Can Commodities Dominate Stock and Bond Portfolios? ( abstract )

Predictability and Diversification Benefits of Investing in Commodity and Currency Futures ( abstract )

On the Risk-Return Contribution of Commodities in Diversified Portfolios ( abstract )

Dynamic Supply Adjustment and Banking Under Uncertainty: The Market Stability Reserve ( abstract )

Carbon Pricing in New Zealand’s Emissions Trading Scheme ( abstract )

The Influence of Twitter Sentiment in the EU Emissions Trading Scheme ( abstract )

WTI Crude oil option implied VaR and CVaR: an empirical application ( abstract )

Assessing Model Risk in Financial and Power Markets using Dynamic Conditional VaRs ( abstract )

Risk quantification for Commodity ETFs: Backtesting Value-at-Risk and Expected Shortfall ( abstract )

The volatility of natural gas prices in the United Kingdom market: drivers and spillover effects ( abstract )

Unexpected Wealth Change and Mortgage Default: Evidence from the Shale Gas Boom ( abstract )

Capturing Long‐Term Coupling and Short‐Term Decoupling Crude Oil and Natural Gas Prices ( abstract )

Degree of Integration between Brent Oil Spot and Futures Markets: Intraday Evidence ( abstract )

Intraday relationship between jumps and trading volume on energy futures markets: A wavelet approach ( abstract )

WTI and Brent Futures Pricing Structure ( abstract )

Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil ( abstract )

Speculative Floating Oil ( abstract )

Determinants of the Shape of the Oil Futures Curve: Inventory, Consumption and Volatility ( abstract )

Risk and Decision Making for Electricity Forward Markets with Volatile Resources ( abstract )

An Extended Multi-Factor Structural Model for the Electricity Market ( abstract )

Variance Risk Premia in Commodity Markets ( abstract )

The Pricing of Skewness in Commodity Futures Markets: Risk or Lottery? ( abstract )

Metals: Resources or Financial Assets? A Multivariate Cross-Sectional Analysis ( abstract )

Optimal Control Of Battery Storage For Renewable Electricity Generation ( abstract )

Wind Energy Risk Modelling in Ultra-High Dimensional Space ( abstract )

Renewables, Allowances Markets, and Energy Mix in Energy-Only Markets ( abstract )

Dynamics and structural breaks between the biofuel, resources and oil prices on the European market ( abstract )

A Theory of High Frequency Market Making in Fragmented Markets ( abstract )

Order placement strategy and price formation under risk averse investors’ preference: the perspective of European carbon markets ( abstract )

Oil Risk and Financial Contagion ( abstract )

The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach ( abstract )

Oil Prices Volatility during Crises Periods ( abstract )

How Should Commodity Funds Decisions and Performance React to Size-Driven Liquidity Frictions? ( abstract )

Investing in commodity: why duplicating inventories? ( abstract )

Diversification benefits of commodities: A stochastic dominance efficiency approach ( abstract )

Financialization of Commodity Markets – Evidence from European Certificates Markets ( abstract )

Arbitrage and the Financial-Physical Nexus in Commodity Markets ( abstract )

An equilibrium model for spot and forward prices of commodities ( abstract )

Abnormal Returns in Markets for Congestion Revenue Rights ( abstract )

Default supply auctions incentive hedging in power derivatives markets ( abstract )

Threshold Effects of the Term Spread in Commodity Returns and Return Volatilities: A Double Threshold FIGARCH Approach ( abstract )

On the Economic Sources of Commodity Market Volatility ( abstract )

Gold Prices and Uncertainty ( abstract )

Microstructure of gold Exchange Traded Funds ( abstract )

A Study of Excess Volatility of Gold and Silver ( abstract )

Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets ( abstract )

Modeling Electricity Load with Inhomogeneous Markov-Switching Models ( abstract )

On the importance of the long-term seasonal component in day-ahead electricity price forecasting ( abstract )

Model Uncertainty in Electricity Interconnector Markets ( abstract )

Jump Activity Analysis for Affine Jump-diffusion Models: Evidences from the Commodity Market ( abstract )

Empirical pricing performance on long-dated crude oil derivatives: Do models with stochastic interest rates matter? ( abstract )

Risk Asymmetries in Hydrothermal Power Generation Markets ( abstract )

Application of Electricity Bid Stack Models for Dynamic Hedging Purposes ( abstract )

