Browse
We’re here to help

Find guidance on Author Services

Search
Browse
We’re here to help

Find guidance on Author Services

Home
All Journals
Quantitative Finance
List of Issues
Volume 13, Issue 4

Quantitative Finance

Search in:

Advanced search Citation search

Citation search

Ready to submit?
Start a new submission or continue a submission in progress
Go to submission site
Instructions for authors
Editorial policies
Editing services site

Journal metrics
Aims & scope
Journal information
Editorial board
News & calls for papers
Advertising information

Latest articles
Current issue
All volumes & issues
Special issues
Open access articles
Most read articles
Most cited articles

New content alerts
RSS

Subscription options & pricing

Buy a subscription

Your download is now in progress and you may close this window

Did you know that with a free Taylor & Francis Online account you can gain access to the following benefits?

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Have an account?
Login now Don't have an account?
Register for free

Login or register to access this feature

Have an account?
Login now Don't have an account?
Register for free

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Quantitative Finance, Volume 13, Issue 4 (2013)

Browse this journal

Latest articles
Current issue
List of issues
Special issues
Open access articles
Most read articles
Most cited articles

Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Quantitative Finance, Volume 13, Issue 4 (2013)

See all volumes and issues

Vol 24, 2024 Vol 23, 2023 Vol 22, 2022 Vol 21, 2021 Vol 20, 2020 Vol 19, 2019 Vol 18, 2018 Vol 17, 2017 Vol 16, 2016 Vol 15, 2015 Vol 14, 2014 Volume 13, 2013 Vol 12, 2012 Vol 11, 2011 Vol 10, 2010 Vol 9, 2009 Vol 8, 2008 Vol 7, 2007 Vol 6, 2006 Vol 5, 2005 Vol 4, 2004 Vol 3, 2003 Vol 2, 2002 Vol 1, 2001

Select to download all citations or PDFs

Download citations Download PDFs Download issue

Browse by section (All)

Display order (Default)
Published online date
Page number
Section A-Z
Most read
Most cited

Themed Issue on Commodities

Features

Article

Stochastic spot price multi-period model and option valuation for electrical markets

EIVIND HELLAND, TIMUR AKA & ERIC WINNINGTON

Pages: 483-492

Published online: 10 Apr 2013

First Page PreviewforStochastic spot price multi-period model and option valuation for electrical markets | Full Text | References | PDF (1.2 MB)

277 Views
0 CrossRef citations
0Altmetric

Article

Investing in the wine market: a country-level threshold cointegration approach

Lucia Baldi, Massimo Peri & Daniela Vandone

Pages: 493-503

Published online: 25 Oct 2012

First Page PreviewforInvesting in the wine market: a country-level threshold cointegration approach | Full Text | References | PDF (3 MB)

361 Views
8 CrossRef citations
0Altmetric

Book review

Book Review

Econometrics of Financial High-Frequency Data, by Nikolaus Hautsch

Terrence Hendershott

Pages: 505-506

Published online: 15 Jan 2013

CitationforEconometrics of Financial High-Frequency Data, by Nikolaus Hautsch | Full Text | PDF (216.6 KB)

422 Views
0 CrossRef citations
0Altmetric

Free Access

Calendar

Page: 507

Published online: 10 Apr 2013

CitationforCalendar | Full Text | PDF (203.1 KB)

44 Views
0 CrossRef citations
0Altmetric

Research Papers

Article

A flexible model of term-structure dynamics of commodity prices: a comparative analysis with a two-factor Gaussian model

Hiroaki Suenaga

Pages: 509-526

Published online: 10 Apr 2013

AbstractforA flexible model of term-structure dynamics of commodity prices: a comparative analysis with a two-factor Gaussian model | Full Text | References | PDF (1.3 MB)

262 Views
0 CrossRef citations
0Altmetric

Article

The dynamics of commodity prices

CHRIS BROOKS & MARCEL PROKOPCZUK

Pages: 527-542

Published online: 10 Apr 2013

AbstractforThe dynamics of commodity prices | Full Text | References | PDF (662.8 KB)

