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subject:"Erdöl"
~isPartOf:"The review of financial studies"
~subject:"1993-1997"
~subject:"Bourse"
~subject:"Capital income"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Search: subject_exact:"Commodity derivative"
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Erdöl
1993-1997
Bourse
Capital income
Ölpreis
Commodity derivative
13
Rohstoffderivat
13
USA
12
United States
12
Petroleum
7
Theorie
6
Theory
6
Hedging
5
Institutional investor
2
Institutioneller Investor
2
Oil price
2
Option pricing theory
2
Optionspreistheorie
2
Speculation
2
Spekulation
2
Volatility
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Volatilität
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1958-2019
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1986-1991
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Casassus, Jaime
1
Christoffersen, Peter F.
1
David, Alexander
1
Day, Theodore E.
1
Dewaly, Michaël
1
Ederington, Louis H.
1
Fernando, Chitru S.
1
Giambona, Erasmo
1
Jacobs, Kris
1
Khan, Saqib
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Khokher, Zeigham
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Lewis, Craig M.
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Liu, Peng
1
Neuberger, Anthony
1
Pan, Xuhui
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Schwartz, Eduardo S.
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Tang, Ke
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The review of financial studies
Energy economics
171
The journal of futures markets
41
Finance research letters
38
The energy journal
32
International Journal of Energy Economics and Policy : IJEEP
25
Economic modelling
22
International review of economics & finance : IREF
22
International review of financial analysis
21
Journal of banking & finance
19
Applied economics
14
Journal of commodity markets
14
Research in international business and finance
14
Applied economics letters
13
Applied financial economics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of international money and finance
10
OPEC energy review
9
International journal of finance & economics : IJFE
8
Journal of forecasting
8
Journal of international financial markets, institutions & money
6
The journal of energy markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of forecasting
5
Journal of empirical finance
5
Journal of energy finance & development
5
The European journal of finance
5
The empirical economics letters : a monthly international journal of economics
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Quantitative finance
4
Review of quantitative finance and accounting
4
Studies in economics and finance
4
Theoretical economics letters
4
Energy strategy reviews
3
Finance India : the quarterly journal of Indian Institute of Finance
3
Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of Asian economics
3
Journal of multinational financial management
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
9
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1
The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Pan, Xuhui
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
Saved in:
2
Derivatives supply and corporate hedging : evidence from the Safe Harbor Reform of 2005
Giambona, Erasmo
;
Wang, Ye
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5015-5050
Persistent link: https://www.econbiz.de/10012387414
Saved in:
3
Exploration activity, long-run decisions, and the risk premium in energy futures
David, Alexander
- In:
The review of financial studies
32
(
2019
)
4
,
pp. 1536-1572
Persistent link: https://www.econbiz.de/10012033720
Saved in:
4
The information content of a nonlinear macro-finance model for commodity prices
Khan, Saqib
;
Khokher, Zeigham
;
Simin, Timothy T.
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2818-2850
Persistent link: https://www.econbiz.de/10011755633
Saved in:
5
Determinants of trader profits in commodity futures markets
Dewaly, Michaël
;
Ederington, Louis H.
;
Fernando, Chitru S.
- In:
The review of financial studies
26
(
2013
)
10
,
pp. 2648-283
Persistent link: https://www.econbiz.de/10010207243
Saved in:
6
Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
- In:
The review of financial studies
26
(
2013
)
5
,
pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
Saved in:
7
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
8
Hedging long-term exposures with multiple short-term futures contracts
Neuberger, Anthony
- In:
The review of financial studies
12
(
1999
)
2
,
pp. 429-459
Persistent link: https://www.econbiz.de/10001421830
Saved in:
9
Initial margin policy and stochastic volatility in the crude oil futures market
Day, Theodore E.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 303-332
Persistent link: https://www.econbiz.de/10001220634
Saved in:
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