Journal of Commodity Markets - Volume 4 - Issue 1

A tutorial on portfolio-based control algorithms for merchant energy trading operations

Fulltext Access 13 Pages 2016

Commodities' common factor: An empirical assessment of the markets' drivers

Fulltext Access 13 Pages 2016

The connectedness between crude oil and financial markets: Evidence from implied volatility indices

Fulltext Access 35 Pages 2016

The dynamics of precious metal markets VaR: A GARCHEVT approach

Fulltext Access 14 Pages 2016

An equilibrium model for the OTC derivatives market with a collateral agreement

Fulltext Access 25 Pages 2016