How to get the maximum value from your power plant's hedging ( abstract )

Energy industry's market value and oil price ( abstract )

Intraday Pairs Trading Strategies on High Frequency Data: The Case of Oil Companies ( abstract )

Disagreement and Environmental Tastes as Substitutes for Financial Performance in Energy Firms ( abstract )

Anatomy of risk premium in UK natural gas futures ( abstract )

The Economic Value of TIPS Arbitrage Mispricing ( abstract )

Basis-momentum ( abstract )

Financialization, e-Trading, and Commodity Market Quality ( abstract )

U.S. equity and commodity futures markets: hedging or financialization? ( abstract )

Comovement and the Financialization of Commodities ( abstract )

The Role of Fundamentals as Price Drivers in the Frozen Concentrated Orange Juice (FCOJ) Market ( abstract )

Hedging Gone Wild: Was Delta Airlines’ Purchase Of Trainer Refinery A Sound Risk Management Strategy? ( abstract )

Sanctions against Iran: An assessment of their global impact through the lens of international Methanol prices ( abstract )

Realized volatility of CO2 futures ( abstract )

Multivariate Constrained Robust M-Regression for Shaping Forward Curves in Energy Markets ( abstract )

Forecasting oil price realized volatility: A new approach ( abstract )

Integrated structural approach to Counterparty Credit Risk of Commodity Swaps ( abstract )

Energy imbalance market call options and the valuation of storage ( abstract )

Pricing commodity futures and options by means of jump-diffusion risk-neutral processes estimation ( abstract )

A Review of the Literature on Commodity Risk Management ( abstract )

Commodity Spot and Futures Prices with a Firm's Optimal Strategy ( abstract )

How Firms Should Hedge Non-Tradable Risk? ( abstract )

Modelling the Complex Dynamics of Daily Electricity Price Return Volatility ( abstract )

Optimal intra-day power trading with a Gaussian additive process ( abstract )

Structural model for electricity forward prices ( abstract )

Can Stale Oil Price News Predict Stock Returns? ( abstract )

Oil price uncertainty and the business cycle: Accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework ( abstract )

Oil Price Uncertainty Index: Capturing Media Information ( abstract )

Gas storage valuation under Lévy processes using the Fast Fourier Transform ( abstract )

Spillover effect of stock market panic on crude oil and natural gas markets ( abstract )

Model Risk in Gas Storage Valuation: Joint Calibration-Estimation Risk Measurement ( abstract )

Identifying Demand Shocks in Commodity Futures Markets through Changes in Volatility ( abstract )

Price Discovery and Trading Activity in Commodity Futures Markets ( abstract )

Anticipatory Trading in Brent Futures: Evidence from the unregulated Dated Brent Benchmark ( abstract )

Commodities, Financialization, and Heterogeneous Agents ( abstract )

Commodity returns co-movements: Fundamentals or “style”? ( abstract )

From the Samuelson Volatility Effect to a Samuelson Correlation Effect: An Analysis of Crude Oil Calendar Spread Options ( abstract )

A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options ( abstract )

Pricing and Hedging Three-Market Spread Options for the Management of Thermal Assets ( abstract )

Are Diamonds a safe haven. A financial basket index for diamonds. ( abstract )

Have oil prices really exhibited bubble behavior? pre-crises and recent evidence using OVX adjusted prices suggest not ( abstract )

In search of hedges and safe havens: evidence from rolling regression approach ( abstract )

Vessel Price Formation and Second Hand Market Activity in the Dry Bulk Shipping Industry ( abstract )

Determinants of shipping market fluctuations: A Bayesian Markov switching three state approach ( abstract )

Forecasting volatility of tanker freight rates based on asymmetric regime-switching GARCH models ( abstract )

Carbon Pass-Through Rates in Australian Electricity Futures Markets ( abstract )

Is information assimilated at announcements in the European Carbon Market? ( abstract )

Oil and Oil Company Stock Prices: Cointegration with Changing Regimes ( abstract )

Causes and Consequences of Oil Price Shocks on the UK Economy ( abstract )

The Economic Impact of Oil on Industry Portfolios ( abstract )

GOINGS ON ABOUT ENERGY COMMODITIES IN EUROPE ( abstract )

The Global Biodiesel Market Financial Commoditization ( abstract )