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subject:"United Kingdom"
~isPartOf:"Energy economics"
~subject:"Derivat"
~subject:"Devisenmarkt"
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United Kingdom
Derivat
Devisenmarkt
Currency derivative
4
Währungsderivat
4
Derivative
3
Theorie
3
Theory
3
Cointegration
2
Commodity derivative
2
Commodity exchange
2
Erdöl
2
Kointegration
2
Oil price
2
Petroleum
2
Risikoprämie
2
Risk premium
2
Rohstoffderivat
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Warenbörse
2
Ölpreis
2
ARCH model
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ARCH-Modell
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CARMA processes
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Commodity markets
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Commodity price
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Cross-hedging
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Crude oil
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Efficient market hypothesis
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Effizienzmarkthypothese
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Electricity markets
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Electricity price
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Error correction model
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Estimation
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Exchange rate
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Forecast
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Forecasting model
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Forward prices
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Futures and forwards
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Heath–Jarrow–Morton modeling
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Adams, Zeno
1
Benth, Fred Espen
1
Gerner, Mathias
1
Haugom, Erik
1
Koekebakker, Steen
1
Ullrich, Carl J.
1
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Energy economics
Journal of international money and finance
25
The journal of futures markets
24
Journal of international financial markets, institutions & money
13
NBER working paper series
13
NBER Working Paper
12
Wiley trading series
12
Journal of banking & finance
11
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper
8
Wiley trading
8
Global finance journal
7
Journal of financial economics
7
Discussion paper / Centre for Economic Policy Research
6
Finance research letters
6
International review of economics & finance : IREF
6
Applied economics
5
Economic modelling
5
Economics letters
5
International review of financial analysis
5
Journal of multinational financial management
5
Wiley finance series
5
Working paper
5
Applied economics letters
4
Applied financial economics
4
EUI working paper / ECO
4
European economic review : EER
4
International journal of forecasting
4
International journal of theoretical and applied finance
4
Journal of empirical finance
4
Journal of money, credit and banking : JMCB
4
Research paper / Federal Reserve Bank of New York
4
The European journal of finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Computational economics
3
Diskussionsbeiträge / 2
3
IMF Working Paper
3
IMF working papers
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
52
(
2015
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011568135
Saved in:
2
Cross hedging jet-fuel price exposure
Adams, Zeno
;
Gerner, Mathias
- In:
Energy economics
34
(
2012
)
5
,
pp. 1301-1309
Persistent link: https://www.econbiz.de/10009688100
Saved in:
3
Market efficiency and risk premia in short-term forward prices
Haugom, Erik
;
Ullrich, Carl J.
- In:
Energy economics
34
(
2012
)
6
,
pp. 1931-1941
Persistent link: https://www.econbiz.de/10009688923
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