Funder
Deanship of Academic Development in King Fahd University of Petroleum and Mineral
Subject
General Energy,Economics and Econometrics
Reference32 articles.
1. A Markov regime switching approach for hedging energy commodities;Alizadeh;J. Bank. Financ.,2008
2. Term structure of interest rates with regime shifts;Bansal;J. Financ.,2002
3. Arbitrage Theory in Continuous Time;Björk,2003
4. Power prices — a regime-switching spot/forward price model with Kim filter estimation;Blochlinger,2008
5. Evaluating natural resource investments;Brennan;J. Bus.,1985
Cited by
11 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献