Narrow search
Showing 1 - 10 of 14
Cover Image
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl; Chewlow, Les; King, Boda - 2009
Persistent link: https://www.econbiz.de/10008662359
Cover Image
Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe; Platen, Eckhard - 2007
Persistent link: https://www.econbiz.de/10003482142
Cover Image
Butter mountains, milk lakes and optimal price limiters
Corron, Ned; He, Xue-zhong; Westerhoff, Frank - 2005
Persistent link: https://www.econbiz.de/10002931174
Cover Image
Commodity markets, price limiters and speculative price dynamics
He, Xue-zhong; Westerhoff, Frank - 2004
Persistent link: https://www.econbiz.de/10002431680
Cover Image
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - 2015
Persistent link: https://www.econbiz.de/10011777512
Cover Image
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - 2016
Persistent link: https://www.econbiz.de/10011777909
Cover Image
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik; Pilz, Kay Frederik; Schlögl, Erik - 2016
Persistent link: https://www.econbiz.de/10011778017
Cover Image
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - 2016
Persistent link: https://www.econbiz.de/10011778112
Cover Image
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina; Thorp, Susan - 2010
Persistent link: https://www.econbiz.de/10008662204
Cover Image
A hybrid commodity and interest rate
Pilz, K. F.; Schlögl, Erik - 2009
Persistent link: https://www.econbiz.de/10008662358