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Exponentially fitted block backward differentiation formulas for pricing options
Jator, S. N.; Sahi, R. K.; Akinyemi, M. I.; Nyonna, D. - In: Cogent economics & finance 9 (2021) 1, pp. 1-18
A family of Exponentially Fitted Block Backward Differentiation Formulas (EFBBDFs) whose coefficients depend on a parameter and step-size is developed and implemented on the Black-Scholes partial differential equation (PDE) for the valuation of options on a non-dividend-paying stock. Specific...
Persistent link: https://www.econbiz.de/10013183775
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Sources of volatility during four oil price crashes
Baffes, John; Kshirsagar, Varun - In: Applied economics letters 23 (2016) 4/6, pp. 402-406
Persistent link: https://www.econbiz.de/10011430701
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Some evidence on the asymmetry between gasoline and crude oil prices in selected countries
Salles, André Assis de - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 4, pp. 670-678
Persistent link: https://www.econbiz.de/10011286603
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The relationship between oil price and costs in the oil and gas industry
Toews, Gerhard; Naumov, Alexander - 2015
Persistent link: https://www.econbiz.de/10011288643
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Crude oil : commodity or financial asset?
Kolodziej, Marek; Kaufmann, Robert Kurt; Kulatilaka, Nalin - In: Energy economics 46 (2014), pp. 216-223
Persistent link: https://www.econbiz.de/10011298597
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Oil prices as a driving force in the diffusion of renewables?
Kehrel, Uwe; Sick, Nathalie - In: International journal of energy sector management : IJESM 9 (2015) 2, pp. 227-250
Persistent link: https://www.econbiz.de/10011349009
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Examining the impact of crude oil price on external reserves : evidence from Nigeria
Imarhiagbe, Samuel - In: International journal of economics and finance 7 (2015) 5, pp. 13-21
Persistent link: https://www.econbiz.de/10010528324
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Modeling the co-movements between crude oil and refined petroleum markets
Tong, Bin; Wu, Chongfeng; Zhou, Chunyang - In: Energy economics 40 (2013), pp. 882-898
Persistent link: https://www.econbiz.de/10010356014
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Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong; Wu, Chongfeng - In: Economic modelling 33 (2013), pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
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An empirical study of asymmetric pricing in retail gasoline and diesel markets in Taiwan, Japan, South Korea, and Singapore
Chou, Kuo-wei; Chang, Chin-yuen; Hu, Fei - In: International journal of financial research 4 (2013) 3, pp. 35-42
Persistent link: https://www.econbiz.de/10010205097