Narrow search
Showing 1 - 10 of 5,913
Cover Image
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Cover Image
Spot price modelling of industrial metals :an heterogeneous agent based model for copper
Geman, Hélyette; Scheiber, Matthias - 2014
Persistent link: https://www.econbiz.de/10010366820
Cover Image
Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime; Collin-Dufresne, Pierre - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
Cover Image
Stochastic behavior of spot and futures commodity prices : theory and evidence
Casassus, Jaime - 2004
Persistent link: https://www.econbiz.de/10003383662
Cover Image
Valuing long-term commodity assets
Schwartz, Eduardo S. - In: Journal of energy finance & development 3 (1998) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001445708
Cover Image
Investing in gold : individual asset risk in the long run
Michis, Antonis A. - In: Finance research letters 11 (2014) 4, pp. 369-374
Persistent link: https://www.econbiz.de/10011300440
Cover Image
Combining Wavelet Decomposition with Machine Learning to Forecast Gold Returns
Risse, Marian - 2017
I combine the discrete wavelet transform with support vector regression to forecast gold-pricedynamics. I investigate …
Persistent link: https://www.econbiz.de/10012944906
Cover Image
A wavelet approach of investing behaviors and their effects on risk exposures
Mestre, Roman - In: Financial innovation : FIN 7 (2021), pp. 1-37
-EGARCH errors (Auto Regressive Moving Average Exponential AutoRegressive Conditional Heteroskedasticity). Our model considers gold … possibilities. In the short-run, ("Noise Trader" and "High-Frequency Trader") only a few equities are insensitive to Oil and Gold … the long-run, (fundamentalists investors), Oil and Gold affect all stocks but their impact varies according to the Beta …
Persistent link: https://www.econbiz.de/10012500129
Cover Image
Die Prognose von Credit-Default-Swap-Spreads mit linearen Zustandsraummodellen
Merkl, Johannes - 2019
Persistent link: https://www.econbiz.de/10012098509
Cover Image
Financial pricing models in continuous time and Kalman filtering
Kellerhals, Boris-Philipp; Kellerhals, Boris Philipp - 2001
Persistent link: https://www.econbiz.de/10001591594