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2023Computational Economics: Vol. 62, Issue 4Calibration of Storage Model by Multi-Stage Statistical and Machine Learning MethodsGianluca Fusai, Marina Marena, Andrea Roncoroni
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2023Energy Economics: Vol. 121A weekly structural VAR model of the US crude oil marketNiaz Bashiri Behmiri, Maryam Ahmadi, Juha-Pekka Junttila, Matteo Manera
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2023Journal of Commodity Markets: Vol. 31Wheat price volatility regimes over 140 years: An analysis of daily price rangesMarco Haase, Heinz Zimmermann, Matthias Huss
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2022Resources Policy: Vol. 77Inventories and the term structure of oil prices: A complex relationshipJean-Thomas Bernard, Lynda Khalaf, Maral Kichian, Sebastien McMahon
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2022Revue d'économie financière: Vol. N° 147, Issue 3Les effets de la guerre en Ukraine sur les marchés mondiaux de matières premièresYen-Hsien Lee, Hsu-Ning Hu, Jer-Shiou Chiou
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2020Energy Economics: Vol. 91Interpreting the oil risk premium: Do oil price shocks matter?Naser Khiabani, Mohammad Amin Naderian
2020Studies in Nonlinear Dynamics & Econometrics: Vol. 24, Issue 5The role of the threshold effect for the dynamics of futures and spot prices of energy commoditiesMichal Rubaszek, Zuzanna Karolak, Marek Kwas, Gazi Salah Uddin
2020Enterprise & Society: Vol. 21, Issue 1Energizing Finance: The Energy Crisis, Oil Futures, and Neoliberal NarrativesBoda Kang, Christina Sklibosios Nikitopoulos, Marcel Prokopczuk
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2019SSRN Electronic Journal Oil Futures Volatility and the EconomyFederico Carlini, Bent Jesper Christensen, Nabanita Datta Gupta, Paolo Santucci de Magistris
2019ECONOMIA AGRO-ALIMENTARE, Issue 2Contractual arrangements in the Italian durum wheat supply chain: The impacts of the "Fondo grano duro"Stefano Ciliberti, Gaetano Martino, Angelo Frascarelli, Gabriele Chiodini
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2019Journal of Commodity Markets: Vol. 13Jumps in commodity marketsDuc Binh Benno Nguyen, Marcel Prokopczuk
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2019Journal of International Money and Finance: Vol. 95Price discovery in commodity futures and cash markets with heterogeneous agentsAndreas Knaut, Martin Paschmann
2019The Energy Journal: Vol. 40, Issue 2Informed Trading in the WTI Oil Futures MarketOlivier Rousse, Benoît Sévi
2019Energy Economics: Vol. 81Price volatility in commodity markets with restricted participationMarkus Hochradl, Margarethe Rammerstorfer
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2018Journal of Political Economy: Vol. 126, Issue 3Hotelling under PressureJulien Chevallier
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2018International Journal of Financial Studies: Vol. 6, Issue 4The Lead–Lag Relationship between Oil Futures and Spot Prices—A Literature Review
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2018Journal of Commodity Markets: Vol. 10Financialization and the returns to commodity investmentsScott H. Irwin, Dwight R. Sanders, Lei Yan
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2018Journal of Banking & Finance: Vol. 95Equilibrium commodity prices with irreversible investment and non-linear technologiesR. Weijermars, Z. Sun
