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~subject:"Zustandsraummodell"
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Zustandsraummodell
Theorie
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Theory
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Kalman filter
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Option pricing theory
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Optionspreistheorie
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Commodity prices
5
State space model
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ARCH-Modell
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Stochastischer Prozess
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Basel Accord
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Basler Akkord
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Cargo shipping
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Commodity price
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Derivat
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Derivative
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Frachtrate
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Frachtschifffahrt
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Freight rate
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Option pricing
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Rohstoffpreis
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Spain
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Spanien
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Spotmarkt
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Statistical distribution
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Stochastic calculus
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Capital income
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Serna, Gregorio
5
Población, Javier
4
García Mirantes, Andrés
3
Poblacion, Javier
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Energy economics
1
International journal of shipping and transport logistics : IJSTL
1
International review of economics & finance : IREF
1
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
1
Review of derivatives research
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ECONIS (ZBW)
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1
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Energy economics
40
(
2013
),
pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
Saved in:
2
Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
Saved in:
3
Hedging voyage charter rates on illiquid routes
García Mirantes, Andrés
;
Poblacion, Javier
;
Serna, …
- In:
International journal of shipping and transport …
12
(
2020
)
3
,
pp. 197-211
Persistent link: https://www.econbiz.de/10012256825
Saved in:
4
Is the refining margin stationary?
Población, Javier
;
Serna, Gregorio
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 169-186
Persistent link: https://www.econbiz.de/10011626045
Saved in:
5
A common long-term trend for bulk shipping prices
Población, Javier
;
Serna, Gregorio
- In:
Maritime economics & logistics : a quarterly scientific …
20
(
2018
)
3
,
pp. 421-432
Persistent link: https://www.econbiz.de/10011919643
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