Narrow search
Showing 1 - 5 of 5
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
Time-consistency in managing a commodity portfolio: A dynamic risk measure approach
Geman, Hélyette; Ohana, Steve - In: Journal of banking & finance 32 (2008) 10, pp. 1991-2005
Persistent link: https://www.econbiz.de/10008099638
Cover Image
Time-consistency in managing a commodity portfolio: A dynamic risk measure approach
Geman, Hélyette; Ohana, Steve - In: Journal of banking & finance 32 (2008) 10, pp. 1991-2006
Persistent link: https://www.econbiz.de/10008897712
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