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2008European Journal of Operational Research: Vol. 190, Issue 1Investment timing and optimal capacity choice for small hydropower projectsSophie van Huellenhttp://dx.doi.org/10.1016/j.irfa.2016.03.014
2008Energy Economics: Vol. 30, Issue 2Does oilrig activity react to oil price changes? An empirical investigationMing Fang, Yizhou Lin, Chiu-Lan Changhttp://dx.doi.org/10.2139/ssrn.2784793
2008Journal of Banking & Finance: Vol. 32, Issue 10Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity marketshttp://dx.doi.org/10.1007/978-3-319-28201-5_10
2008The European Journal of Finance: Vol. 14, Issue 2Commodity volatility modelling and option pricing with a potential function approachlvaro Cartea, James Cheeseman, Sebastian Jaimungalhttp://dx.doi.org/10.2139/ssrn.2191659
2008SSRN Electronic JournalMarkov Models for Commodity Futures: Theory and PracticeN Samak, R Hosni , M Kamalhttp://dx.doi.org/10.1017/9781108399685.007
2008Energy Economics: Vol. 30, Issue 3Market price of risk implied by Asian-style electricity options and futuresTrevor A. Reeve, Robert John Vigfussonhttp://dx.doi.org/10.1016/j.jbankfin.2017.12.011
2008Energy Economics: Vol. 30, Issue 3Asymmetric price responses, market integration and market power: A study of the U.S. natural gas marketChristoph Weber, Malte Sunderkötterhttp://dx.doi.org/10.1016/j.eneco.2024.107965
2007Journal of Forecasting: Vol. 26, Issue 7Forecasting the price of crude oil via convenience yield predictionsMarie-Claude Beaulieu, Lynda Khalaf, Maral Kichian, Jean-Marie Dufourhttp://dx.doi.org/10.1007/978-3-8350-9408-6_2
2007SSRN Electronic JournalGas Storage and Security of Supply in the Medium RunJulien Chevallierhttp://dx.doi.org/10.1016/j.jcomm.2022.100310
2007Journal of Futures Markets: Vol. 27, Issue 4On inverse carrying charges and spatial arbitrageDonald F. Larsonhttp://dx.doi.org/10.1002/fut.20249
2007SSRN Electronic JournalCommodity Asian Options: A Closed-Form FormulaAlexandre R. Scarcioffolo, Xiaoli Etiennehttp://dx.doi.org/10.2139/ssrn.3732527
2006SSRN Electronic JournalExplaining Large Inventories: The Case of IranStefan Trueck, Wolfgang Hardle, Rafal Weronhttp://dx.doi.org/10.2139/ssrn.1783532
2006SSRN Electronic Journal Convenience Yields for Co2 Emission Allowance Futures ContractsFrederic Murphy, Fernando S. Oliveirahttp://dx.doi.org/10.1002/fut.21633
2005SSRN Electronic JournalWhy and When do Spot Prices of Crude Oil Revert to Futures Price Levels?Ingmar Ritzenhofen, Stefan Spinlerhttp://dx.doi.org/10.1016/j.jimonfin.2019.03.003
2005OPEC Review: Vol. 29, Issue 2Explaining the so‐called “price premium” in oil marketsChristian Stepanekhttp://dx.doi.org/10.5547/01956574.38.5.sbyu
2005Management Science: Vol. 51, Issue 7Soybean Inventory and Forward Curve DynamicsKiran Torani, Gordon Rausser, David Zilbermanhttp://dx.doi.org/10.2139/ssrn.3964392
2005Finance and Economics Discussion Series: Vol. 2005.0, Issue 30Why and When do Spot Prices of Crude Oil Revert to Futures Price Levels?Qianqian Mao, Jens-Peter Loy, Thomas Glauben, Yanjun Renhttp://dx.doi.org/10.1016/j.eneco.2014.12.008
2005SSRN Electronic JournalCommodity Forecasting for Tactical Asset AllocationXinghua Fan, Shasha Li, Lixin Tianhttp://dx.doi.org/10.1002/agr.21939
2005SSRN Electronic JournalValuation of Commodity Derivatives with an Unobservable Convenience YieldGiulio Cifarelli, Paolo Paesanihttp://dx.doi.org/10.1002/fut.20523
2004Energy Policy: Vol. 32, Issue 9Pricing of Contracts for Difference in the Nordic marketStefano Ciliberti, Gaetano Martino, Angelo Frascarelli, Gabriele Chiodinihttp://dx.doi.org/10.1007/s10479-021-04172-3
2004The Energy Journal: Vol. 25, Issue 3Implied Volatility of Oil Futures Options Surrounding OPEC Meetingshttp://dx.doi.org/10.1134/S004057952104031X
2004SSRN Electronic JournalOil Price Developments: Drivers, Economic Consequences and Policy ResponsesPhillip A. Cartwright, Natalija Riabkohttp://dx.doi.org/10.1016/j.eneco.2009.08.014
2004Contemporary Economic Policy: Vol. 22, Issue 2Dynamic Relationships among GCC Stock Markets and Nymex Oil FuturesPaul D. Kaplanhttp://dx.doi.org/10.1017/9781108399685.003
2004Journal of Petroleum Science and Engineering: Vol. 44, Issue 1-2Valuation of exploration and production assets: an overview of real options modelsNadav Ben Zeev, Evi Pappa, Alejandro Vicondoahttp://dx.doi.org/10.2139/ssrn.3074540
2003IEEE Power and Energy Magazine: Vol. 1, Issue 2Valuation of services. Competitive industry modelingKai Changhttp://dx.doi.org/10.2139/ssrn.2630107
2003Atlantic Economic Journal: Vol. 31, Issue 1Elasticity of demand for relative petroleum inventory in the short runDuc Binh Benno Nguyen, Marcel Prokopczukhttp://dx.doi.org/10.1016/j.regsciurbeco.2013.09.005

 

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