Pages that link to "Item:Q2837759"
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The following pages link to Cross-commodity spot price modeling with stochastic volatility and leverage for energy markets (Q2837759):
Displaying 10 items.
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility (Q1688615) (← links)
- Estimation of time-varying autoregressive stochastic volatility models with stable innovations (Q2058757) (← links)
- Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach (Q2150853) (← links)
- Performance replication of the spot energy index with optimal equity portfolio selection: evidence from the UK, US and Brazilian markets (Q2514729) (← links)
- Pricing of forwards and options in a multivariate non-Gaussian stochastic volatility model for energy markets (Q2837760) (← links)
- Univariate and Multivariate Value-at-Risk: Application and Implication in Energy Markets (Q3087577) (← links)
- Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
- PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS (Q5193006) (← links)
- Seasonality in commodity prices: new approaches for pricing plain vanilla options (Q6549625) (← links)
