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Retricted access

Research article

First published 1999-12

The Volatility Structure Implied by Options on the SPI Futures Contract

Christine A. Brown

Australian Journal of Management

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Research article

First published 2005-10

Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns,Information Arrival and Calendar Effects

Helen Higgs, Andrew C. Worthington

The Energy Journal

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Research article

First published 2017-5

Equilibrium approach of asset and option pricing under Lévy process and stochastic volatility

Shuang Li, Yanli Zhou, Yonghong Wu [...]

Australian Journal of Management

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Research article

First published 2021-8

Bitcoin spot and derivatives markets: Searching for completeness

Helyette Geman, Henry Price

Risk and Decision Analysis

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Research article

First published 2016-11

Tail risk hedging for mutual funds using equity market state prices

Michael J O’Neill, Zhangxin (Frank) Liu

Australian Journal of Management

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Research article

First published 2011-11

Non-Gaussian optimization model for systematic portfolio allocation: How to take advantage of market turbulence?

Papa Momar Ndiaye

Risk and Decision Analysis

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Research article

First published 2026-4

Bayesian semiparametric inference for TVP-SVAR models with asymmetry and fat tails

Matteo Iacopini, Luca Rossini

Statistical Modelling

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Research article

First published 2020-11

International Oil Market Risk Anticipations and the Cushing Bottleneck: Option-implied Evidence

Marie-Hélène Gagnon, Gabriel J. Power

The Energy Journal

Open access

Research article

First published 2014-9

Commodities and Stock Investment

Syed Jawad Hussain Shahzad, Naveed Raza, Aneese Hayat Awan

Sage Open

Retricted access

Research article

First published 2012-1

Congestion Probability and Traffic Volatility

Paul J. Ossenbruggen, Eric M. Laflamme, Ernst Linder

Transportation Research Record: Journal of the Transportation Research Board

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