A Generic Multi-Factor Model for Commodity Derivatives-Reference-Cited by-同舟云学术

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A Generic Multi-Factor Model for Commodity Derivatives

Published:2022 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Lee David

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference8 articles.

1. The normal inverse Gaussian distribution and spot price modelling in energy markets;F Saltyte-Benth;Month End Swaption IPV Non-Seasonal Seasonal Hybrid References: Benth,2004

2. Collagenized commodity obligations;S Borovkova;Journal of Alternative Investments,2013

3. Seasonal and stochastic effects in commodity forward curves;S Borovkova;Review of Derivatives Research,2006

4. Correlation in the energy markets. Managing Energy Price Risk;E Kirk;Risk Publications and Enron,1995

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