Carr and Wu's (2020) framework in the oil ETF option market
|
2023 |
Jia, Xiaolan |
Determinants and dynamic interactions of trader positions in the gold futures market
|
2023 |
Chen, Yu-Lun |
Dynamic connectedness between crude oil and equity markets : what about the effects of firm's solvency and profitability positions?
|
2023 |
Balli, Faruk |
Equilibrium and real options in the ethanol industry : modeling and empirical evidence
|
2023 |
Davison, Matt |
Gold risk premium estimation with machine learning methods
|
2023 |
Díaz, Juan |
Dynamic and asymmetric connectedness in the global "Carbon-Energy-Stock" system under shocks from exogenous events
|
2023 |
Yang, Ming-Yuan |
Diversification benefits of commodities in portfolio allocation : a dynamic factor copula approach
|
2023 |
Gaete, Michael |
The relative pricing of WTI and Brent crude oil futures : expectations or risk premia?
|
2023 |
Gao, Xin |
The CO2 cost pass-through in nonlinear emission trading schemes
|
2023 |
Chen, Zhe |
Quantifying impacts of competition and demand on the risk for fertilizer plant locations
|
2023 |
Wilson, William W. |
Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
|
2023 |
Cuñado Eizaguirre, Juncal |
Financialization of commodity markets ten years later
|
2023 |
Kang, Wenjin |
Corporate commodity exposure : a multi-country longitudinal study
|
2023 |
Han, Xu |
A Bayesian perspective on commodity style integration
|
2023 |
Fuertes, Ana María |
Forecasting the U.S. season-average farm price of corn : derivation of an alternative futures-based forecasting model
|
2023 |
Etienne, Xiaoli Liao |
Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy
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2023 |
Doojav, Gan-Ochir |
Information effects of monetary policy announcements on oil price
|
2023 |
Yang, Yang |
Composite jet fuel cross-hedging
|
2023 |
Cao, Min |
Commodity futures hedge ratios : a meta-analysis
|
2023 |
Białkowski, Je̜drzej |
The economic impact of daily volatility persistence on energy markets
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2023 |
Nikitopoulos, Christina Sklibosios |