Pages that link to "Item:Q2315654"
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The following pages link to Long-term swings and seasonality in energy markets (Q2315654):
Displaying 7 items.
- A multiplicative seasonal component in commodity derivative pricing (Q1676014) (← links)
- Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (Q2240016) (← links)
- Seasonal and stochastic effects in commodity forward curves (Q2462885) (← links)
- A defaultable bond model with cyclical fluctuations in the spread process (Q2673795) (← links)
- Time-varying long-run mean of commodity prices and the modeling of futures term structures (Q2869967) (← links)
- Seasonal volatility in agricultural markets: modelling and empirical investigations (Q6547036) (← links)
- Earnings mean reversion and dynamic optimal capital structure (Q6592296) (← links)