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Macroeconomic factors in oil futures markets
Heath, Davidson - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4407-4421
Persistent link: https://www.econbiz.de/10012118578
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Understanding the sources of risk underlying the cross section of commodity returns
Bakshi, Gurdip S.; Gao, Xiaohui; Rossi, Alberto - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 619-641
Persistent link: https://www.econbiz.de/10012000721
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Commodity price forecasts, futures prices, and pricing models
Cortazar, Gonzalo; Millard, Cristobal; Ortega, Hector; … - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4141-4155
Persistent link: https://www.econbiz.de/10012118549
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Quantitative easing and volatility spillovers across countries and asset classes
Yang, Zihui; Zhou, Yinggang - In: Management science : journal of the Institute for … 63 (2017) 2, pp. 333-354
Persistent link: https://www.econbiz.de/10011647326
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Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele - In: Management science : journal of the Institute for … 63 (2017) 9, pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
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Time-varying skew in vix derivatives pricing
Yuan, Peixuan - In: Management science : journal of the Institute for … 68 (2022) 10, pp. 7761-7791
Persistent link: https://www.econbiz.de/10013546174
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Correlations
Ehling, Paul; Heyerdahl-Larsen, Christian - In: Management science : journal of the Institute for … 63 (2017) 6, pp. 1919-1937
Persistent link: https://www.econbiz.de/10011707351
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Consistency as a means to comparability : theory and evidence
Fang, Vivian W.; Iselin, Michael; Zhang, Gaoqing - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4279-4300
Persistent link: https://www.econbiz.de/10013369057
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Hedging and vertical integration in electricity markets
Aïd, René; Chemla, Gilles; Porchet, Arnaud; Touzi, Nizar - In: Management science : journal of the Institute for … 57 (2011) 8, pp. 1438-1452
Persistent link: https://www.econbiz.de/10009297008
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Renewable power and electricity prices : the impact of forward markets
Peura, Heikki; Bunn, Derek W. - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 4772-4788
Persistent link: https://www.econbiz.de/10012625020