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Spot market and derivative segment of equity in India

Sharma, Dheeraj P.; Ahalawat, Shweta; Patro, Archana; … - In: Applied economics 54 (2022) 3, pp. 326-339

Persistent link: https://www.econbiz.de/10012874036

Impacts of derivative markets on spot market volatility and their persistence

Fong, Lik; Han, Chulwoo - In: Applied economics 47 (2015) 22/24, pp. 2250-2258

Persistent link: https://www.econbiz.de/10010516655

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 … prices. As with many natural resources price series, the arrival of new information can lead to unexpectedly rapid changes … time-varying volatility provides statistically important improvements in the modelling or prices, relative to GBM. These …

Persistent link: https://www.econbiz.de/10012038566

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

Leverage effect and introduction of options and futures impact on equity market : a study in Indian context

Kumar, Atul; Raman, T. V.; Rastogi, Sanjay - In: Indian journal of economics & business : IJEB 17 (2018) 2, pp. 213-224

Persistent link: https://www.econbiz.de/10012649820

Futures pricing in electricity markets based on stable CARMA spot models

Benth, Fred Espen; Klüppelberg, Claudia; Müller, Gernot; … - In: Energy economics 44 (2014), pp. 392-406

Persistent link: https://www.econbiz.de/10010457150

A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets

Ignatieva, Ekaterina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 5, pp. 483-505

Persistent link: https://www.econbiz.de/10010461199

Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and risk management

Ignatieva, Ekaterina - 2012

Persistent link: https://www.econbiz.de/10009548356

A space-time random field model for electricity forward prices

Benth, Fred Espen; Paraschiv, Florentina - In: Journal of banking & finance 95 (2018), pp. 203-216

Persistent link: https://www.econbiz.de/10011966749

A critical empirical study of three electricity spot price models

Benth, Fred Espen; Kiesel, Rüdiger; Nazarova, Anna - In: Energy economics 34 (2012) 5, pp. 1589-1616

Persistent link: https://www.econbiz.de/10009687984

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