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2017SSRN Electronic Journal Informing SPR Policy Through Oil Futures and Inventory DynamicsHanxiong Zhang, Benjamin R. Auer, Dimitrios I. Vortelinos
2017Journal of Futures Markets: Vol. 37, Issue 12Do futures prices help forecast the spot price?Paul D. Kaplan
2017Review of Quantitative Finance and Accounting: Vol. 48, Issue 3The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option pricesXinghua Fan, Shasha Li, Lixin Tian
2017Theoretical Foundations of Chemical Engineering: Vol. 51, Issue 6Mathematical Methods for the Multi-Criteria Optimization of Structure and Management of Energy Efficient Gas Supply ChainsDerek Lemoine
2017The Energy Journal: Vol. 38, Issue 2Specifying An Efficient Renewable Energy Feed-in TariffShanying Xu, Xi Chen, Ai Han
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2017Journal of International Economics: Vol. 108Emerging economies business cycles: The role of commodity terms of trade newsFawzan Abdul Aziz Al Fawzan
2017Journal of Research in Economic Modeling: Vol. 8, Issue 29Forecasting Risk Premium in Crude Oil futures Market with BVARnafiseh behradmehr, mohsen mehrara, mohammad mazraati, hadi dadafarid
2017Agribusiness: Vol. 33, Issue 4International aggregate agricultural supply for grain and oilseed: The effects of efficiency and technological changeNestor Le Clech, Carmen Fillat‐Castejón
2017Agricultural Economics: Vol. 48, Issue 1Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor‐augmented VAR analysesMd Rafayet Alam, Scott Gilbert
2017The Energy Journal: Vol. 38, Issue 5Speculation in Commodity Futures Markets, Inventories and the Price of Crude OilSung Je Byun
2017SSRN Electronic Journal Jumps in Commodity MarketsDuc Binh Benno Nguyen, Marcel Prokopczuk
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2016Quantitative Finance: Vol. 16, Issue 12Is news related to GDP growth a risk factor for commodity futures returns?Daniel Tsvetanov, Jerry Coakley, Neil Kellard
2016SSRN Electronic Journal Inflation Expectations and the Price at the PumpCarola Conces Binder
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2016Energy Economics: Vol. 53Optimal design of feed-in-tariffs to stimulate renewable energy investments under regulatory uncertainty — A real options analysisAudun Botterud, Tarjei Kristiansen, Marija D. Ilic
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2016Journal of Futures Markets: Vol. 36, Issue 2The Return–Volatility Relation in Commodity Futures MarketsNaomi Boyd, Bingxin Li, Rui Liu
2016SSRN Electronic Journal Informed Trading in Oil-Futures MarketOlivier Rousse, Benoot SSvi
2016Review of Quantitative Finance and Accounting: Vol. 47, Issue 3Further evidence on the explanatory power of spot food and energy commodities market prices for futures pricesPhillip A. Cartwright, Natalija Riabko
2016SSRN Electronic Journal Informed Trading in Oil-Futures MarketOlivier Rousse, Benoot SSvi
2016Review of Financial Studies: Vol. 29, Issue 8Commodities as CollateralQiang Zhao, Guiding Gu
2016Energy Economics: Vol. 53Convenience yield in commodity price modeling: A regime switching approachAbdullah Almansour
2016Computers & Operations Research: Vol. 66Valuation of commodity derivatives with an unobservable convenience yieldAnh Ngoc Lai, Constantin Mellios
2016Quantitative Finance: Vol. 16, Issue 10A pairs trading strategy based on linear state space models and the Kalman filterPeng Liu, Zhigang Qiu, David Xiaoyu Xu
2016Journal of Futures Markets: Vol. 36, Issue 6Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment PeriodDaniel Hach, Stefan Spinler
