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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Chicago (Ill.)"
~subject:"Schätzung"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliographie"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
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Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
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2009
Persistent link: https://www.econbiz.de/10008662359
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2
Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
Röthig, Andreas
;
Chiarella, Carl
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2006
Persistent link: https://www.econbiz.de/10003325225
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3
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
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2010
Persistent link: https://www.econbiz.de/10008662204
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4
The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Sklibosios Nikitopoulosa, …
-
2013
Persistent link: https://www.econbiz.de/10009789508
Saved in:
5
Humps in the volatility structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
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