1. Risky times: Seasonality and event risk of commodities. (2024). Boos, Dominik.
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2. Modeling the Commodity Prices of Base Metals in Indian Commodity Market Using a Higher Order Markovian Approach. (2022). Chakrabarty, Siddhartha P ; Basu, Sankarshan ; Nag, Suryadeepto.
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3. Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump. (2021). Li, Xiafei ; Wei, YU ; Bai, Lan ; Zhang, Xuhui.
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   RePEc:wly:jforec:v:40:y:2021:i:8:p:1501-1523.

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4. Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach. (2021). Obersteiner, Michael ; Hlouskova, Jaroslava ; Cuaresma, Jesus Crespo.
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5. Regime-dependent commodity price dynamics: A predictive analysis. (2021). Obersteiner, Michael ; Hlouskova, Jaroslava ; Fortin, Ines ; Crespo-Cuaresma, Jesus.
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6. Forecasting Financial Returns Volatility: A GARCH-SVR Model. (2020). Yu, BO ; Sun, Hao.
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7. Time-varying volatility spillovers between oil prices and precious metal prices. (2020). Esen, Omer ; Çevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmu Ari.
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8. Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence. (2020). Chen, Ting-Fu ; Chiu, Hsin-Yu .
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9. Modeling the commodity prices of base metals in Indian commodity market using a Higher Order Markovian Approach. (2020). Chakrabarty, Siddhartha P ; Basu, Sankarshan ; Nag, Suryadeepto.
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10. Estimating the economics of a mining project on seafloor manganese nodules. (2019). Kukla, Peter A ; Lehnen, Felix ; Volkmann, Sebastian Ernst.
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11. Accounting for tailings dam failures in the valuation of mining projects. (2019). Petter, Carlos ; Chen, Wen ; Langrene, Nicolas ; Armstrong, Margaret.
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12. The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R.
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13. Investigating the leverage effect in commodity markets with a recursive estimation approach. (2017). Ielpo, Florian ; Chevallier, Julien.
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14. Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective. (2017). Wen, Shaobo ; Liu, Xueyong ; Chen, Zhihua ; An, Haizhong.
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15. A Double-Exponential Jump model and its application to risk measure in Wheat spot market. (2017). Huang, Xiaoying.
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16. Optimal Purchasing Policy For Mean-Reverting Items in a Finite Horizon. (2017). Yedidsion, Liron ; Dourban, Alon.
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17. Commodity-price volatility and macroeconomic spillovers: Evidence from nine emerging markets. (2016). Hegerty, Scott.
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18. The Convenience Yield and the Informational Content of the Oil Futures Price. (2015). Khalaf, Lynda ; McMahon, Sebastien ; Jean-Thomas, Lynda Khalaf .
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19. Commodity futures price volatility, convenience yield and economic fundamentals. (2013). Power, Gabriel ; John R. C. Robinson, .
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20. A study on the Price Behavior of Base Metals traded in India. (2013). Sinha, Pankaj ; Mathur, Kritika.
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21. Stock returns and monetary policy: Are there any ties?. (2013). Normandin, Michel ; Bouakez, Hafedh ; Essid, Badye .
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22. Time-varying long-run mean of commodity prices and the modeling of futures term structures. (2012). Tang, Ke.
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23. The Long-Term Structure of Commodity Futures. (2012). Lence, Sergio ; Hart, Chad ; Hayes, Dermot ; Jin, NA.
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24. Stochastic Income Statement Planning and Emissions Trading. (2010). Ehrenfeld, Wilfried ; Dannenberg, Henry.
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25. Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility. (2010). Siddiqui, Afzal ; Heydari, Somayeh .
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26. Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield. (2008). Khalaf, Lynda ; Bernard, Jean-Thomas ; McMahon, Sebastien ; Kichian, Maral.
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1. An inter-temporal CAPM based on First order Stochastic Dominance. (2022). Levy, Moshe.
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5. A family of Markov processes in maximal compact subgroups of a semisimple Lie groups. (2017). Arafat, Ahmed ; Gregori, Pablo ; Mateu, Jorge.
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6. Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks. (2017). Lin, Shih-Kuei ; Xu, Lian-Wen ; Chen, Carl R ; Wang, Shin-Yun .
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7. SHORT RATE FORECASTING BASED ON THE INFERENCE FROM THE CIR MODEL FOR MULTIPLE YIELD CURVE DYNAMICS. (2016). Hin, Lin-Yee ; Dokuchaev, Nikolai.
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8. Jumps in Euribor and the effect of ECB monetary policy announcements. (2016). Obrien, Fergal G ; Murphy, Finbarr ; Shaw, Frances.
