| Carr and Wu's (2020) framework in the oil ETF option market
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2023 |
Jia, Xiaolan |
| Determinants and dynamic interactions of trader positions in the gold futures market
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2023 |
Chen, Yu-Lun |
| Dynamic connectedness between crude oil and equity markets : what about the effects of firm's solvency and profitability positions?
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2023 |
Balli, Faruk |
| Equilibrium and real options in the ethanol industry : modeling and empirical evidence
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2023 |
Davison, Matt |
| Gold risk premium estimation with machine learning methods
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2023 |
Díaz, Juan |
| Dynamic and asymmetric connectedness in the global "Carbon-Energy-Stock" system under shocks from exogenous events
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2023 |
Yang, Ming-Yuan |
| Diversification benefits of commodities in portfolio allocation : a dynamic factor copula approach
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2023 |
Gaete, Michael |
| The relative pricing of WTI and Brent crude oil futures : expectations or risk premia?
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2023 |
Gao, Xin |
| The CO2 cost pass-through in nonlinear emission trading schemes
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2023 |
Chen, Zhe |
| Volatility in US dairy futures markets
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2023 |
Fan, Zaifeng |
| Does safe haven exist? : tail risks of commodity markets during COVID-19 pandemic
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2023 |
Enilov, Martin |
| Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
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2023 |
Wei, Yu |
| Theory of storage implications in the European natural gas market
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2023 |
Martínez, Beatriz |
| Commodities failing in auctions : the story of unsold cod in Norway
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2023 |
Sogn-Grundvåg, Geir |
| Commodity momentum : a tale of countries and sectors
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2023 |
Fan, John Hua |
| What moves commodity terms-of-trade? : evidence from 178 countries
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2023 |
Makhlouf, Yousef |
| The evolution of commodity market financialization : implications for portfolio diversification
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2023 |
Fry-McKibbin, Renée |
| World regional natural gas prices : convergence, divergence or what? : new evidence
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2023 |
Loureiro, Jose Roberto |
| Estimation of value at risk for copper
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2023 |
Gillas, Konstantinos Gkillas |
| The role of higher moments in predicting China's oil futures volatility : evidence from machine learning models
|
2023 |
Zhang, Hongwei |
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