화학공학소재연구정보센터
검색결과 : 60건
No. Article
1 Stackelberg game-based decentralised supply chain coordination considering both futures and spot markets
Zou SL, Ma ZJ, Wang P, Liu XD
International Journal of Control, 93(12), 2804, 2020
2 Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks
Wang YD, Geng QJ, Meng FY
Energy, 181, 815, 2019
3 The dependence structure between crude oil futures prices and Chinese agricultural commodity futures prices: Measurement based on Markov-switching GRG copula
Liu XD, Pan F, Yuan L, Chen YW
Energy, 182, 999, 2019
4 Understanding Dynamic Conditional Correlations between Oil, Natural Gas and Non-Energy Commodity Futures Markets
Behmiri NB, Manera M, Nicolini M
Energy Journal, 40(2), 55, 2019
5 Informed Trading in the WTI Oil Futures Market
Rousse O, Sevi B
Energy Journal, 40(2), 139, 2019
6 Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices
Lautier DH, Raynaud F, Robe MA
Energy Journal, 40(3), 125, 2019
7 Drivers of electricity price dynamics: Comparative analysis of spot and futures markets
Mosquera-Lopez S, Nursimulu A
Energy Policy, 126, 76, 2019
8 Analyzing the dynamic impact of electricity futures on revenue and risk of renewable energy in China
Zhang Y, Farnoosh A
Energy Policy, 132, 678, 2019
9 New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries
Tsuji C
Applied Energy, 229, 1202, 2018
10 Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang CL, McAleer M, Wang YHT
Energy, 151, 984, 2018