Pages that link to "Item:Q2462885"
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The following pages link to Seasonal and stochastic effects in commodity forward curves (Q2462885):
Displaying 12 items.
- Forward pricing in the shipping freight market (Q263051) (← links)
- Valuation of commodity derivatives with an unobservable convenience yield (Q342244) (← links)
- A multiplicative seasonal component in commodity derivative pricing (Q1676014) (← links)
- Long-term swings and seasonality in energy markets (Q2315654) (← links)
- Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts (Q2513643) (← links)
- Commodity price dynamics and derivative valuation: a review (Q2862510) (← links)
- Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
- Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming (Q4613819) (← links)
- News, volatility and jumps: the case of natural gas futures (Q4683076) (← links)
- On the seasonality in the implied volatility of electricity options (Q5234359) (← links)
- The dynamics of commodity prices (Q5397404) (← links)
- From calendar time to business time: the case of commodity markets (Q6649932) (← links)