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2016American Economic Journal: Macroeconomics: Vol. 8, Issue 2The Simple Economics of Commodity Price SpeculationChristopher R. Knittel, Robert S. Pindyck
2016Journal of Futures Markets: Vol. 36, Issue 4Spot and Futures Markets Linkages: Does Contango Differ from Backwardation?Viviana Fernandez
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2015Energy Economics: Vol. 49Understanding rig rate formation in the Gulf of MexicoHossein Razavi
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2015SSRN Electronic JournalThe Return-Volatility Relation in Commodity Futures MarketsChristiane Baumeister
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2015Journal of Mathematical Finance: Vol. 05, Issue 03Approximation for Convenience Yield with Mean-Reverting Commodity Price
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2015SSRN Electronic JournalInnovations in the Crude Oil Market: Sentiment, Exploration and Production Methods
2015Journal of Futures Markets: Vol. 35, Issue 7A Convenience Yield Approximation Model for Mean‐Reverting CommoditiesEngelbert J. Dockner, Zehra Eksi, Margarethe Rammerstorfer
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2015Credit and Capital Markets – Kredit und Kapital: Vol. 48, Issue 2Three Narratives on the Changing Face of Global Commodities Market StructureAndreas Röthig
2015Physica A: Statistical Mechanics and its Applications: Vol. 428Cross-correlation between interest rates and commodity pricesQing Wang, Yiming Hu
2015Resources Policy: Vol. 45Dynamic relationships between spot and futures prices. The case of energy and gold commoditiesBernardina Algieri
2015The Energy Journal: Vol. 36, Issue 2The Convenience Yield and the Informational Content of the Oil Futures PriceConstantin Mellios
2015Journal of Financial Engineering: Vol. 02, Issue 01Comparison of commodity future pricing approaches with cointegration techniquesChristian Stepanek
2015Journal of Agricultural Economics: Vol. 66, Issue 1Measuring the Volatility of Wheat Futures Prices on the LIFFENaomi E. Boyd, Bingxin Li, Rui Liu
2014Energy Economics: Vol. 46Crude oil: Commodity or financial asset?Beatriz Martínez, Hipòlit Torró
2014Journal of Futures Markets: Vol. 34, Issue 10Noisy Inventory Announcements and Energy PricesDon Bredin, Eamonn O Ciagain, Cal B. Muckley
2014Energy Economics: Vol. 46Macro determinants of volatility and volatility spillover in energy marketsBerna Karali, Octavio A. Ramirez
2014Energy Economics: Vol. 46Effect of inventory announcements on crude oil price volatilityNiall Farrell, Mel T. Devine, William T. Lee, James P. Gleeson, Seán Lyons
2014Agricultural Economics: Vol. 45, Issue 4A roller coaster ride: an empirical investigation of the main drivers of the international wheat priceBenjamin Murgas, Alvin Henao, Luceny Guzman
2014Journal of Futures Markets: Vol. 34, Issue 7The Predictive Content of Commodity FuturesMenzie D. Chinn, Olivier Coibion
2014SSRN Electronic JournalHow to Value a Gas Storage FacilityBerna Karali, Shiyu Ye, Octavio A. Ramirez
2014Review of Financial Economics: Vol. 23, Issue 4Business cycle, storage, and energy pricesMara Madaleno, Carlos Pinho
2014SSRN Electronic JournalWhy is Spot Carbon so Cheap and Future Carbon so Dear? The Term Structure of Carbon PricesDon Bredin, John E. Parsons
2014SSRN Electronic JournalWhy Is Spot Carbon so Cheap and Future Carbon So Dear? The Term Structure of Carbon PricesDerek W. Bunn
