Alternative term structure models for reviewing expectations puzzles

von Nikitopoulos, Christina Sklibosios
Veröffentlicht in International journal of economic research (2013)

A class of jump-diffusion bond pricing models within the HJM framework

von Chiarella, Carl
Veröffentlicht in Asia-Pacific financial markets (2003)

A class of jump-diffusion bond pricing models within the HJM framework

von Chiarella, Carl
Veröffentlicht 2004

Forecasting volatility in commodity markets with long-memory models

von Alfeus, Mesias
Veröffentlicht in Journal of commodity markets (2022)

A Markovian defaultable term structure model with state dependent volatilities

von Chiarella, Carl
Veröffentlicht in International journal of theoretical and applied finance (2007)

On the volatility of commodity futures prices

von Clewlow, Les
Veröffentlicht in Nonlinear economic dynamics and financial modelling (2014)

Economic determinants of oil futures volatility : term structure perspective

von Kang, Boda
Veröffentlicht in Energy economics (2020)

A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps

von Chiarella, Carl
Veröffentlicht in Applied mathematical finance (2007)

A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps

von Chiarella, Carl
Veröffentlicht 2005

Pricing of long-dated commodity derivatives : do stochastic interest rates matter?

von Cheng, Benjamin
Veröffentlicht in Journal of banking & finance (2018)

Derivative security pricing : techniques, methods and applications

von Chiarella, Carl
Veröffentlicht 2015

Credit derivatives pricing with stochastic volatility models

von Chiarella, Carl
Veröffentlicht in International journal of theoretical and applied finance (2013)

Pricing under the real-world probability measure for jump-diffusion term structure models

von Bruti-Liberati, Nicola
Veröffentlicht 2007

The economic impact of daily volatility persistence on energy markets

von Nikitopoulos, Christina Sklibosios
Veröffentlicht in Journal of commodity markets (2023)

Determinants of the crude oil futures curve : inventory, consumption and volatility

von Nikitopoulos, Christina Sklibosios
Veröffentlicht in Journal of banking & finance (2017)

The return-volatility relation in commodity futures markets

von Chiarella, Carl
Veröffentlicht in The journal of futures markets (2016)

Large-scale and rooftop solar generation in the NEM : a tale of two renewables strategies

von Mwampashi, Muthe Mathias
Veröffentlicht in Energy economics (2022)

Wind generation and the dynamics of electricity prices in Australia

von Mwampashi, Muthe Mathias
Veröffentlicht in Energy economics (2021)

Humps in the volatility structure of the crude oil futures market : new evidence

Veröffentlicht in Energy economics (2013)

Alternative defaultable term structure models

Veröffentlicht in Asia-Pacific financial markets (2009)