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Gas Storage Valuation Under Mu...
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Gas storage valuation under multifactor Lévy processes
Cummins, Mark
;
Kiely, Greg
;
Murphy, Bernard
- In:
Journal of banking & finance
95
(
2018
),
pp. 167-184
Persistent link: https://www.econbiz.de/10011966740
Saved in:
2
Gas storage valuation under Lévy processes using the fast Fourier transform
Cummins, Mark
;
Kiely, Greg
;
Murphy, Bernard
- In:
The journal of energy markets
10
(
2017
)
4
,
pp. 43-86
Persistent link: https://www.econbiz.de/10011999471
Saved in:
3
Disrupting finance : FinTech and strategy in the 21st century
Lynn, Theo
(
ed.
);
Mooney, John G.
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10011930394
Saved in:
4
Psychological price barriers in frontier equities
Berk, Ales S.
;
Cummins, Mark
;
Dowling, Michael
;
Lucey, …
- In:
Journal of international financial markets, …
49
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011892357
Saved in:
5
Psychological barriers in oil futures markets
Dowling, Michael
;
Cummins, Mark
;
Lucey, Brian M.
- In:
Energy economics
53
(
2016
),
pp. 293-304
Persistent link: https://www.econbiz.de/10011660561
Saved in:
6
Individual values and household finances
Gogolin, Fabian
;
Dowling, Michael
;
Cummins, Mark
- In:
Applied economics
49
(
2017
)
34/36
,
pp. 3560-3578
Persistent link: https://www.econbiz.de/10011776774
Saved in:
7
The effect of data breach announcements beyond the stock price : empirical evidence on market activity
Rosati, Pierangelo
;
Cummins, Mark
;
Deeney, Peter
; …
- In:
International review of financial analysis
49
(
2017
),
pp. 146-154
Persistent link: https://www.econbiz.de/10011741281
Saved in:
8
Sentiment in oil markets
Deeney, Peter
;
Cummins, Mark
;
Dowling, Michael
; …
- In:
International review of financial analysis
39
(
2015
),
pp. 179-185
Persistent link: https://www.econbiz.de/10011573179
Saved in:
9
Multiple hypothesis testing of market risk forecasting models
Esposito, Francesco P.
;
Cummins, Mark
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 381-399
Persistent link: https://www.econbiz.de/10011580778
Saved in:
10
Oil market modelling : a comparative analysis of fundamental and latent factor approaches
Cummins, Mark
;
Dowling, Michael
;
Kearney, Fearghal
- In:
International review of financial analysis
46
(
2016
),
pp. 211-218
Persistent link: https://www.econbiz.de/10011581809
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