Narrow search
Showing 1 - 10 of 20
Cover Image
On the volatility of commodity futures prices
Clewlow, Les; Kang, Boda; Nikitopoulos, Christina Sklibosios - In: Nonlinear economic dynamics and financial modelling : …, (pp. 315-334). 2014
Persistent link: https://www.econbiz.de/10011286579
Cover Image
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl; Kang, Boda; Nikitopoulos, Christina … - In: Energy economics 40 (2013), pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Cover Image
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
Cover Image
Economic determinants of oil futures volatility : term structure perspective
Kang, Boda; Nikitopoulos, Christina Sklibosios; … - In: Energy economics 88 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Cover Image
The return-volatility relation in commodity futures markets
Chiarella, Carl; Kang, Boda; Nikitopoulos, Christina … - In: The journal of futures markets 36 (2016) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10011568056
Cover Image
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - In: Journal of banking & finance 95 (2018), pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Cover Image
Determinants of the crude oil futures curve : inventory, consumption and volatility
Nikitopoulos, Christina Sklibosios; Squires, Matthew; … - In: Journal of banking & finance 84 (2017), pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
Cover Image
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - 2015
Persistent link: https://www.econbiz.de/10011777512
Cover Image
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - 2016
Persistent link: https://www.econbiz.de/10011777909
Cover Image
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - 2016
Persistent link: https://www.econbiz.de/10011778112