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subject:"USA"
~isPartOf:"Energy economics"
~subject:"CAPM"
~subject:"Kreditrisiko"
~subject:"Stochastic process"
~subject:"Warenbörse"
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USA
CAPM
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Derivat
121
Derivative
121
Hedging
43
Commodity derivative
42
Rohstoffderivat
42
Electric power industry
41
Elektrizitätswirtschaft
41
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39
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Benth, Fred Espen
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1
Ames, Matthew
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Energy economics
The journal of futures markets
208
International journal of theoretical and applied finance
98
Journal of banking & finance
87
The journal of finance : the journal of the American Finance Association
53
Journal of financial economics
38
Advances in futures and options research : a research annual
35
Journal of financial and quantitative analysis : JFQA
35
Review of derivatives research
32
The journal of fixed income
32
Applied mathematical finance
31
Quantitative finance
30
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Finance research letters
26
The review of financial studies
25
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24
Working paper / National Bureau of Economic Research, Inc.
24
International review of financial analysis
23
The journal of computational finance
22
The journal of structured finance
22
European journal of operational research : EJOR
21
Finance and economics discussion series
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
The journal of credit risk : published quarterly by Incisive Media
20
Journal of economic dynamics & control
19
International journal of financial engineering
18
Review of futures markets
18
The European journal of finance
18
The North American journal of economics and finance : a journal of financial economics studies
18
Finance and stochastics
17
International review of economics & finance : IREF
17
Review of quantitative finance and accounting
17
SpringerLink / Bücher
17
The financial review : the official publication of the Eastern Finance Association
17
Working paper
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American journal of agricultural economics
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Annals of finance
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Applied economics letters
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Journal of econometrics
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Journal of financial services research : JFSR
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ECONIS (ZBW)
25
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1
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
2
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
3
Three-factor commodity forward curve model and its joint P and Q dynamics
Ladokhin, Sergiy
;
Borovkova, Svetlana
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161542
Saved in:
4
Which risk factors drive oil futures price curves?
Ames, Matthew
;
Bagnarosa, Guillaume
;
Matsui, Tomoko
; …
- In:
Energy economics
87
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012512291
Saved in:
5
Optimal hedging under biased energy futures markets
Furió, Dolores
;
Torró, Hipòlit
- In:
Energy economics
88
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012516242
Saved in:
6
Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Hammoudeh, …
- In:
Energy economics
78
(
2019
),
pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
Saved in:
7
An equilibrium pricing model for wind power futures
Gersema, Gerke
;
Wozabal, David
- In:
Energy economics
65
(
2017
),
pp. 64-74
Persistent link: https://www.econbiz.de/10011803887
Saved in:
8
A multifactor stochastic volatility model of commodity prices
Cortazar, Gonzalo
;
Lopez, Matias
;
Naranjo, Lorenzo
- In:
Energy economics
67
(
2017
),
pp. 182-201
Persistent link: https://www.econbiz.de/10011897898
Saved in:
9
Market conditions, trader types and price-volume relation in energy futures markets
Alizadeh-Masoodian, Amir H.
;
Tamvakis, Michael
- In:
Energy economics
56
(
2016
),
pp. 134-149
Persistent link: https://www.econbiz.de/10011663879
Saved in:
10
Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market
Fonseca, José da
;
Ignatieva, Ekaterina
;
Ziveyi, Jonathan
- In:
Energy economics
56
(
2016
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011664232
Saved in:
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