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1
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
Saved in:
2
A data-driven approach for optimal operational and financial commodity
hedging
Rettinger, Moritz
;
Mandl, Christian
;
Minner, Stefan
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 341-360
Persistent link: https://www.econbiz.de/10014574028
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3
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
Saved in:
4
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
Saved in:
5
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
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6
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
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7
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
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8
New insights on testing the efficiency of methods of pricing and
hedging
American options
Pressacco, Flavio
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
European journal of operational research : EJOR
185
(
2008
)
1
,
pp. 235-254
Persistent link: https://www.econbiz.de/10003768761
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9
Expected gain-loss pricing and
hedging
of contingent claims in incomplete markets by linear programming
Pınar, Mustafa Ç.
;
Altay-Salih, Aslihan
;
Camcı, Ahmet
- In:
European journal of operational research : EJOR
201
(
2010
)
3
,
pp. 770-785
Persistent link: https://www.econbiz.de/10003959847
Saved in:
10
On valuing and
hedging
European options when volatility is estimated directly
Popovic, Ray
;
Goldsman, David Morris
- In:
European journal of operational research : EJOR
218
(
2012
)
1
,
pp. 124-131
Persistent link: https://www.econbiz.de/10009501057
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