2014Corporate Governance: Vol. 14, Issue 5Does agricultural commodity speculation contribute to sustainable development?Gilbert Lenssen, André Nijhof, Ludwig Roger, Henk Kievit, Christina Kleinau, Nick Lin-Hi
2013The Quarterly Review of Economics and Finance: Vol. 53, Issue 1Commodity futures prices: More evidence on forecast power, risk premia and the theory of storageJilong Chen, Christian Ewald, Ruolan Ouyang, Sjur Westgaard, Xiaoxia Xiao
2013Review of Financial Studies: Vol. 26, Issue 5Economic Linkages, Relative Scarcity, and Commodity Futures ReturnsJaime Casassus, Peng Liu, Ke Tang
2013Journal of Industrial Ecology: Vol. 17, Issue 5Evaluation of Life Cycle Assessment Recycling Allocation MethodsJeremiah X. Johnson, Colin A. McMillan, Gregory A. Keoleian
2013SSRN Electronic JournalExchange Rates and Commodity Prices: Measuring Causality at Multiple HorizonsPedro Gomis-Porqueras, Vipin Arora
2013International Review of Financial Analysis: Vol. 27Investment decision in integrated steel plants under uncertaintyShan Chen, Margaret C. Insley, Tony S. Wirjanto
2013SSRN Electronic JournalCapacity Payment Impact on Gas-Fired Generation Investments under Rising Renewable Feed-In -- A Real Options AnalysisV. P. Meshalkin
2013SSRN Electronic JournalCommodities as CollateralKe Tang, Haoxiang Zhu
2013International Journal of Theoretical and Applied Finance: Vol. 16, Issue 06COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEWFernando Palao, Ángel Pardo
2013SSRN Electronic JournalGreen Expectations: Current Effects of Anticipated Carbon PricingZura Kakushadze, Juan Andrés Serur
2013Regional Science and Urban Economics: Vol. 43, Issue 6Commodity house pricesCharles Ka Yui Leung, Song Shi, Edward Chi Ho Tang
2013SSRN Electronic JournalOptimal Design of Feed-in-Tariffs to Stimulate Renewable Energy Investments Under Regulatory Uncertainty - A Real Options AnalysisXiaoye Jin
2013Agricultural Finance Review: Vol. 73, Issue 1Testing for speculative bubbles in agricultural commodity prices: a regime switching approachCarlos Eduardo de Moura, Adrian Pizzinga, Jorge Zubelli
2012SSRN Electronic JournalFutures Trading and the Excess Comovement of Commodity PricesMark W. French
2012SSRN Electronic JournalAn Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time?JANIS BACK, MARCEL PROKOPCZUK
2012SSRN Electronic JournalIntegrating Commodity Markets in the Optimal Procurement Policies of a Stochastic Inventory SystemQianqian Mao, Jens-Peter Loy, Thomas Glauben, Yanjun Ren
2012SSRN Electronic JournalInformational Efficiency in Futures Markets for Crude OilAndreas Fritz, Christoph Weber
2012European Journal of Operational Research: Vol. 220, Issue 1Renewable energy investments under different support schemes: A real options approachTrine Krogh Boomsma, Nigel Meade, Stein-Erik Fleten
2012SSRN Electronic JournalThe Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETSStefan Trueck, Wolfgang Hardle, Rafal Weron
2012SSRN Electronic JournalEnergy Derivatives' Market DynamicsMarek Kolodziej, Robert K. Kaufmann, Nalin Kulatilaka, David Bicchetti, Nicolas Maystre
2012Journal of Applied Econometrics: Vol. 27, Issue 4An identification‐robust test for time‐varying parameters in the dynamics of energy pricesJean‐Thomas Bernard, Jean‐Marie Dufour, Lynda Khalaf, Maral Kichian
2012Journal of Futures Markets: Vol. 32, Issue 6Does the price of crude oil respond to macroeconomic news?Arjun Chatrath, Hong Miao, Sanjay Ramchander
2012SSRN Electronic JournalThe Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value ApproachClaudio Dicembrino, Pasquale L. Lucio Scandizzo
