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isPartOf:"The electricity journal"
~isPartOf:"The journal of futures markets"
~subject:"Theory"
~subject:"Währungsderivat"
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Theory
Währungsderivat
USA
1,241
United States
1,241
Electric power industry
286
Elektrizitätswirtschaft
286
Commodity exchange
185
Warenbörse
185
Derivat
157
Derivative
157
Volatility
128
Volatilität
128
Theorie
125
Hedging
123
Index futures
123
Index-Futures
123
Electricity supply
102
Elektrizitätsversorgung
102
Electricity policy
99
Elektrizitätspolitik
99
Commodity derivative
98
Rohstoffderivat
98
Börsenkurs
92
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92
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87
Zinsderivat
87
Estimation
82
Schätzung
82
Electricity price
68
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68
Regulation
65
Regulierung
65
Deregulation
63
Deregulierung
63
Currency derivative
61
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60
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60
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51
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51
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47
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English
178
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Lien, Da-hsiang Donald
5
Brorsen, B. Wade
4
Jordan, James V.
3
Krull, Steven Brian
3
Malliaris, Anastasios G.
3
Wang, George H. K.
3
Bali, Turan G.
2
Braga, Francesco S.
2
Caples, Stephen C.
2
Costello, Kenneth W.
2
Felder, Frank A.
2
Fleming, Jeff
2
Frino, Alex
2
Fujihara, Roger Arnold
2
Fung, Hung-gay
2
Gay, Gerald D.
2
Ghosh, Asim K.
2
Harpaz, Giora
2
Hayenga, Marvin L.
2
Herbst, Anthony F.
2
Kirsch, Laurence D.
2
Kolb, Robert W.
2
Mann, Steven C.
2
Martin, Larry J.
2
Myers, Robert J.
2
Najand, Mohammad
2
Ostdiek, Barbara
2
Park, Hun Y.
2
Roon, Frans de
2
Saunders, Anthony
2
Tandon, Kishore
2
Urrutia, Jorge L.
2
Webb, Robert I.
2
Williams, Jeffrey
2
Wolf, Avner S.
2
Wright, Brian D.
2
Adkins, Lee Chester
1
Al-Zoubi, Haitham A.
1
Alcock, Jamie
1
Ané, Thierry
1
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The electricity journal
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,388
Discussion paper / Centre for Economic Policy Research
366
European journal of operational research : EJOR
337
The American economic review
304
American journal of agricultural economics
238
The review of economics and statistics
231
The review of financial studies
230
The journal of finance : the journal of the American Finance Association
218
Working paper
216
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
Journal of monetary economics
188
Journal of political economy
183
Economics letters
181
Discussion paper series / IZA
179
Southern economic journal
168
Applied economics
163
Journal of money, credit and banking : JMCB
156
Finance and economics discussion series
155
International journal of production research
148
Journal of banking & finance
145
CESifo working papers
144
Economic inquiry : journal of the Western Economic Association International
141
Journal of financial economics
128
The quarterly journal of economics
117
International economic review
116
The economic journal : the journal of the Royal Economic Society
116
Journal of macroeconomics
114
Public choice
113
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
99
Discussion paper
96
Applied economics letters
95
Journal of applied econometrics
95
Journal of economic literature
95
Journal of econometrics
94
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
92
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ECONIS (ZBW)
178
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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
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:
3
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:
4
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:
5
A new look at the forward premium "puzzle"
Al-Zoubi, Haitham A.
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 599-628
Persistent link: https://www.econbiz.de/10009009215
Saved in:
6
Local trader profitability in futures markets : liquidity and position taking profits
Frino, Alex
;
Jarnecic, Elvis
;
Feletto, Roger
- In:
The journal of futures markets
30
(
2010
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003962216
Saved in:
7
Trinomial or binomial : accelerating American put option price on trees
Chan, Jiun Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 826-839
Persistent link: https://www.econbiz.de/10003900848
Saved in:
8
The specification of GARCH models with stochastic covariates
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
Saved in:
9
Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
Saved in:
10
Dynamic hedging with futures : a copula-based GARCH model
Hsu, Chih-chiang
;
Tseng, Chih-Ping
;
Wang, Yaw-Huei
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1095-1116
Persistent link: https://www.econbiz.de/10003770071
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