Pages that link to "Item:Q5397403"
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The following pages link to A flexible model of term-structure dynamics of commodity prices: a comparative analysis with a two-factor Gaussian model (Q5397403):
Displaying 5 items.
- A flexible model for tree-structured multi-commodity markets (Q857900) (← links)
- A four-factor stochastic volatility model of commodity prices (Q1621624) (← links)
- An alternative method to estimate parameters in modelling the behaviour of commodity prices (Q5001194) (← links)
- Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices (Q5053119) (← links)
- Calibration of a multifactor model for the forward markets of several commodities (Q5746731) (← links)