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Regime-switching angular correlation diversification
Lee, Hsiang-Tai - In: Finance research letters 50 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
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Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang; Lee, Hsiang-Tai - In: Global finance journal 55 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
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Learning and index option returns
Bernales, Alejandro; Cortazar, Gonzalo; Salamunic, Luka; … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 327-339
Persistent link: https://www.econbiz.de/10012262478
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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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A hybrid commodity and interest rate
Pilz, K. F.; Schlögl, Erik - 2009
Persistent link: https://www.econbiz.de/10008662358
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Pricing commodity spread options with stochastic term structure of convenience yields and interest rates
Nakajima, Katsushi; Maeda, Akira - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 157-184
Persistent link: https://www.econbiz.de/10003609542
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Merchant commodity storage and term-structure model error
Secomandi, Nicola; Lai, Guoming; Margot, François; … - In: Manufacturing & service operations management : M & SOM 17 (2015) 3, pp. 302-320
Persistent link: https://www.econbiz.de/10011307931
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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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Asset pricing : modeling and estimation ; with 30 tables
Kellerhals, Boris-Philipp - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001857154
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Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10001243206