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isPartOf:"The electricity journal"
~isPartOf:"The journal of futures markets"
~subject:"Index-Futures"
~subject:"Theory"
~subject:"Währungsderivat"
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Index-Futures
Theory
Währungsderivat
USA
1,242
United States
1,242
Electric power industry
286
Elektrizitätswirtschaft
286
Commodity exchange
185
Warenbörse
185
Derivat
157
Derivative
157
Volatility
129
Volatilität
129
Theorie
125
Hedging
123
Index futures
123
Electricity supply
102
Elektrizitätsversorgung
102
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Lien, Da-hsiang Donald
5
Brorsen, B. Wade
4
Daigler, Robert T.
4
Wang, George H. K.
4
Whaley, Robert E.
4
Bali, Turan G.
3
Cakici, Nusret
3
Chatrath, Arjun
3
Fleming, Jeff
3
Harpaz, Giora
3
Herbst, Anthony F.
3
Jordan, James V.
3
Krull, Steven Brian
3
Malliaris, Anastasios G.
3
Martens, Martin
3
Ostdiek, Barbara
3
Park, Hun Y.
3
Sarno, Lucio
3
Webb, Robert I.
3
Bollen, Nicolas P. B.
2
Braga, Francesco S.
2
Caples, Stephen C.
2
Chang, Eric Chieh
2
Corrado, Charles Joseph
2
Costello, Kenneth W.
2
Cotner, John S.
2
Doukas, John A.
2
Eytan, Theodor H.
2
Felder, Frank A.
2
Frino, Alex
2
Fujihara, Roger Arnold
2
Fung, Hung-gay
2
Gay, Gerald D.
2
Ghosh, Asim K.
2
Han, Li-ming
2
Hancock, G. D.
2
Hayenga, Marvin L.
2
Junkus, Joan C.
2
Kirsch, Laurence D.
2
Koch, Timothy W.
2
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
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The electricity journal
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,395
Discussion paper / Centre for Economic Policy Research
367
European journal of operational research : EJOR
337
The American economic review
304
The review of financial studies
244
American journal of agricultural economics
238
The review of economics and statistics
233
The journal of finance : the journal of the American Finance Association
231
Working paper
219
Computers & operations research : and their applications to problems of world concern ; an international journal
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
188
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188
Journal of political economy
183
Economics letters
181
Discussion paper series / IZA
179
Southern economic journal
168
Applied economics
164
Journal of money, credit and banking : JMCB
157
Finance and economics discussion series
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Journal of banking & finance
155
International journal of production research
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CESifo working papers
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Economic inquiry : journal of the Western Economic Association International
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The quarterly journal of economics
117
International economic review
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The economic journal : the journal of the Royal Economic Society
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Journal of macroeconomics
114
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Journal of urban economics
106
Journal of economic dynamics & control
102
Journal of public economics
101
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
100
Discussion paper
97
Journal of financial and quantitative analysis : JFQA
97
Applied economics letters
95
Journal of applied econometrics
95
Journal of econometrics
95
Journal of economic literature
95
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ECONIS (ZBW)
279
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1
US experience with futures transaction taxes
Mixon, Scott
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012817935
Saved in:
2
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Saved in:
3
Information flow between forward and spot markets : evidence from the Chinese Renminbi
Tong, Jiadong
;
Wang, Zijun
;
Yang, Jian
- In:
The journal of futures markets
36
(
2016
)
7
,
pp. 695-718
Persistent link: https://www.econbiz.de/10011568547
Saved in:
4
S&P 500 index-futures price jumps and macroeconomic news
Miao, Hong
;
Ramchander, Sanjay
;
Zumwalt, J. Kenton
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 980-1001
Persistent link: https://www.econbiz.de/10010508683
Saved in:
5
Closing call auctions at the index futures market
Hagströmer, Björn
;
Nordén, Lars
- In:
The journal of futures markets
34
(
2014
)
4
,
pp. 299-319
Persistent link: https://www.econbiz.de/10010355429
Saved in:
6
The role of the temporary component in spot prices in the revision of expected future spot prices : evidence from index futures quotes
Kang, Hyung Cheol
;
Lee, Dong Wook
;
Lee, Eun Jung
;
Park, …
- In:
The journal of futures markets
32
(
2012
)
3
,
pp. 230-251
Persistent link: https://www.econbiz.de/10010218771
Saved in:
7
Hedging under model misspecification : all risk factors are equal, but some are more equal than others ...
Branger, Nicole
;
Krautheim, Eva
;
Schlag, Christian
; …
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 397-430
Persistent link: https://www.econbiz.de/10010218780
Saved in:
8
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
9
The performance of VIX option pricing models : empirical evidence beyond simulation
Wang, Zhiguang
;
Daigler, Robert T.
- In:
The journal of futures markets
31
(
2011
)
3
,
pp. 251-281
Persistent link: https://www.econbiz.de/10008908399
Saved in:
10
A Markov regime-switching ARMA approach for hedging stock indices
Chen, Chao-chun
;
Tsay, Wen-jen
- In:
The journal of futures markets
31
(
2011
)
2
,
pp. 165-191
Persistent link: https://www.econbiz.de/10008908406
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