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9. Portfolio Selection: A Review. (2014). Detemple, Jerome ; De Temple, Jerome.
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10. A lattice model for option pricing under GARCH-jump processes. (2013). Wu, Ping-Da ; Hung, Mao-Wei ; Wang, Jr-Yan ; Lin, Bing-Huei.
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11. An empirical study of credit spreads in an emerging market: The case of Korea. (2013). Chang Mo Ahn, ; Kim, Saekwon ; Park, Keehwan.
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12. Executive bonus compensation when abnormal earnings and the state of the economy are correlated. (2013). Kim, Hwa-Sung .
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13. Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models. (2012). Beliaeva, Natalia ; Nawalkha, Sanjay .
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14. Discrete time Wishart term structure models. (2011). gourieroux, christian ; Sufana, Razvan .
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15. Efectos del tipo de cambio sobre el déficit público: modelos de simulación Monte Carlo. (2010). Venegas-Martínez, Francisco ; Rodríguez Nava, Abigail.
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16. Linear-quadratic term structure models - Toward the understanding of jumps in interest rates. (2009). Yan, Shu ; Jiang, George .
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17. Forecasting commodity prices: GARCH, jumps, and mean reversion. (2008). Khalaf, Lynda ; Bernard, Jean-Thomas ; McMahon, Sebastien ; Kichian, Maral.
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18. Inflation-indexed swaps and swaptions. (2008). Hinnerich, Mia.
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19. On real interest rate dynamics and regime switching. (2008). Kanas, Angelos.
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20. Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility. (2008). Chen, Gongmeng ; Choi, Yoon K. ; Zhou, Yong.
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21. A model of discontinuous interest rate behavior, yield curves, and volatility. (2007). Heston, Steven.
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22. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence.
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23. Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Levy jumps. (2006). Ma, Chenghu.
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24. The term structure of interest rates under regime shifts and jumps. (2006). Wu, Shu ; Zeng, Yong.
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25. A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps. (2005). Schlogl, Erik ; Nikitopoulos-Sklibosios, Christina ; Chiarella, Carl.
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26. Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options. (2005). Benzoni, Luca ; Goldstein, Robert S. ; Collin-Dufresne, Pierre.
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27. The Term Structure of Interest Rates under Regime Shifts and Jumps. (2005). Wu, Shu ; Zeng, Yong.
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28. Jump-diffusion processes and affine term structure models: additional closed-form approximate solutions, distributional assumptions for jumps, and parameter estimates. (2005). Durham, J. Benson.
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29. A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk. (2004). Wu, Shu ; Zeng, Yong.
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30. Approximation of A Jump-Diffusion Process. (2004). lee, sanghoon.
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31. Digital Security Tokens and Their Derivatives. (2003). Matsuura, Kanta.
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32. Simulation-based exact jump tests in models with conditional heteroskedasticity. (2003). Khalaf, Lynda ; Saphores, Jean-Daniel ; Bilodeau, Jean-Francois.
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33. Small dimension PDE for discrete Asian options. (2003). Benhamou, Eric ; Duguet, Alexandre.
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34. Small dimension PDE for discrete Asian options. (2003). Benhamou, Eric ; Duguet, Alexandre.
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35. Fundamental Properties of Bond Prices in Models of the Short-Term Rate. (2002). Mele, Antonio.
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36. The surprise element: jumps in interest rates. (2002). Das, Sanjiv.
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37. Telling from Discrete Data Whether the Underlying Continuous?Time Model Is a Diffusion. (2002). .
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38. Telling from Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion. (2001). Ait-Sahalia, Yacine.
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39. A Jump Difusion Yield Factor Model of Interest Rate. (2001). Brito, Ricardo ; FLoRES, R..
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40. Equilibrium with new investment opportunities. (2001). wang, tan.
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41. Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity. (2000). Khalaf, Lynda ; Saphores, Jean-Daniel ; Bilodeau, Jean-Franois.
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42. On the distribution and conditional heteroscedasticity in Taiwan stock prices. (2000). Lin, Bing-Huei ; Yeh, Shih-Kuo .
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43. A Jump Diffusion Model for Option Pricing with Three Properties: Leptokurtic Feature, Volatility Smile, and Analytical Tractability. (2000). Kou, Steven.
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44. A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model. (1998). Das, Sanjiv.
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46. On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing. (1996). Moreno, Manuel ; Pea, Juan I..
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47. Dollar jump fears, 1984-1992: distributional abnormalities implicit in currency futures options. (1996). Bates, David S..
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48. On the term structure of Interbank interest rates: jump-diffusion processes and option pricing. (1995). Moreno, Manuel ; Pea, Juan Ignacio.
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50. The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk. (1990). Svensson, Lars.
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