36 records found
1
Implied volatility in oil markets
Consistency and asymptotic normality of least squares estimators in generalized STAR models
Commodity volatility modelling and option pricing with a potential function approach
A GLN Approach to Valuation and Hedging of Asian Basket Options
A Closed Form Approach to the Valuation and Hedging of Basket and Spread Options
Trading commodities: derivatives and risks
Asian basket options and implied correlations in oil markets
Dectecting market transitions and energy futures risk management using principal components
Analysis and Modelling of Electricity Futures Prices
Seasonal and stochastic effects in commodity forward curves
Modelling electricity prices by the potential jump-diffusion
Empirical analysis of analytic approximation approaches for pricing and hedging spread options
Implied Volatility in Oil Markets
Average price options in energy markets
Detecting market transitions and energy futures risk management using principal components
Forecasting market transitions from the forward curve dynamics
Detecting market transitions: from backwardation to contango and back
The forward curve dynamic and market transition forecasts
