Based on the close relationship between the global soybean market and weather variables,
current studies regarding soybean volatility forecasting under weather information are …

This paper investigates the soybean futures price prediction problem from a new perspective
and proposes an effective prediction model named Two‐Stage Hybrid Long Short‐Term …

The interest of consumers to acquire Tequila has caused an increase in its sales. As
demand increases, the Tequila industry must obtain its raw material at a constant rate and …

Our article offers insights on the role of operational research (OR) in understanding financial
and economic systems' risks and dynamics. It presents the latest methods in OR to address …

Seasonality is an important topic in electricity markets, as both supply and demand are
dependent on the time of the year. Clearly, the level of prices shows a seasonal behaviour …

In the context of heightened economic and financial market uncertainty, identifying and
measuring uncertainty has become an important research question. This study offers a novel …

We present a new term-structure model for commodity futures prices based on Trolle and
Schwartz, which we extend by incorporating seasonal stochastic volatility represented with …

In this paper we introduce an additive two-factor model for electricity futures prices based on
Normal Inverse Gaussian Lévy processes, that fulfills a no-overlapping-arbitrage (NOA) …

In this study, we propose a new formula for spread option pricing with the dependence of
two assets described by a copula function. The proposed method's advantage lies in its …

In this paper, we develop an iterative approach for obtaining a closed-form expansion for the
conditional expectation of the valuation process, defined by\[V_ {t, T}:={e^{-\int_t^ T {g ({v_s}) …