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Do energy prices always affect EU allowances? : evidence following the Copenhagen Summit

Lv, Xin; Dong, Weijia; Chen, Qian - In: Journal of contemporary management : JMC 4 (2015) 3, pp. 13-24

Persistent link: https://www.econbiz.de/10011392900

Essays in environmental economics

Aldy, Joseph E. - 2005

Persistent link: https://www.econbiz.de/10003384458

Detailed estimation of worklife expectancy for the measurement of human capital : accounting for marriage and children

Millimet, Daniel L.; Nieswiadomy, Michael L.; Slottje, … - In: Journal of economic surveys 24 (2010) 2, pp. 339-361

Persistent link: https://www.econbiz.de/10003949893

Pricing Variance and Volatility Swaps in a Stochastic Volatility Model with Regime Switching : Discrete Observations Case

Lian, Guanghua - 2012

This study presents a set of closed-form exact solutions for pricing discretely sampled variance swaps and volatility swaps, based on the Heston stochastic volatility model with regime switching. In comparison with all the previous studies in the literature, this research, which obtains...

Persistent link: https://www.econbiz.de/10013106157

Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets

Fileccia, Gaetano; Sgarra, Carlo - In: International journal of computational economics and … 5 (2015) 4, pp. 451-479

Persistent link: https://www.econbiz.de/10011440890

Decoding the Australian electricity market : New evidence from three-regime hidden semi-Markov model

Apergēs, Nikolaos; Gozgor, Giray; Lau, Chi Keung; … - In: Energy economics 78 (2019), pp. 129-142

Persistent link: https://www.econbiz.de/10012159895

A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method

Brix, Anne Floor; Lunde, Asger; Wei, Wei - In: Energy economics 72 (2018), pp. 560-582

Persistent link: https://www.econbiz.de/10011972455

Scientific stochastic volatility models for the European energy market : forecasting and extracting conditional volatility

Dahlen, Kai Erik; Solibakke, Per Bjarte - In: The journal of risk model validation 6 (2012) 4, pp. 17-66

Persistent link: https://www.econbiz.de/10009692962

Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features

Fernandes, Mário Correia; Dias, José Carlos; Nunes, … - In: The journal of futures markets 44 (2024) 3, pp. 343-383

Persistent link: https://www.econbiz.de/10014475488

ASEAN-5 forex rates and crude oil : Markov regime-switching analysis

Mukhriz Izraf Azman Aziz; Umar, Zaghum; Gubareva, Mariya; … - In: Applied economics 54 (2022) 54, pp. 6234-6253

Persistent link: https://www.econbiz.de/10013411364

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