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Futures trading and the excess co-movement of commodity prices
LePen, Yannick
;
Sévi, Benoît
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
1
,
pp. 381-418
Persistent link: https://www.econbiz.de/10011990798
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2
Volatility transmission and volatility impulse response functions in European electricity forward markets
LePen, Yannick
;
Sévi, Benoît
- In:
Energy economics
32
(
2010
)
4
,
pp. 758-770
Persistent link: https://www.econbiz.de/10008779965
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