no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
1 |
A space-time random field model for electricity forward prices
|
Benth, Fred Espen |
|
2018 |
95 |
C |
p. 203-216 |
article |
2 |
Cross-commodity news transmission and volatility spillovers in the German energy markets
|
Green, Rikard |
|
2018 |
95 |
C |
p. 231-243 |
article |
3 |
Dynamic corporate risk management: Motivations and real implications
|
Dionne, Georges |
|
2018 |
95 |
C |
p. 97-111 |
article |
4 |
Editorial Board
|
|
|
2018 |
95 |
C |
p. ii |
article |
5 |
Equilibrium commodity prices with irreversible investment and non-linear technologies
|
Casassus, Jaime |
|
2018 |
95 |
C |
p. 128-147 |
article |
6 |
From the Samuelson volatility effect to a Samuelson correlation effect: An analysis of crude oil calendar spread options
|
Schneider, Lorenz |
|
2018 |
95 |
C |
p. 185-202 |
article |
7 |
Gas storage valuation under multifactor LĂ©vy processes
|
Cummins, Mark |
|
2018 |
95 |
C |
p. 167-184 |
article |
8 |
Introduction—special issue on commodity and energy markets in the Journal of Banking and Finance
|
Roncoroni, Andrea |
|
2018 |
95 |
C |
p. 1-4 |
article |
9 |
Is food financialized? Yes, but only when liquidity is abundant
|
Ordu, Beyza Mina |
|
2018 |
95 |
C |
p. 82-96 |
article |
10 |
Oil volatility risk and expected stock returns
|
Christoffersen, Peter |
|
2018 |
95 |
C |
p. 5-26 |
article |
11 |
Optimal forward trading and battery control under renewable electricity generation
|
Hinz, Juri |
|
2018 |
95 |
C |
p. 244-254 |
article |
12 |
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter?
|
Cheng, Benjamin |
|
2018 |
95 |
C |
p. 148-166 |
article |
13 |
Risk factors and their associated risk premia: An empirical analysis of the crude oil market
|
Hain, Martin |
|
2018 |
95 |
C |
p. 44-63 |
article |
14 |
Risk-optimized pooling of intermittent renewable energy sources
|
Gersema, Gerke |
|
2018 |
95 |
C |
p. 217-230 |
article |
15 |
Speculation, risk aversion, and risk premiums in the crude oil market
|
Li, Bingxin |
|
2018 |
95 |
C |
p. 64-81 |
article |
16 |
The balance sheet effects of oil market shocks: An industry level analysis
|
ElFayoumi, Khalid |
|
2018 |
95 |
C |
p. 112-127 |
article |
17 |
The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures
|
Frino, Alex |
|
2018 |
95 |
C |
p. 27-43 |
article |