6 research outputs found
Informational Efficiency in Futures Markets for Crude Oil
- Author
- A C Harvey
- A Charles
- A M M Masih
- A Timmermann
- A W Lo
- Andreas Fritz
- B G Malkiel
- B G Malkiel
- B M Tabak
- C Crnkovic
- Christoph Weber
- D Duffie
- D M Newbery
- Days
- Days
- Days
- Days
- Days
- E Benz
- E Dimson
- E F Fama
- E F Fama
- E F Fama
- E S Schwartz
- E Schwartz
- F A S Postali
- F X Diebold
- G Cifarelli
- G Cortazar
- H Roberts
- J Alvarez-Ramirez
- J Alvarez-Ramirez
- J C Cox
- J D Hamilton
- J Elder
- J H Cochrane
- K Dowd
- M C Jensen
- M D Chinn
- M Rosenblatt
- P A Samuelson
- P Silvapulle
- Q Dai
- R Alquist
- R E Lucas
- R Gibson
- R S Pindyck
- R S Pindyck
- S Figlewski
- S G G�len
- S H Irwin
- S Maslyuk
- Spot Price In
- W F M De Bondt
- W Shambora
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Carbon markets in times of VUCA: a weak-form efficiency investigation of the phase II EU ETS
- Author
- Abeysekera S. P.
- Abraham A.
- Alberola E.
- Albrecht J.
- Antoniou A.
- Bachelier L.
- Bailey W.
- Barnes P.
- Boutaba M. A.
- Charles A.
- Chevallier J.
- Chevallier J.
- Chow V. K.
- Cootner P. H.
- Cowles 3rd A. C.
- Darrat A. F.
- Daskalakis G.
- Dickey D. A.
- Dimson E.
- Egenhoffer C.
- El-Erian M.
- Elam E.
- Errunza V. R.
- Fama E. F.
- Fama E. F.
- Fama E. F.
- Fama E. F.
- Feng Z. H.
- Geary R. C.
- Gilmore C. G.
- Gronwald M.
- Gu A. Y.
- Guidi F.
- Gupta R.
- Harvey C.
- Kendall M. G.
- Klepsch C.
- Laurence M.
- Ljung G. M.
- Lo A. W.
- Lu W.
- Maydybura A.
- McNicholas P.
- Miclăus P. G.
- Montagnoli A.
- Mood A. M.
- Newey W. K.
- Pearson K.
- Phillips P. C.B.
- Schwarz G.
- Shambora W. E.
- Smith G.
- Smith G.
- Taberner J.
- Taylor R.
- Uhrig-Homburg M.
- Wallis W.
- World Bank
- Worthington A. C.
- Wright J. H.
- Publication venue
- 'Informa UK Limited'
- Publication date
- Field of study
Are Stocks Riskier than Bonds?
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study
Forecasting Oil Price Movements: Exploiting the Information In the Future Market
- Author
- A Inoue
- A Low
- Andrea Coppola
- B E Hansen
- B E Hansen
- C Morana
- C W Ma
- D Kwiatkowski
- E E Leamer
- E F Fama
- E F Fama
- E S Schwartz
- F X Diebold
- G Cortazar
- H Lutkepohl
- J D Hamilton
- J D Hamilton
- J H Stock
- J M Gri� N
- L Sarno
- L Sarno
- L Sarno
- M H Pesaran
- M J Brennan
- M Osterwald-Lenum
- M Ye
- N Kellard
- O Austvick
- P Silvapulle
- R D Henriksson
- R E Cumby
- R E Engle
- R Gibson
- R H Clarida
- R H Clarida
- R S Pindyck
- R S Pindyck
- S Johansen
- S Johansen
- T V Schwarz
- W Crowder
- W E Shambora
- Y W Cheung
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2007
- Field of study
