- Crude oil prices and kernel-based models
- A two-state Markov-switching distinctive conditional variance application for tanker freight returns
- Using Monte Carlo simulation with DCF and real options risk pricing techniques to analyse a mine financing proposal
- On the lease rate, convenience yield and speculative effects in the gold futures market
20 January 2014
Special issue published: "Commodities Financial Management: Part 2"
International Journal of Financial Engineering and Risk Management 1(3) 2014
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