SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy
0 references·16 citing·50 second hopsampled
Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy (2009)Commodities and Commodity Derivatives: Mo…Environmental Finance: An Interdisciplinary Review (2022)Environmental Finance: An Int…Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis (2017)Time-frequency contained co-m…Intraday volatility interaction between the crude oil and equity markets (2015)Intraday volatility interacti…Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies (2015)Do commodities add value in m…A Survey of Commodity Markets and Structural Models for Electricity Prices (2013)A Survey of Commodity Markets…Have oil and gas prices got separated? (2012)Have oil and gas prices got s…Should investors include commodities in their portfolios after all? New evidence (2011)Should investors include comm…Integrated Optimization of Procurement, Processing, and Trade of Commodities (2011)Integrated Optimization of Pr…Commodity Price Dynamics (2011)Commodity Price DynamicsAn Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation (2010)An Approximate Dynamic Progra…Valuation of energy storage: an optimal switching approach (2009)Valuation of energy storage: …Optimal Commodity Trading with a Capacitated Storage Asset (2009)Optimal Commodity Trading wit…A two-factor model for the electricity forward market (2009)A two-factor model for the el…WTI crude oil Futures in portfolio diversification: The time-to-maturity effect (2008)WTI crude oil Futures in port…The price of power: The valuation of power and weather derivatives (2008)The price of power: The valua…Nuclear Power: A Hedge against Uncertain Gas and Carbon Prices? (2006)Nuclear Power: A Hedge agains…Dynamic Asset Pricing Theory. (1993)Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Integrating Long-Term and Short-Term Contracting in Beef Supply Chains (2011)Supermodularity and Complementarity (2011)Real Options in Operations Research: A Review (2017)Evaluating Natural Resource Investments (1985)The Mathematics of Financial Derivatives (1995)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Optimal Inventory Policies when Purchase Price and Demand Are Stochastic (2011)Portfolio Selection (1952)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Is gold a safe haven? International evidence (2010)Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon (2014)Financialization in commodity markets: A passing trend or the new normal? (2015)Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets (2016)The pricing of commodity contracts (1976)Recursive Methods in Economic Dynamics (1989)Real-Time Ambulance Dispatching and Relocation (2018)Impact of cybersecurity on operations and supply chain management: Emerging trends and future research directions (2022)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Further evidence on the debate of oil-gas price decoupling: A long memory approach (2017)Dynamic frequency connectedness between oil and natural gas volatilities (2019)Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness (2022)Option pricing: A simplified approach (1979)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)The economics of decarbonizing the energy system—results and insights from the RECIPE model intercomparison (2011)Limited impact on decadal-scale climate change from increased use of natural gas (2014)Exploring the possibility space: taking stock of the diverse capabilities and gaps in integrated assessment models (2021)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context (2019)Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach (2019)Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture (2019)Theory of Rational Option Pricing (1973)Option pricing: Mathematical models and computation (1994)Measuring Duopoly Power in the British Electricity Spot Market (1999)Electricity price modeling and asset valuation: a multi-fuel structural approach (2012)PORTFOLIO SELECTION* (1952)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses (2018)Is there a green fund premium? Evidence from twenty seven emerging markets (2021)Should investors include green bonds in their portfolios? Evidence for the USA and Europe (2021)The pyramid of corporate social responsibility: Toward the moral management of organizational stakeholders (1991)Corporate Social and Financial Performance: A Meta-Analysis (2003)Strategic management a stakeholder approach (2010)The contribution of climate finance toward environmental sustainability: New global evidence (2022)Achieving carbon neutrality in post COP26 in BRICS, MINT, and G7 economies: The role of financial development and governance indicators (2023)Nudging corporate environmental responsibility through green finance? Quasi-natural experimental evidence from China (2023)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

No references inside the corpus for this window.

Cited by

  • 2011Should investors include commodities in their portfolios after all? New evidence342 cited
  • 2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis204 cited
  • 2009Valuation of energy storage: an optimal switching approach177 cited
  • 2009Optimal Commodity Trading with a Capacitated Storage Asset173 cited
  • 2022Environmental Finance: An Interdisciplinary Review172 cited
  • 2015Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies171 cited
  • 2010An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation163 cited
  • 2006Nuclear Power: A Hedge against Uncertain Gas and Carbon Prices?163 cited
  • 2012Have oil and gas prices got separated?131 cited
  • 2008The price of power: The valuation of power and weather derivatives130 cited
  • 2015Intraday volatility interaction between the crude oil and equity markets116 cited
  • 2008WTI crude oil Futures in portfolio diversification: The time-to-maturity effect115 cited
  • 2013A Survey of Commodity Markets and Structural Models for Electricity Prices100 cited
  • 2011Integrated Optimization of Procurement, Processing, and Trade of Commodities

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

93 cited
  • 2011Commodity Price Dynamics92 cited
  • 2009A two-factor model for the electricity forward market88 cited