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The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng; Tang, Ke - In: Journal of empirical finance 18 (2011) 2, pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
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Time-variations in commodity price jumps
Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
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Evaluation of an integrated renewable energy system for electricity generation in rural areas
Rozakis, Stelios (contributor) - In: Energy policy 25 (1997) 3, pp. 337-347
Persistent link: https://www.econbiz.de/10001336322
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Diversification benefits of commodities : a stochastic dominance efficiency approach
Daskalaki, Charoula; Skiadopoulos, George; Topaloglou, … - In: Journal of empirical finance 44 (2017), pp. 250-269
Persistent link: https://www.econbiz.de/10011818029
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The forward premium in electricity futures
Bunn, Derek W.; Chen, Dipeng - In: Journal of empirical finance 23 (2013), pp. 173-186
Persistent link: https://www.econbiz.de/10010221755