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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987324
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Oil production optimization solved by piecewise linearization in a Branch & Price framework
Gunnerud, Vidar; Foss, Bjarne Anton; McKinnon, K. I. M.; … - In: Computers & operations research : and their … 39 (2012) 11, pp. 2469-2477
Persistent link: https://www.econbiz.de/10009552493
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Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: Energy economics 33 (2011) 5, pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
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Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
Tansuchat, Roengchai - 2010
The paper examines the performance of four multivariate volatility models, namely CCC, VARMA-GARCH, DCC and BEKK, for the crude oil spot and futures returns of two major benchmark international crude oil markets, Brent and WTI, to calculate optimal portfolio weights and optimal hedge ratios, and...
Persistent link: https://www.econbiz.de/10013149486
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A stochastic optimization model for gas retail with temperature scenarios and oil price parameters
Maggioni, Francesca; Bertocchi, Marida; Giacometti, R.; … - In: IMA journal of management mathematics 21 (2010) 2, pp. 149-163
Persistent link: https://www.econbiz.de/10003984229
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About the impact of rising oil price on logistics networks and transportation greenhouse gas emission
Gross, Wendelin F.; Hayden, Cristina; Butz, Christian - In: Logistics research 4 (2012) 3/4, pp. 147-156
Persistent link: https://www.econbiz.de/10009529050
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A framework for crude oil scheduling in an integrated terminal-refinery system under supply uncertainty
Oliveira, Fabricio; Nunes, Paulo Maçãs; Blajberg, R.; … - In: European journal of operational research : EJOR 252 (2016) 2, pp. 635-645
Persistent link: https://www.econbiz.de/10011457764
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Emergency oil lift program and related oil problems
United States / Congress / Senate / Committee on the … - 1957
Persistent link: https://www.econbiz.de/10002772251
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Emergency oil lift program and related oil problems ; 1
United States / Congress / Senate / Committee on the … - 1957
Persistent link: https://www.econbiz.de/10003120459