Narrow search
Showing 1 - 10 of 18
Cover Image
An empirical analysis of the downside risk-return trade-off at daily frequency
Sévi, Benoît - In: Economic modelling 31 (2013), pp. 189-197
Persistent link: https://www.econbiz.de/10009729143
Cover Image
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Sévi, Benoît - In: Economic modelling 44 (2015), pp. 243-251
Persistent link: https://www.econbiz.de/10011326237
Cover Image
An empirical analysis of the downside risk-return trade-off at daily frequency
Sévi, Benoît - In: Economic modelling 31 (2013), pp. 189-197
Persistent link: https://www.econbiz.de/10010088092
Cover Image
Modelling risk premia in CO2 allowances spot and futures prices
Chevallier, Julien - In: Economic modelling 27 (2010) 3, pp. 717-729
Persistent link: https://www.econbiz.de/10003995620
Cover Image
Macroeconomics, finance, commodities : interactions with carbon markets in a data-rich model
Chevallier, Julien - In: Economic modelling 28 (2011) 1/2, pp. 557-567
Persistent link: https://www.econbiz.de/10009269897
Cover Image
Evaluating the carbon-macroeconomy relationship : evidence from threshold vector error-correction and Markov-switching VAR models
Chevallier, Julien - In: Economic modelling 28 (2011) 6, pp. 2634-2656
Persistent link: https://www.econbiz.de/10009512487
Cover Image
Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-switching analysis
Chevallier, Julien - In: Economic modelling 29 (2012) 3, pp. 943-973
Persistent link: https://www.econbiz.de/10009545490
Cover Image
Variance risk-premia in CO 2 markets
Chevallier, Julien - In: Economic modelling 31 (2013), pp. 598-605
Persistent link: https://www.econbiz.de/10009731478
Cover Image
Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
Chevallier, Julien - In: Economic modelling 28 (2011) 6, pp. 2634-2657
Persistent link: https://www.econbiz.de/10009807715
Cover Image
Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis
Chevallier, Julien - In: Economic modelling 29 (2012) 3, pp. 943-974
Persistent link: https://www.econbiz.de/10009848571