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Optimizing hedging effectiveness of indian agricultural commodity futures : a simulation approach
Mansabdar, Sanjay; Yaganti, Hussain C. - In: Asia Pacific financial markets 30 (2023) 1, pp. 13-36
Persistent link: https://www.econbiz.de/10014251541
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Electricity futures price models : calibration and forecasting
Islyaev, Suren; Date, Paresh - In: European journal of operational research : EJOR 247 (2015) 1, pp. 144-154
Persistent link: https://www.econbiz.de/10011347115
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The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad; Al-Damour, Saba Bassam; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
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Heavy metals : might as well jump
Wilmot, Neil A. - In: International Journal of Financial Studies : open … 7 (2019) 2/33, pp. 1-14
metal price series is investigated, as well as time-varying volatility. The results demonstrate that allowing for jumps and … complex processes contributed to the fatness of the tails in the distribution of heavy metal price returns. …
Persistent link: https://www.econbiz.de/10012038566
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What explains long memory in futures price volatility?
Power, G. J.; Turvey, Calum Greig - In: Applied economics 43 (2011) 22/24, pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366
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Energy options in an HJM framework
Lyse Hansen, Thomas (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002507098
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Derivatives as the price fluctuation risk management for Vietnamese coffee exporters
Dinh Xuan Cuong; Nguyen Quoc Toan - In: Research in world economy 7 (2016) 1, pp. 59-79
Persistent link: https://www.econbiz.de/10011589520
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Convenience yields
Jarrow, Robert A. - In: Review of derivatives research 13 (2010) 1, pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
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Essays on the valuation of commodity derivatives
Back, Janis - 2011
Persistent link: https://www.econbiz.de/10009546260
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Commodity derivatives pricing with inventory effects
Bach, Christian; Dziubinski, Matt P. - 2012
Persistent link: https://www.econbiz.de/10009489591