The following pages link to The dynamics of commodity prices (Q5397404):
Displaying 10 items.
- The declining price anomaly (Q1802044) (← links)
- Can commodities dominate stock and bond portfolios? (Q2288932) (← links)
- Global vs sectoral factors and the impact of the financialization in commodity price changes (Q2661827) (← links)
- On the estimation of regime-switching Lévy models (Q2691688) (← links)
- Commodity price dynamics and derivative valuation: a review (Q2862510) (← links)
- Specification tests for time-varying parameter models with stochastic volatility (Q5862501) (← links)
- Explaining the persistence of commodity prices (Q5929108) (← links)
- Commodity Asian option pricing and simulation in a 4-factor model with jump clusters (Q6549599) (← links)
- Regret-aversion over different maturities: application to energy futures markets (Q6594848) (← links)
- Testing data cloning as the basis of an estimator for the stochastic volatility in mean model (Q6607552) (← links)