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Memory-enhanced momentum in commodity futures markets
by
Mehlitz
,
Julia S
.
,
Auer, Benjamin R.
Published in
The European journal of finance
(23.05.2024)
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Time‐varying dynamics of expected shortfall in commodity futures markets
by
Mehlitz
,
Julia S
.
,
Auer, Benjamin R.
Published in
The journal of futures markets
(01.06.2021)
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A Monte Carlo evaluation of non-parametric estimators of expected shortfall
by
Mehlitz
,
Julia S
,
Auer, Benjamin R
Published in
The journal of risk finance
(20.10.2020)
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contingent pricing, futures pricing, option pricing
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