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https://doi.org/10.2139/ssrn.2481018

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inferredcites →https://doi.org/10.1002/fut.10008openalex-extracted
Mean reversion in stock index futures markets: A nonlinear analysis
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The convenience yield implied in European natural gas hub trading
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On a Threshold Model
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On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting
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Quantifying the CO2 Permit Price Sensitivity
inferredcites →https://doi.org/10.1016/0304-405x(81)90020-9openalex-extracted
Optimal dealer pricing under transactions and return uncertainty
inferredcites →https://doi.org/10.1016/j.irfa.2012.09.001openalex-extracted
Short-sale constraints and efficiency of the spot–futures dynamics
inferredcites →https://doi.org/10.1016/j.jbankfin.2009.01.001openalex-extracted
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme
inferredcites →https://doi.org/10.1016/j.jbankfin.2011.09.009openalex-extracted
Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis
inferredcites →https://doi.org/10.1017/cbo9780511753978.002openalex-extracted
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods
inferredcites →https://doi.org/10.1038/s41563-018-0193-3openalex-extracted
Across the Universe
inferredcites →https://doi.org/10.1080/09603101003636220openalex-extracted
Testing market efficiency in the EU carbon futures market
inferredcites →https://doi.org/10.1093/jjfinec/nbp001openalex-extracted
A Simple Approximate Long-Memory Model of Realized Volatility
inferredcites →https://doi.org/10.1093/ww/9780199540884.013.u52712openalex-extracted
Earle, Brig. Eric Greville, (24 Feb. 1893–19 Oct. 1965)
inferredcites →https://doi.org/10.1111/1468-0262.00418openalex-extracted
Modeling and Forecasting Realized Volatility
inferredcites →https://doi.org/10.1111/j.0742-2822.2005.22_10_01.xopenalex-extracted
Author Index
inferredcites →https://doi.org/10.1111/j.1468-0084.1996.mp58004008.xopenalex-extracted
TESTING PARAMETER CONSTANCY AND SUPER EXOGENEITY IN ECONOMETRIC EQUATIONS
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04705.xopenalex-extracted
Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets
inferredcites →https://doi.org/10.1136/bmj.1.2097.610openalex-extracted
William James Fleming, M.D
inferredcites →https://doi.org/10.1214/aos/1176349040openalex-extracted
Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model
inferredcites →https://doi.org/10.2139/ssrn.1514394openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1951847openalex-extracted
Short-Sale Constraints and Efficiency of the Spot-Futures Dynamics
inferredcites →https://doi.org/10.2139/ssrn.2295069openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.267792openalex-extracted
Modeling and Forecasting Realized Volatility
inferredcites →https://doi.org/10.2307/1533949openalex-extracted
Non Linear Time Series. A Dynamical System Approach
inferredcites →https://doi.org/10.2307/1912791openalex-extracted
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
inferredcites →https://doi.org/10.2307/2527284openalex-extracted
Threshold Cointegration
inferredcites →https://doi.org/10.3905/jod.2009.17.2.073openalex-extracted
Futures Price Dynamics of CO2Emission Allowances:An Empirical Analysis of the Trial Period
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