Risk management for crude oil futures: an optimal stopping-timing approach
- Author
- A Johansen
- A Lunde
- A Pepelyshev
- A Shiryaev
- AB Saida
- AG Fakeev
- AJ Morton
- AK Tiwari
- AN Shiryaev
- B Oksendal
- B Sévi
- BM Tabak
- C-L Chang
- D Das
- D Fantazzini
- D Sornette
- D Tokic
- E Ekström
- F Cheng
- G Bry
- G Peskir
- G-E Espinosa
- GS Uddin
- J Park
- JD Hamilton
- JM Maheu
- K Choi
- L Kilian
- L Yu
- LA Gil-Alana
- M Guidolin
- M Kolodziej
- M Lammerding
- M Nandha
- M Pemy
- MA Nasir
- ME Thompson
- MT Vo
- NK Minh
- P Johnson
- P Sadorsky
- Q Zhang
- R Cerqueti
- R Khalfaoui
- S Claessens
- S Dayanik
- S Günay
- SR Pliska
- W Yan
- WE Shambora
- WJ Kim
- WM Fong
- X Du
- XF Lu
- Y Zhang
- Y Zhang
- Y Zhang
- Y-J Zhang
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Machine Learning in Energy Economics and Finance: A Review
- Author
- A A Godarzi
- A Azadeh
- A Ghaffari
- A Ghasemi
- A J Conejo
- A K Alexandridis
- A Khosravi
- A Kialashaki
- A Mart�nez
- A Mirakyan
- A R Mashhadi
- A S Dagoumas
- A Safari
- A S�zen
- A S�zen
- A S�zen
- A �nler
- A �zmen
- B Creamer
- B Zhu
- B Zhu
- B Zhu
- C Hamza�ebi
- C Masci
- C Rudin
- C Voyant
- D C Rode
- D Cinar
- D Keles
- D S Fulford
- D Wang
- D Wang
- D Young
- E ?eperi?
- F Cheng
- F Cheng
- F Kaytez
- F V Nelwamondo
- F Zemene
- G Dudek
- G Fang
- G Marcjasz
- G P Zhang
- G Sun
- G.-Y Ban
- Germán G. Creamer
- H Chiroma
- H T Nguyen
- H Wang
- H.-M Chi
- H.-T Pao
- Hamed Ghoddusi
- I P Panapakidis
- I P Panapakidis
- J Barun�k
- J Chai
- J Grimmer
- J Heinermann
- J Lago
- J Lago
- J Li
- J Moreno
- J Szoplik
- J Wang
- J Wang
- J Wang
- J Xiao
- J.-L Zhang
- K B Debnath
- K Chen
- K Ermis
- K Ju
- K Ju
- K Kavaklioglu
- K Movagharnejad
- K S Perera
- L Breiman
- L Breiman
- L Ekonomou
- L Han
- L Huang
- L Peng
- L Tang
- L Tang
- L Wang
- L Wang
- L Yu
- L Yu
- L Yu
- L.-B Tang
- L.-T Zhao
- M A Mahmoud
- M Abdella
- M Afkhami
- M Castelli
- M E G�nay
- M Forouzanfar
- M H Alobaidi
- M Kankal
- M Skiba
- M Sun
- M Wang
- M Wang
- M Wang
- N Amjady
- N Amjady
- N An
- N B Adam
- N Bassamzadeh
- N Kourentzes
- N Liu
- N Singh
- Nima Rafizadeh
- P Bento
- Q Liang
- R Granell
- R Jammazi
- R Weron
- R Xiong
- S Gupta
- S H A Kaboli
- S H A Kaboli
- S Jurado
- S K Aggarwal
- S Moshiri
- S Mullainathan
- S P Chatzis
- S Wang
- S Yu
- T Hastie
- T Koutroumanidis
- T Lai
- T Limanond
- T Papadimitriou
- T Pinto
- T S Genc
- V Hajko
- V N Coelho
- V Vapnik
- W E Shambora
- W G Hatcher
- W Mcculloch
- W Xie
- W Zhang
- W Zhang
- W.-M Lin
- X Fan
- X Liu
- X Wang
- Y Ding
- Y Freund
- Y Lecun
- Y S Murat
- Y Zeng
- Y Zhao
- Y.-R Zeng
- Z Farajzadeh
- Z W Geem
- Z W Geem
- Z Yang
- Z Zhang
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study