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~isPartOf:"Financial modeling and risk management of energy and environmental instruments and derivates"
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Financial modeling and risk management of energy and environmental instruments and derivates
Energy economics
338
The journal of futures markets
228
Working paper / National Bureau of Economic Research, Inc.
112
IMF working papers
96
NBER working paper series
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Finance research letters
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Applied economics
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Working paper
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American journal of agricultural economics
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International review of financial analysis
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NBER Working Paper
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International review of economics & finance : IREF
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Economic modelling
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Journal of banking & finance
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Journal of international money and finance
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Journal of commodity markets
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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International Journal of Energy Economics and Policy : IJEEP
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Applied economics letters
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CESifo working papers
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The energy journal
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Intereconomics : review of European economic policy
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Research in international business and finance
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Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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IMF working paper
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Discussion paper / Centre for Economic Policy Research
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Journal of urban economics
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Agricultural economics : the journal of the International Association of Agricultural Economists
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CAMA working paper series
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Applied financial economics
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Journal of economic dynamics & control
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Policy research working paper : WPS
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The handbook of commodity investing
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IMF Working Paper
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Resource and energy economics
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Risk management for crude oil futures : an optimal stopping-timing approach
Boubaker, Sabri
;
Liu, Zhenya
;
Zhan, Yaosong
- In:
Financial modeling and risk management of energy and …
,
(pp. 9-27)
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2022
Persistent link: https://www.econbiz.de/10013349892
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Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong
;
Ewald, Christian
;
Ouyang, Ruolan
; …
- In:
Financial modeling and risk management of energy and …
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(pp. 29-46)
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2022
Persistent link: https://www.econbiz.de/10013349908
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Intra-day co-movements of crude oil futures : China and the international benchmarks
Ji, Qiang
;
Zhang, Dayong
;
Zhao, Yuqian
- In:
Financial modeling and risk management of energy and …
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(pp. 77-103)
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2022
Persistent link: https://www.econbiz.de/10013349920
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Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
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(pp. 145-170)
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2022
Persistent link: https://www.econbiz.de/10013349933
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Revisiting the relationship between spot and futures markets : evidence from commodity markets and NARDL framework
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Financial modeling and risk management of energy and …
,
(pp. 171-189)
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2022
Persistent link: https://www.econbiz.de/10013349936
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Dependence structure between Indian financial market and energy commodities : a cross-quantilogram based evidence
Sinha, Avik
;
Arshian Sharif
;
Adhikari, Arnab
;
Sharma, Ankit
- In:
Financial modeling and risk management of energy and …
,
(pp. 257-287)
.
2022
Persistent link: https://www.econbiz.de/10013349978
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7
Portfolio optimization of financial commodities with energy futures
Wang, Lu
;
Ahmad, Ferhana
;
Luo, Gong-li
;
Umar, Muhammad
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 401-439)
.
2022
Persistent link: https://www.econbiz.de/10013350080
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