1

Increasing trends in the excess comovement of commodity prices

Year:
2016
Language:
english
File:
PDF, 1.42 MB
english, 2016
3

A cointegrated commodity pricing model

Year:
2012
Language:
english
File:
PDF, 1.24 MB
english, 2012
8

Cointegrated Commodity Pricing Model

Year:
2009
Language:
english
File:
PDF, 970 KB
english, 2009
11

Corrigendum

Year:
1992
Language:
english
File:
PDF, 54 KB
english, 1992
13

Commodity Spread Option with Cointegration

Year:
2014
Language:
english
File:
PDF, 369 KB
english, 2014
36

Emission Allowance as a Derivative on Commodity-Spread

Year:
2013
Language:
english
File:
PDF, 877 KB
english, 2013