1388 Views
72 CrossRef citations
0Altmetric

Article

A hybrid commodity and interest rate market model

K. F. Pilz & E. Schlögl

Pages: 543-560

Published online: 01 Dec 2011

AbstractforA hybrid commodity and interest rate market model | Full Text | References | PDF (691.4 KB)

314 Views
11 CrossRef citations
0Altmetric

Article

The structure of gold and silver spread returns

Jonathan A. Batten, Cetin Ciner, Brian M. Lucey & Peter G. Szilagyi

Pages: 561-570

Published online: 14 Aug 2012

AbstractforThe structure of gold and silver spread returns | Full Text | References | PDF (435.8 KB)

606 Views
43 CrossRef citations
0Altmetric

Article

Gold and the U.S. dollar: tales from the turmoil

Paolo Zagaglia & Massimiliano Marzo

Pages: 571-582

Published online: 14 Aug 2012

AbstractforGold and the U.S. dollar: tales from the turmoil | Full Text | References | PDF (495.4 KB)

616 Views
45 CrossRef citations
0Altmetric

Article

Short-term and long-term dependencies of the S&P 500 index and commodity prices

Michael Graham, Jarno Kiviaho & Jussi Nikkinen

Pages: 583-592

Published online: 10 Apr 2013

AbstractforShort-term and long-term dependencies of the S&P 500 index and commodity prices | Full Text | References | PDF (1 MB)

642 Views
35 CrossRef citations
0Altmetric

Article

Sectoral stock return sensitivity to oil price changes: a double-threshold FIGARCH model

Elyas Elyasiani, Iqbal Mansur & Babatunde Odusami

Pages: 593-612

Published online: 23 Oct 2012

AbstractforSectoral stock return sensitivity to oil price changes: a double-threshold FIGARCH model | Full Text | References | PDF (440.4 KB)

474 Views
13 CrossRef citations
0Altmetric

Article

Cross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade?

Liyan Han, Rong Liang & Ke Tang

Pages: 613-626

Published online: 10 Apr 2013

AbstractforCross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade? | Full Text | References | PDF (600 KB)

516 Views
17 CrossRef citations
0Altmetric

Article

Efficient pricing of swing options in Lévy-driven models

Oleg Kudryavtsev & Antonino Zanette

Pages: 627-635

Published online: 07 Nov 2012

AbstractforEfficient pricing of swing options in Lévy-driven models | Full Text | References | PDF (181.4 KB)

206 Views
10 CrossRef citations
0Altmetric

Article

Is the EUA a new asset class?

Vicente Medina & Angel Pardo

Pages: 637-653

Published online: 14 Aug 2012

AbstractforIs the EUA a new asset class? | Full Text | References | PDF (382.1 KB)

387 Views
14 CrossRef citations
0Altmetric

Explore articles

Latest
Open access
Most read
Most cited
Trending

Explore the most recently published articles

Deep learning for enhanced index tracking

Zhiwen Dai et al.

Article | Published online: 6 Jun 2024

Open Access

Consistent curves in the -world: optimal bonds portfolio

Gaddiel Y. Ouaknin

Article | Published online: 5 Jun 2024

Optimal trading and competition with information in the price impact model

Longjie Xu et al.

Article | Published online: 5 Jun 2024

A study on asset price bubble dynamics: explosive trend or quadratic variation?

Robert A. Jarrow et al.

Article | Published online: 29 May 2024

Open Access

View all latest articles

Download citations

Choose format

RIS (ProCit, Reference Manager)
BibTeX
RefWorks Direct Export

Download citations

Quantitative Finance (Vol.13, Iss.4, 2013)

Themed Issue on Commodities

Themed Issue on Commodities

Access Rights

Only articles that you have access rights to view will be downloaded. The green tick (full access) and orange padlock (open access) icons indicate that you have full access.

Do you want to proceed?