: European journal of operational research : EJOR 252 (2016) 2, pp. 635-645
Persistent link: https://www.econbiz.de/10011457764
Cover Image
Commodity derivatives pricing with cointegration and stochastic covariances
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing - In: European journal of operational research : EJOR 246 (2015) 2, pp. 476-486
Persistent link: https://www.econbiz.de/10011338124
Cover Image
Electricity futures price models : calibration and forecasting
Islyaev, Suren; Date, Paresh - In: European journal of operational research : EJOR 247 (2015) 1, pp. 144-154
Persistent link: https://www.econbiz.de/10011347115
Cover Image
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin; Six, Pierre; Anh Ngoc Lai - In: European journal of operational research : EJOR 250 (2016) 2, pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Cover Image
Electricity forward curves with thin granularity : theory and empirical evidence in the hourly EPEXspot market
Caldana, Ruggero; Fusai, Gianluca; Roncoroni, Andrea - In: European journal of operational research : EJOR 261 (2017) 2, pp. 715-734
Persistent link: https://www.econbiz.de/10011738512
Cover Image
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian; Zou, Yihan - In: European journal of operational research : EJOR 294 (2021) 2, pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
Cover Image
Demand information and spot price information : supply chains trading in spot markets
Zhao, Xuan; Xing, Wei; Liu, Liming; Wang, Shouyang - In: European journal of operational research : EJOR 246 (2015) 3, pp. 837-849
Persistent link: https://www.econbiz.de/10011344417
Cover Image
Spatial dependencies of wind power and interrelations with spot price dynamics
Elberg, Christina; Hagspiel, Simeon - In: European journal of operational research : EJOR 241 (2015) 1, pp. 260-272
Persistent link: https://www.econbiz.de/10010486862