2012SSRN Electronic JournalOil Price Forecast Evaluation with Flexible Loss Functions
2012SSRN Electronic Journal The Impact of Stochastic Convenience Yield on Long-Term Forestry Investment DecisionsRabin K. Jana, Indranil Ghosh, P. N. Ram Kumar
2012SSRN Electronic JournalThe Economics of Renewable EnergyAnna Creti, Bertrand Villeneuve, Corinne Chaton
2012SSRN Electronic JournalCommodity Price Dynamics and Derivatives Valuation: A ReviewChris Brooks, Marcel Prokopczuk, Yingying Wu
2012Journal of Futures Markets: Vol. 32, Issue 5The convenience yield implied in European natural gas hub tradingMatthias Hundt, Ninghong Sun
2012Technological Forecasting and Social Change: Vol. 79, Issue 7Options in technology investment games: The real world TFT-LCD industry caseEfe Caglar Cagli, Dilvin Taskin, Pınar Evrim Mandaci
2011Energy Economics: Vol. 33, Issue 5Multiscale entropy analysis of crude oil price dynamicsMiroslava Zavadska, Lucía Morales, Joseph Coughlan
2011SSRN Electronic JournalEvaluating the Forecasting Performance of Commodity Futures Prices
2011SSRN Electronic JournalFinancial-Demand Based Commodity Pricing: A Theoretical Model for Financialization of CommoditiesLouisa Chen, Thanos Verousis, Kai Wang, Zhiping Zhou
2011SSRN Electronic JournalThe Role of Financial Markets in Determining Physical Oil Prices: A Survey of the LiteratureBoda Kang, Christina Sklibosios Nikitopoulos, Marcel Prokopczuk
2011Management of Environmental Quality: An International Journal: Vol. 22, Issue 5Risk premia in CO2 allowances: spot and futures prices in the EEX marketGianluca Fusai, Marina Marena, Andrea Roncoroni
2011SSRN Electronic JournalWhat Explains Risk Premia in Crude Oil Futures?Petter Osmundsen, Knut Einar Rosendahl, Terje Skjerpen
2011Energy Systems: Vol. 2, Issue 3-4Regional energy markets and the cost of natural flow dam operationHui Bu
2011SSRN Electronic JournalOil Price Dynamics in a Real Business Cycle ModelAlexandre Szklo, Henrique Vilela Pinto Dos Anjos
2011OPEC Energy Review: Vol. 35, Issue 4What explains risk premiums in crude oil futures?*Marko Melolinna
2011SSRN Electronic JournalMean-Variance Optimization of Power Generation Portfolios Under Uncertainty in the Merit OrderChristoph Weber, Malte Sunderkötter
2011SSRN Electronic JournalAn Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy PricesAndrea Bastianin, Matteo Manera, Anil Markandya, Elisa Scarpa
2011SSRN Electronic JournalThe Food Crises: A Quantitative Model of Food Prices Including Speculators and Ethanol ConversionJoshua G. Maples, B. Wade Brorsen
2011The Journal of Index Investing: Vol. 2, Issue 1Futures-Based Commodity ETFsW.-H. Liu
2011Journal of Empirical Finance: Vol. 18, Issue 2The stochastic behavior of commodity prices with heteroskedasticity in the convenience yieldJanis Back, Marcel Prokopczuk
2011SSRN Electronic JournalCommodity Futures Prices: More Evidence on Forecast Power, Risk Premia and the Theory of StorageChris Brooks, Marcel Prokopczuk, Yingying Wu
2010SSRN Electronic JournalOil Products Price Dynamics - Mean Reversion and Structural Breaks: Application of ARMA-GARCH-Class ModelsMarco Lagi, Yavni Bar-Yam, Karla Z. Bertrand, Yaneer Bar-Yam
2010Geoforum: Vol. 41, Issue 4Oil ‘futures’: Shell’s Scenarios and the social constitution of the global oil marketAnna Zalik
2010Energy Economics: Vol. 32, Issue 2Oil price dynamics and speculationGiulio Cifarelli, Giovanna Paladino
2010Energy Economics: Vol. 32, Issue 2Jump dynamics with structural breaks for crude oil pricesSophie van Huellen
