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DP16520 Measuring Market Expectations 智库出版物
2021
作者:  Christiane Baumeister
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Futures markets  Risk premia  monetary policy  Commodities  Asset pricing  Return regressions  Affine term structure models  Model uncertainty  Forecasting  Expectational shocks  
Evaluation of two alternative carbon capture and storage technologies 智库出版物
2013
作者:  Luis M. Abadie;  Ibon Galarraga and Josu Lucas
Adobe PDF(394Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/07/05
carbon capture and storage  enhanced oil recovery  power plants  stochastic model  futures markets  
Evaluation of Two Alternative Carbon Capture and Storage Technologies: A Stochastic Model 智库出版物
2013
作者:  Luis M. Abadie;  Ibon Galarraga and Dirk Rübbelke
Adobe PDF(459Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/07/05
carbon capture and storage  enhanced oil recovery  power plants  stochastic model  futures markets  real options.  
Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation 智库出版物
2013
作者:  Matteo Manera;  Marcella Nicolini;  Ilaria Vignati
JPEG(71Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/06/14
Commodities Futures Markets  Speculation  Scalping  Working’s T  Data Frequency  GARCH Models  
Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach 智库出版物
2012
作者:  Matteo Manera;  Marcella Nicolini;  Ilaria Vignati
JPEG(71Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/06/14
Energy  Commodities  Futures Markets  Financial Speculation  Multivariate GARCH  
Optimal Abandonment of Coal-Fired Stations in the EU 智库出版物
2010
作者:  Luis M. Abadie;  Mikel González-Eguino and José M. Chamorro
Adobe PDF(332Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/07/05
power plants  coal  natural gas  emission allowances  futures markets  stochastic processes  abandonment  real options  
Reinforcing Feedbacks, Time Spreads and Oil Prices 智库出版物
2009
作者:  Bassam Fattouh
Adobe PDF(285Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/11/08
Backwardation  Brent  Contango  Cushing  Inventories  Oil Futures Markets  Oil Prices  OPEC  Price  Reinforcing Dynamics  Theory of Storage  Variability  WTI  
OPEC Policy and Oil Prices: Long Term Issues versus Short Term Management of the Market 智库出版物
2009
作者:  Bassam Fattouh
Adobe PDF(646Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/11/08
Diversification  Futures Market  MENA  Oil Markets  Oil Prices OPEC  Price Cycles  Price Shock  Saudi Arabia  Venezuela  
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 智库出版物
2009
作者:  Julien Chevallier;  Benoît Sévi
JPEG(71Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/06/14
CO2 Price  Realized Volatility  HAR-RV  GARCH  Futures Trading  Emissions Markets  EU ETS  Intraday data  Forecasting  
Contango Lessons 智库出版物
2006
作者:  Bassam Fattouh
Adobe PDF(227Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/11/08
Backwardation  Contango  Futures Prices  Oil Markets  Oil Prices  Peak Oil  Spot Prices  WTI Forward Curve