Similar Search Results

Feeder cattle options : where's the beef?

Fernandes, Gláucia; Brandão, Luiz Eduardo Teixeira; … - In: Latin American business review : journal of the … 18 (2017) 3/4, pp. 317-339

Persistent link: https://www.econbiz.de/10011806491

Performance Persistence and the Implied Volatility Smile of the Commodity Options Contracts. We Examine Hedge Funds Contracts of Wheat, Corn, Live Cattle, Soybean Oil, and Lean Hog

Guirguis, Michel - 2023

. We examine contracts of wheat, corn, live cattle, soybean oil, and lean hog. Hedge funds use options and futures in terms …

Persistent link: https://www.econbiz.de/10014355868

Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models

Li, Lingfei; Linetsky, Vadim - In: Mathematical finance : an international journal of … 24 (2014) 2, pp. 289-330

Persistent link: https://www.econbiz.de/10010357373

Valuing commodity options and futures options with changing economic conditions

Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming - In: Economic modelling 51 (2015), pp. 524-533

Persistent link: https://www.econbiz.de/10011476145

Valuation of options on oil futures under the 3/4 oil price model

Oud, Mohammed A. Aba; Goard, Joanna - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-12

Persistent link: https://www.econbiz.de/10011418854

Managing revenue risk of the firm : commodity futures and options

Broll, Udo; Kit, Pong Wong - In: IMA journal of management mathematics 28 (2017) 2, pp. 245-258

Persistent link: https://www.econbiz.de/10011723267

Selected methods of securing the refining sector against crude oil price fluctuations

Łamasz, Bartosz; Iwaszczuk, Natalia; Ivashchuk, Oleksandr - In: International journal of management and economics 54 (2018) 3, pp. 197-209

The contemporary refining sector has to contend with many types of risks, among which price risk is considered to be the foremost. Moreover, refineries define it as a commodity risk and identify it with both opportunities and threats carried by changes in prices of crude oil and products of...

Persistent link: https://www.econbiz.de/10012027171

Equilibrium forward curves for commodities

Routledge, Bryan R.; Seppi, Duane J.; Spatt, Chester S. - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1297-1338

Persistent link: https://www.econbiz.de/10001497602

Risikomanagement für die Energiewirtschaft

Mohr, Markus; Voß, Alfred; Unger, Hermann - In: Optimierung in der Energieversorgung : Planungsaufgaben …, (pp. 33-52). 1999

Persistent link: https://www.econbiz.de/10001486894

On the pricing and valuation of forwards, futures, options on forwards and options on futures and their relationship

Lagerstam, Catharina - 1989 - November 1989

Persistent link: https://www.econbiz.de/10000777623