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The CARMA interest rate model
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1
Mean-reverting no-arbitrage additive models for forward curves in energy markets
Latini, Luca
;
Piccirilli, Marco
;
Vargiolu, Tiziano
- In:
Energy economics
79
(
2019
),
pp. 157-170
Persistent link: https://www.econbiz.de/10012172269
Saved in:
2
Economic determinants of oil futures
volatility
: term structure perspective
Kang, Boda
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Energy economics
88
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Saved in:
3
Sustainability premium in energy bonds
Díaz Pérez, Antonio
;
Escribano, Ana
- In:
Energy economics
95
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816618
Saved in:
4
The impact of environmental information disclosure on the cost of green
bond
: evidence from China
Tang, Ying
;
Wang, Biliang
;
Pan, Ningning
;
Li, Zhiyong
- In:
Energy economics
126
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483689
Saved in:
5
Three-factor commodity forward curve model and its joint P and Q dynamics
Ladokhin, Sergiy
;
Borovkova, Svetlana
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161542
Saved in:
6
Variance dynamics and term structure of the natural gas market
Shao, Chengwu
;
Bhar, Ramaprasad
;
Colwell, David B.
; …
- In:
Energy economics
137
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015181844
Saved in:
7
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain
;
Naifar, Nader
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
Saved in:
8
Quantifying the impact of interest rate
volatility
on Asian energy companies : a comparative study of fossil and renewable sectors
Rao, Amar
;
Kumar, Satish
;
Gupta, Prashant
;
Dash, Saumya …
- In:
Energy economics
133
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10015049464
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9
Agreement matters : OPEC announcement effects on WTI term structure
Spencer, Simon
;
Bredin, Donal
- In:
Energy economics
80
(
2019
),
pp. 589-609
Persistent link: https://www.econbiz.de/10012173695
Saved in:
10
High-yield
bond
and energy markets
Gormus, Alper
;
Nazlıoğlu, Şaban
;
Soytas, Ugur
- In:
Energy economics
69
(
2018
),
pp. 101-110
Persistent link: https://www.econbiz.de/10011941169
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