2010Energy Economics: Vol. 32, Issue 5The relationship between spot and futures prices in the Nord Pool electricity marketThor Bøckman, Stein-Erik Fleten, Erik Juliussen, Håvard J. Langhammer, Ingemar Revdal
2010European Journal of Operational Research: Vol. 206, Issue 3Technology choice under several uncertainty sources
2010SSRN Electronic JournalAlternative Risk Transfer: The Convergence of the Insurance and Capital Markets, Part III – Utilization of Life Insurance-Linked SecuritiesSophie van Huellen
2010The Journal of Index Investing: Vol. 1, Issue 1The Long and Short of Commodity IndexesPaul D. Kaplan
2010The Energy Journal: Vol. 31, Issue 2Valuing Plug-In Hybrid Electric Vehicles’ Battery Capacity Using a Real Options FrameworkDerek M. Lemoine
2010European Journal of Operational Research: Vol. 206, Issue 2Developing a market-based approach to managing the US strategic petroleum reserveSoren T. Anderson, Ryan Kellogg, Stephen W. Salant
2010Journal of Applied Econometrics: Vol. 25, Issue 4What do we learn from the price of crude oil futures?Jaime Casassus, Pierre Collin-Dufresne, Bryan R. Routledge
2010IMF Working Papers: Vol. 10, Issue 222How Commodity Price Curves and Inventories React to a Short-Run Scarcity ShockNese Erbil, Shaun Roache
2010Quantitative Finance: Vol. 10, Issue 8Markov models for commodity futures: theory and practiceLeif Andersen
2009SSRN Electronic JournalRisk-Adjusted Forecasts of Oil PricesPatrizio Pagano, Massimiliano Pisani
2009Energy Policy: Vol. 37, Issue 5Cointegration between oil spot and future prices of the same and different grades in the presence of structural changeKonstantinos Skindilias, Chia Chun Lo
2009Energy Economics: Vol. 31, Issue 1The dynamics of a nonlinear relationship between crude oil spot and futures prices: A multivariate threshold regression approachDon Bredin, John E. Parsons
2009Energy Economics: Vol. 31, Issue 4Physical market determinants of the price of crude oil and the market premiumNader Karimi, Hirbod Assa, Erfan Salavati, Hojatollah Adibi
2009Energy Economics: Vol. 31, Issue 1Forecasting volatility of crude oil marketsJ. Arnold Quinn, James D. Reitzes, Adam C. Schumacher
2009Energy Economics: Vol. 31, Issue 2Investment and uncertainty in the international oil and gas industry
2009SSRN Electronic JournalCarbon Allowances as Inputs or Financial Assets: Lesson Learned from the Pilot Phase of the EU-ETSLeif B. G. Andersen
2009Finance and Economics Discussion Series: Vol. 2009, Issue 29Does Speculation Affect Spot Price Levels? The Case of Metals with and without Futures MarketsGeorge M. Korniotis
2009The Energy Journal: Vol. 30, Issue 3Natural Gas Pricing in Countries of the Middle East and North Africa
2009Energy Policy: Vol. 37, Issue 12Does the European natural gas market pass the competitive benchmark of the theory of storage? Indirect tests for three major trading pointsRafał Weron
2009SSRN Electronic JournalIs Oil a Financial Asset? An Empirical Investigation Spanning the Last Fifteen YearsRoberta Pellegrino, Nicola Costantino, Danilo Tauro
2009SSRN Electronic JournalValuing Plug-In Hybrid Electric Vehicles' Battery Capacity Using a Real Options FrameworkLuiz de Magalhães Ozorio, Carlos de Lamare Bastian-Pinto, Tara Keshar Nanda Baidya, Luiz Eduardo Teixeira Brandão
2008SSRN Electronic JournalMarkov Models for Commodity Futures: Theory and PracticeJostein Tvedt
2008SSRN Electronic JournalLong and Short Term Jumps in Commodity Futures PricesCALEB WELLUM
