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Comparison of futures pricing models for carbon assets and traditional energy commodities

Kanamura, Takashi - In: The journal of alternative investments 14 (2011/12) 3, pp. 42-54

Persistent link: https://www.econbiz.de/10009501185

Vigorous reduction of pitheap stocks of coal

In: Intereconomics : review of European economic policy 4 (1969) 1, pp. 28

Persistent link: https://www.econbiz.de/10011549628

Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? : dependence risk analysis and portfolio optimization

Hernandez, Jose Arreola - In: Energy economics 45 (2014), pp. 528-536

Persistent link: https://www.econbiz.de/10010506548

Are Oil and Gas Stocks from the Australian Market Riskier than Coal and Uranium Stocks? Dependence Risk Analysis and Portfolio Optimization

Arreola Hernández, José - 2016

This articlemodels the dependence risk and resource allocation characteristics of two 20-stock coal–uranium and oil–gas sector portfolios fromthe Australian market in the context of the global financial crisis of 2008–2009. The modeling framework implemented consists of pair vine copulas...

Persistent link: https://www.econbiz.de/10012990828

Estimating Stock Price in Energy Market Including Oil, Gas, and Coal : The Comparison of Linear and Non- Linear Two-State Markov Regime Switching Models

Mohseni, Reza; Sakhtkar, Armaghan - 2021

A common method to study the dynamic behavior of macroeconomic variables is using linear time series models; however, they are unable to explain nonlinear behavior of the series. Given the dependency between stock market and derivatives, the behavior of the underlying asset price can be modeled...

Persistent link: https://www.econbiz.de/10013240363