Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Jump Diffusion Model for Agricultural Commodities with Bayesian Analysis |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
31 |
A Long-Run Risks Model of Asset Pricing with Fat Tails |
0 |
0 |
1 |
18 |
0 |
0 |
1 |
67 |
A dimension‐invariant cascade model for VIX futures |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
Expected Utility, Risk, and Marketing Behavior: Theory and Evidence from the Fed Cattle Market |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
48 |
Multistep forecast of the implied volatility surface using deep learning |
0 |
0 |
6 |
19 |
2 |
3 |
21 |
54 |
New generation grain contracts in corn and soybean commodity markets |
0 |
0 |
1 |
5 |
1 |
2 |
3 |
25 |
Risk and marketing behavior: pricing fed cattle on a grid |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
57 |
Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
53 |
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices |
1 |
1 |
1 |
14 |
2 |
2 |
3 |
53 |
Seasonality and Stochastic Volatility in Wheat Options |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
203 |
The performance of VIX option pricing models: Empirical evidence beyond simulation |
0 |
0 |
5 |
28 |
1 |
1 |
10 |
79 |
Trading Commodity Futures and Options in a Student-Managed Fund |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
6 |
Variance risk premiums and predictive power of alternative forward variances in the corn market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
45 |
Total Journal Articles |
1 |
1 |
15 |
111 |
6 |
9 |
43 |
731 |