Robust trading in spot and forward oligopolistic markets.

Gülpınar, N.; Oliveira, F.S.

doi:10.1016/j.ijpe.2011.12.005

All Outputs (43)

Determinants of U.S. corporate credit spreads. (2012)
Thesis
KUME, O. 2012. Determinants of U.S. corporate credit spreads. Robert Gordon University, PhD thesis.

This thesis deals with various issues regarding determinants of US corporate credit spreads. These spreads are estimated as the difference between yields to maturity for corporate bonds and default-free instruments (Treasury bonds) of the same maturi... Read More about Determinants of U.S. corporate credit spreads..

Leadership: a perniciously vague concept. (2012)
Journal Article
SPICKER, P. 2012. Leadership: a perniciously vague concept. International journal of public sector management [online], 25(1), pages 34-47. Available from: https://doi.org/10.1108/09513551211200276

Purpose “ Despite the vast amount of literature covering the concept of leadership, it remains contentious, under-conceptualised and often uncritical. The purpose of this paper is to question the validity of the concept and dispute its application. D... Read More about Leadership: a perniciously vague concept..

Robust trading in spot and forward oligopolistic markets. (2012)
Journal Article
GÜLPıNAR, N. and OLIVEIRA, F.S. 2012. Robust trading in spot and forward oligopolistic markets. International journal of production economics [online], 138(1), pages 35-45. Available from: https://doi.org/10.1016/j.ijpe.2011.12.005

In this article we consider the interaction between forward and spot prices and analyze trading in oligopolistic markets under uncertainty. We extend the two-stage risk-neutral stochastic model to worst-case analysis with rival demand scenarios. At t... Read More about Robust trading in spot and forward oligopolistic markets..