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person:"Geman, Hélyette"
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Commodity price
6
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6
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2
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1990-2007
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Geman, Hélyette
Matthies, Klaus
42
Arezki, Rabah
37
Frankel, Jeffrey A.
28
Baffes, John
27
Prokopczuk, Marcel
24
Bloch, Harry
21
Vespignani, Joaquin
21
Sapsford, David
20
Collier, Paul
19
Goderis, Benedikt
17
Cashin, Paul A.
16
Crucini, Mario J.
16
Jacks, David S.
16
Williamson, Jeffrey G.
16
Brückner, Markus
15
McDermott, C. John
15
Belke, Ansgar
14
Carpantier, Jean-François
14
Labys, Walter C.
14
Ratti, Ronald A.
14
Wright, Brian D.
14
Xiong, Wei
14
Bordon, Ingo G.
13
Chen, Yu-chin
13
Lederman, Daniel
13
Peersman, Gert
13
Triantafyllou, Athanasios
13
Ghoshray, Atanu
12
Liang, Hong
12
Ploeg, Frederick van der
12
Roache, Shaun K.
12
Sauerbeck, A.
12
Tang, Ke
12
Brooks, Chris
11
Cuddington, John T.
11
Céspedes, Luis Felipe
11
Deaton, Angus
11
Ferrara, Laurent
11
Leschus, Leon
11
Lombardi, Marco
11
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Risk management in commodity markets : from shipping to agricuturals and energy
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Journal of banking & finance
1
The journal of alternative investments
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Wiley finance series
1
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ECONIS (ZBW)
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1
Introducing distances between commodity markets : the case of the US and UK natural gas
Geman, Hélyette
;
Liu, Bo
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 93-105)
.
2016
Persistent link: https://www.econbiz.de/10011800340
Saved in:
2
Modeling commodity prices under the CEV model
Geman, Hélyette
;
Shih, Yih Fong
- In:
The journal of alternative investments
11
(
2008/09
)
3
,
pp. 65-84
Persistent link: https://www.econbiz.de/10003808903
Saved in:
3
Risk management in commodity markets : from shipping to agricuturals and energy
Geman, Hélyette
(
ed.
)
-
2008
Persistent link: https://www.econbiz.de/10003712480
Saved in:
4
Forward curve modelling in commodity markets
Borovkova, Svetlana
;
Geman, Hélyette
- In:
Risk management in commodity markets : from shipping to …
,
(pp. 9-32)
.
2008
Persistent link: https://www.econbiz.de/10003787688
Saved in:
5
Mean-reversion and structural breaks in crude oil, copper, and shipping
Geman, Hélyette
;
Ohana, Steve
- In:
Risk management in commodity markets : from shipping to …
,
(pp. 183-205)
.
2008
Persistent link: https://www.econbiz.de/10003787698
Saved in:
6
Special section: Commodities
Geman, Hélyette
(
contributor
)
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2501-2559
Persistent link: https://www.econbiz.de/10003795455
Saved in:
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