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The professional risk managers' guide to the energy market
Fusaro, Peter C. (ed.) - 2008
Persistent link: https://www.econbiz.de/10003585606
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Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
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Volatility linkages between energy and agricultural commodity prices
López Cabrera, Brenda; Schulz, Franziska - 2013
In this paper we investigate price and volatility risk originating in linkages between energy and agricultural commodity prices in Germany and study their dynamics over time. We propose an econometric approach to quantify the volatility and correlation risk structure, which has a large impact...
Persistent link: https://www.econbiz.de/10009792252
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Tail events : a new approach to understanding extreme energy commodity prices
Koch, Nikolas - In: Energy economics 43 (2014), pp. 195-205
Persistent link: https://www.econbiz.de/10010504824
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Essays on commodity and energy markets : commodity pricing, financialization, and fundamental drivers
Lübbers, Johannes - 2017
Persistent link: https://www.econbiz.de/10012799372
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The role of the threshold effect for the dynamics of futures and spot prices of energy commodities
Rubaszek, Michal; Karolak, Zuzanna; Kwas, Marek; Uddin, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-20
Persistent link: https://www.econbiz.de/10012406037
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Introduction to the special issue on recent developments in energy commodities markets
D'Ecclesia, Rita L. - In: Energy economics 53 (2016), pp. 1-4
Persistent link: https://www.econbiz.de/10011660418
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Return and volatility linkages between international energy markets and Chinese commodity market
Sun, Guanglin; Li, Jianfeng; Shang, Zezhong - In: Technological forecasting & social change : an … 179 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013363895
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Impact of petroleum energy price volatility on commodity prices in Ghana
Dadzie, Philomena; Nambie, Nicholas Bamegne; Obobi, … - In: International journal of economics and financial issues … 13 (2023) 1, pp. 73-82
Persistent link: https://www.econbiz.de/10014228331
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Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
Weron, Rafał; Zator, Michał - In: Energy economics 44 (2014), pp. 178-190
Persistent link: https://www.econbiz.de/10010457224