2008Energy Economics: Vol. 30, Issue 2Does oilrig activity react to oil price changes? An empirical investigationGuro Børnes Ringlund, Knut Einar Rosendahl, Terje Skjerpen
2008Journal of Banking & Finance: Vol. 32, Issue 10Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity marketsTommie Murphy, Stephen Kelly, Khurshid Ahmad
2008The European Journal of Finance: Vol. 14, Issue 2Commodity volatility modelling and option pricing with a potential function approachAdrian Fernandez-Perez, Alexandre Garel, Ivan Indriawan
2008Energy Economics: Vol. 30, Issue 3Asymmetric price responses, market integration and market power: A study of the U.S. natural gas marketDonald Murry, Zhen Zhu
2008Energy Economics: Vol. 30, Issue 3Market price of risk implied by Asian-style electricity options and futuresGuillaume Chevillon, Christine Rifflart
2008European Journal of Operational Research: Vol. 190, Issue 1Investment timing and optimal capacity choice for small hydropower projectsAndrew Clark
2007Journal of Forecasting: Vol. 26, Issue 7Forecasting the price of crude oil via convenience yield predictionsRichard G. Newell, Brian Prest
2007SSRN Electronic JournalGas Storage and Security of Supply in the Medium RunViviana Fernandez
2007Journal of Futures Markets: Vol. 27, Issue 4On inverse carrying charges and spatial arbitrageDonald F. Larson
2007SSRN Electronic JournalCommodity Asian Options: A Closed-Form FormulaWei Yao, Constantinos Alexiou
2006SSRN Electronic JournalExplaining Large Inventories: The Case of IranAnton Dobronogov, Ahmad R. Jalali-Naini
2006SSRN Electronic Journal Convenience Yields for Co2 Emission Allowance Futures ContractsDavid Dubofsky
2005SSRN Electronic JournalWhy and When do Spot Prices of Crude Oil Revert to Futures Price Levels?Babak Jafarizadeh, Reidar B. Bratvold
2005OPEC Review: Vol. 29, Issue 2Explaining the so‐called “price premium” in oil marketsAntonio Merino, Álvaro Ortiz
2005Management Science: Vol. 51, Issue 7Soybean Inventory and Forward Curve DynamicsHélyette Geman, Vu-Nhat Nguyen
2005SSRN Electronic JournalCommodity Forecasting for Tactical Asset AllocationNader Karimi, Hirbod Assa, Erfan Salavati, Hojatollah Adibi
2005SSRN Electronic JournalValuation of Commodity Derivatives with an Unobservable Convenience YieldChun-Hung (Hugo) Tang
2005Finance and Economics Discussion Series: Vol. 2005.0, Issue 30Why and When do Spot Prices of Crude Oil Revert to Futures Price Levels?Dragan Miljkovic, Cole Goetz
2004The Energy Journal: Vol. 25, Issue 3Implied Volatility of Oil Futures Options Surrounding OPEC MeetingsCatherine Bobtcheff, Stéphane Villeneuve
2004Energy Policy: Vol. 32, Issue 9Pricing of Contracts for Difference in the Nordic marketT. Kristiansen
2004Contemporary Economic Policy: Vol. 22, Issue 2Dynamic Relationships among GCC Stock Markets and Nymex Oil FuturesCarl Chiarella, Boda Kang, Christina Nikitopoulos Sklibosios, Thuy Duong To
2004SSRN Electronic JournalOil Price Developments: Drivers, Economic Consequences and Policy ResponsesAnne-Marie Brook, Robert Price, Douglas Sutherland, Niels Westerlund, Christophe Andre
2004Journal of Petroleum Science and Engineering: Vol. 44, Issue 1-2Valuation of exploration and production assets: an overview of real options modelsLingfei Li, Vadim Linetsky
2003Atlantic Economic Journal: Vol. 31, Issue 1Elasticity of demand for relative petroleum inventory in the short runMichael Ye, John Zyren, Joanne Shore
2003IEEE Power and Energy Magazine: Vol. 1, Issue 2Valuation of services. Competitive industry modelingDragan Miljkovic, Puneet Vatsa, Frayne Olson


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