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2. Market uncertainty and information content in complex seasonality of prices. (2024). Li, Zhongfei ; Ji, Yuqiong ; Tang, Wenjin ; Bu, Hui.
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3. Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. (2024). Hu, Zhihao ; He, Xin-Jiang ; Yue, Jia ; Yang, Ben-Zhang.
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4. The role of news sentiment in salmon price prediction using deep learning. (2024). Ewald, Christian-Oliver ; Li, Yaoyu.
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5. Variance dynamics and term structure of the natural gas market. (2024). Wei, Xinyang ; Bhar, Ramaprasad ; Sheng, NI ; Colwell, David B ; Shao, Chengwu.
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6. Risk pooling under demand and price uncertainty. (2024). Gullu, Refik ; Erkip, Nesim.
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7. Trading time seasonality in electricity futures. (2023). Ewald, Christian-Oliver ; Stordal, Stle ; Lien, Gudbrand ; Haugom, Erik.
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8. Random sources correlations and carbon futures pricing. (2023). Feng, Ling ; Wang, Jieyu.
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9. Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil. (2022). Ewald, Christian-Oliver ; Xiao, Xiaoxia ; Westgaard, Sjur ; Ouyang, Ruolan ; Chen, Jilong.
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10. Riding the Nordic German Power-Spread: The Einar Aas Experiment. (2022). Ewald, Christian-Oliver ; Strdal, Stle ; Song, Pengcheng ; Lien, Gudbrand ; Haugom, Erik.
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11. A New Predictive Algorithm for Time Series Forecasting Based on Machine Learning Techniques: Evidence for Decision Making in Agriculture and Tourism Sectors. (2022). Borrero, Juan D ; Mariscal, Jesus ; Vargas-Sanchez, Alfonso.
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12. Predicting Time SeriesUsing an Automatic New Algorithm of the Kalman Filter. (2022). Borrero, Juan D ; Mariscal, Jesus.
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    RePEc:gam:jmathe:v:10:y:2022:i:16:p:2915-:d:887295.

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13. Trading time seasonality in commodity futures: An opportunity for arbitrage in the natural gas and crude oil markets?. (2022). Ewald, Christian-Oliver ; Wu, Yuexiang ; Stordal, Stle ; Lien, Gudbrand ; Haugom, Erik.
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1. Heath-Jarrow-Morton meet lifted Heston in energy markets for joint historical and implied calibration. (2025). Sotnikov, Dimitri ; de Carvalho, Nathan ; Bruneau, Soukaina ; Jaber, Eduardo Abi ; Tur, Laurent.
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2. Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. (2024). Kanniainen, Juho ; Noorani, Idin ; Mehrdoust, Farshid.
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