List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Volatility connectedness of commodity futures and its application in portfolio optimization Quantitative Finance | 2025-12-12 | Paper |
| Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil Annals of Operations Research | 2022-06-30 | Paper |
| The market for salmon futures: an empirical analysis of the fish pool using the Schwartz multi-factor model Quantitative Finance | 2018-11-13 | Paper |
Research outcomes over time
This page was built for person: Ruolan Ouyang
