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~isPartOf:"Energy economics"
~isPartOf:"ICMA Centre Discussion Papers in Finance"
~person:"Nawar, Roy"
~person:"Wilmot, Neil A."
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Jump processes in natural gas markets
Mason, Charles F.
;
Wilmot, Neil A.
- In:
Energy economics
46
(
2014
),
pp. 69-79
Persistent link: https://www.econbiz.de/10011299350
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Minimal variance hedging of natural gas derivatives in exponential Lévy models : theory and empirical performance
Ewald, Christian-Olivier
;
Nawar, Roy
;
Siu, Tak Kuen
- In:
Energy economics
36
(
2013
),
pp. 97-107
Persistent link: https://www.econbiz.de/10009724764
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