Narrow search
Showing 1 - 5 of 5
Cover Image
Catching the curl : wavelet thresholding improves forward curve modelling
Power, Gabriel J.; Eaves, James; Turvey, Calum Greig; … - In: Economic modelling 64 (2017), pp. 312-321
Persistent link: https://www.econbiz.de/10011761254
Cover Image
Information value of climate-based yield forecasts in selecting optimal crop insurance coverage
Nadolnyak, Denis; Vedenov, Dmitrij V.; Novak, James L. - In: American journal of agricultural economics 90 (2008) 5, pp. 1248-1255
Persistent link: https://www.econbiz.de/10003783063
Cover Image
Forecasting market index volatility using Ross-recovered distributions
Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: Quantitative finance 22 (2022) 2, pp. 255-271
Persistent link: https://www.econbiz.de/10013167736
Cover Image
Forecasting international index returns using option-implied variables
Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - 2018
Persistent link: https://www.econbiz.de/10011897857
Cover Image
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: Journal of banking & finance 146 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014248207