| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A space-time random field model for electricity forward prices
|
Benth, Fred Espen
|
|
2018
|
95 |
C |
p. 203-216
|
artikel
|
| 2 |
Cross-commodity news transmission and volatility spillovers in the German energy markets
|
Green, Rikard
|
|
2018
|
95 |
C |
p. 231-243
|
artikel
|
| 3 |
Dynamic corporate risk management: Motivations and real implications
|
Dionne, Georges
|
|
2018
|
95 |
C |
p. 97-111
|
artikel
|
| 4 |
Editorial Board
|
|
|
2018
|
95 |
C |
p. ii
|
artikel
|
| 5 |
Equilibrium commodity prices with irreversible investment and non-linear technologies
|
Casassus, Jaime
|
|
2018
|
95 |
C |
p. 128-147
|
artikel
|
| 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
|
artikel
|
| 7 |
Gas storage valuation under multifactor Lévy processes
|
Cummins, Mark
|
|
2018
|
95 |
C |
p. 167-184
|
artikel
|
| 8 |
Introduction—special issue on commodity and energy markets in the Journal of Banking and Finance
|
Roncoroni, Andrea
|
|
2018
|
95 |
C |
p. 1-4
|
artikel
|
| 9 |
Is food financialized? Yes, but only when liquidity is abundant
|
Ordu, Beyza Mina
|
|
2018
|
95 |
C |
p. 82-96
|
artikel
|
| 10 |
Oil volatility risk and expected stock returns
|
Christoffersen, Peter
|
|
2018
|
95 |
C |
p. 5-26
|
artikel
|
| 11 |
Optimal forward trading and battery control under renewable electricity generation
|
Hinz, Juri
|
|
2018
|
95 |
C |
p. 244-254
|
artikel
|
| 12 |
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter?
|
Cheng, Benjamin
|
|
2018
|
95 |
C |
p. 148-166
|
artikel
|
| 13 |
Risk factors and their associated risk premia: An empirical analysis of the crude oil market
|
Hain, Martin
|
|
2018
|
95 |
C |
p. 44-63
|
artikel
|
| 14 |
Risk-optimized pooling of intermittent renewable energy sources
|
Gersema, Gerke
|
|
2018
|
95 |
C |
p. 217-230
|
artikel
|
| 15 |
Speculation, risk aversion, and risk premiums in the crude oil market
|
Li, Bingxin
|
|
2018
|
95 |
C |
p. 64-81
|
artikel
|
| 16 |
The balance sheet effects of oil market shocks: An industry level analysis
|
ElFayoumi, Khalid
|
|
2018
|
95 |
C |
p. 112-127
|
artikel
|
| 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
|
artikel
|
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