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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Chewlow, Les"
~person:"Schlögl, Erik"
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Chewlow, Les
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Journal of banking & finance
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Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
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2009
Persistent link: https://www.econbiz.de/10008662359
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2
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
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2015
Persistent link: https://www.econbiz.de/10011777512
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3
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
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4
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
Saved in:
5
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
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2016
Persistent link: https://www.econbiz.de/10011778112
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6
A hybrid commodity and interest rate
Pilz, K. F.
;
Schlögl, Erik
-
2009
Persistent link: https://www.econbiz.de/10008662358
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