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Commodity price dynamics and derivative valuation : a review
Back, Janis; Prokopczuk, Marcel - In: International journal of theoretical and applied finance 16 (2013) 6, pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
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Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba; Goard, Joanna - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
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Multiscale stochastic volatility model for derivatives on futures
Fouque, Jean-Pierre; Saporito, Yuri F.; Zubelli, Jorge P. - In: International journal of theoretical and applied finance 17 (2014) 7, pp. 1-31
Persistent link: https://www.econbiz.de/10010498865
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Downside risk for short long hedgers
Demirer, Rıza; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 12 (2003) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10001770018
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On the risk premium in Nordic electricity futures prices
Lucia, Julio J.; Torró, Hipòlit - In: International review of economics & finance : IREF 20 (2011) 4, pp. 750-763
Persistent link: https://www.econbiz.de/10009303863
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Determinants of futures contract success : empirical examinations for the Asian futures markets
Hung, Mao-Wei; Lin, Bing-huei; Huang, Yu chuan; Chou, … - In: International review of economics & finance : IREF 20 (2011) 3, pp. 452-458
Persistent link: https://www.econbiz.de/10009304039
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A survey on physical delivery versus cash settlement in futures contracts
Lien, Da-hsiang Donald; Tse, Yiu Kuen - In: International review of economics & finance : IREF 15 (2006) 1, pp. 15-29
Persistent link: https://www.econbiz.de/10003298476
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Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen; Geng, Peixuan; Fan, Ying - In: International review of economics & finance : IREF 88 (2023), pp. 815-842
Persistent link: https://www.econbiz.de/10014474684
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Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen; Geng, Peixuan; Fan, Ying - In: International review of economics & finance : IREF 88 (2023), pp. 815-842
Persistent link: https://www.econbiz.de/10014475040
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Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel; Benth, Fred Espen; Felten, Björn; … - In: International journal of theoretical and applied finance 23 (2020) 4, pp. 1-38
Persistent link: https://www.econbiz.de/10012271026