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Volatility and causality in strategic commodities : characteristics, myth and evidence

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Testing the linkages of Arab stock markets : a multivariate GARCH approach

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Official intervention and exchange rate determination : evidence from India

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Modeling and Valuation of Energy Structures : Analytics, Econometrics, and Numerics

Mahoney, Daniel - 2016

Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value...