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Forward curve modelling in commodity markets
Borovkova, Svetlana; Geman, Hélyette - In: Risk management in commodity markets : from shipping to …, (pp. 9-32). 2008
Persistent link: https://www.econbiz.de/10003787688
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Mean-reversion and structural breaks in crude oil, copper, and shipping
Geman, Hélyette; Ohana, Steve - In: Risk management in commodity markets : from shipping to …, (pp. 183-205). 2008
Persistent link: https://www.econbiz.de/10003787698
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Special section: Commodities
Geman, Hélyette (contributor) - In: Journal of banking & finance 32 (2008) 12, pp. 2501-2559
Persistent link: https://www.econbiz.de/10003795455
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Modeling commodity prices under the CEV model
Geman, Hélyette; Shih, Yih Fong - In: The journal of alternative investments 11 (2008/09) 3, pp. 65-84
Persistent link: https://www.econbiz.de/10003808903
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Risk management in commodity markets : from shipping to agricuturals and energy
Geman, Hélyette (ed.) - 2008
Persistent link: https://www.econbiz.de/10003712480
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Introducing distances between commodity markets : the case of the US and UK natural gas
Geman, Hélyette; Liu, Bo - In: Advanced modelling in mathematical finance : in honour …, (pp. 93-105). 2016
Persistent link: https://www.econbiz.de/10011800340