Found: 16
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Certification by financial and legal advisors in private debt markets.
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- Financial Review, 2022, v. 57, n. 4, p. 893, doi. 10.1111/fire.12322
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- Article
International Oil Market Risk Anticipations and the Cushing Bottleneck: Option-implied Evidence.
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- Energy Journal, 2020, v. 41, n. 6, p. 255, doi. 10.5547/01956574.41.6.mgag
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- Article
Real Option Valuation in a Gollier/Weitzman World: The Effect of Long-Run Discount Rate Uncertainty.
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- Energy Journal, 2018, v. 39, n. 5, p. 21, doi. 10.5547/01956574.39.5.dtan
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- Article
Impact of copula choice on the modeling of crop yield basis risk.
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- Agricultural Economics, 2011, v. 42, p. 101, doi. 10.1111/j.1574-0862.2011.00555.x
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- Article
How Should the Long-Term Investor Harvest Variance Risk Premiums?
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- Journal of Portfolio Management, 2024, v. 50, n. 6, p. 122, doi. 10.3905/jpm.2024.1.600
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- Article
Should lenders also advise? Evidence from project loans.
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- Journal of Financial Research, 2022, v. 45, n. 4, p. 961, doi. 10.1111/jfir.12304
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- Article
Corporate control and the choice of investment financing: the case of corporate acquisitions in India.
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- Review of Quantitative Finance & Accounting, 2022, v. 58, n. 1, p. 41, doi. 10.1007/s11156-021-00987-0
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- Article
Dealing with downside risk in a multi-commodity setting: A case for a “Texas hedge”?
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- Journal of Futures Markets, 2010, v. 30, n. 3, p. 290, doi. 10.1002/fut.20411
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- Article
On the exit value of a forward contract.
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- Journal of Futures Markets, 2009, v. 29, n. 2, p. 179, doi. 10.1002/fut.20350
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- Article
The Performance of Jump Models to Price Commodity Options.
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- Journal of Derivatives, 2023, v. 31, n. 2, p. 101, doi. 10.3905/jod.2023.1.189
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- Article
Short- and Long-Run Determinants of Commodity Price Volatility.
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- American Journal of Agricultural Economics, 2013, v. 95, n. 3, p. 724, doi. 10.1093/ajae/aas122
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- Article
Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities.
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- American Journal of Agricultural Economics, 2011, v. 93, n. 2, p. 434, doi. 10.1093/ajae/aaq159
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- Article
The Impact of North American BSE Events on Live Cattle Futures Prices.
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- American Journal of Agricultural Economics, 2008, v. 90, n. 5, p. 1279, doi. 10.1111/j.1467-8276.2008.01217.x
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- Article
Do investors gain from forecasting the asymmetric return co‐movements of financial and real assets?
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- International Journal of Finance & Economics, 2021, v. 26, n. 3, p. 3246, doi. 10.1002/ijfe.1961
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- Article
Using GAM functions and Markov-Switching models in an evaluation framework to assess countries' performance in controlling the COVID-19 pandemic.
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- BMC Public Health, 2021, v. 21, n. 1, p. 1, doi. 10.1186/s12889-021-11891-6
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- Article
The Term Structure of Grain Futures Prices: Full-Information Gaussian and Wavelet Transform Approaches.
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- Journal of Agricultural & Resource Economics, 2007, v. 32, n. 3, p. 461
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- Article