Narrow search
Showing 1 - 5 of 5
Cover Image
Modeling global and local dependence in a pair of commodity forward curves with an application to the US natural gas and heating oil markets
Ohana, Steve - In: Energy economics 32 (2010) 2, pp. 373-388
Persistent link: https://www.econbiz.de/10003954625
Cover Image
Forward curves, scarcity and price volatility in oil and natural gas markets
Geman, Hélyette; Ohana, Steve - In: Energy economics 31 (2009) 4, pp. 576-585
Persistent link: https://www.econbiz.de/10008259689
Cover Image
Forward curves, scarcity and price volatility in oil and natural gas markets
Geman, Hélyette; Ohana, Steve - In: Energy economics 31 (2009) 4, pp. 576-586
Persistent link: https://www.econbiz.de/10008891801
Cover Image
Analysis of model implied volatility for jump diffusion models: Empirical evidence from the Nordpool market
Ohana, Steve - In: Energy economics 32 (2010) 2, pp. 302-313
Persistent link: https://www.econbiz.de/10008378547
Cover Image
Forward curves, scarcity and price volatility in oil and natural gas markets
Geman, Hélyette; Ohana, Steve - In: Energy economics 31 (2009) 4, pp. 576-585
Persistent link: https://www.econbiz.de/10003867821