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subject:"United States"
~isPartOf:"The journal of futures markets"
~subject:"Commodity exchange"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Zinsderivat"
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United States
Commodity exchange
Forecasting model
Prognoseverfahren
Zinsderivat
Theorie
451
Theory
451
Hedging
136
Derivat
129
Derivative
129
USA
111
Option pricing theory
69
Optionspreistheorie
69
Warenbörse
68
Index futures
44
Index-Futures
44
Volatility
40
Volatilität
40
Estimation
39
Portfolio selection
39
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39
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39
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38
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33
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33
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32
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32
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32
Commodity derivative
30
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30
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29
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29
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27
Risk
26
Arbitrage
22
Estimation theory
19
Schätztheorie
19
Black-Scholes model
17
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English
174
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Lien, Da-hsiang Donald
8
Kolb, Robert W.
5
Gay, Gerald D.
4
Brorsen, B. Wade
3
Chen, Ren-Raw
3
Jordan, James V.
3
Pirrong, Craig
3
Wolf, Avner S.
3
Bali, Turan G.
2
Behr, Robert M.
2
Castelino, Mark G.
2
Chance, Don M.
2
Cita, John
2
Daigler, Robert T.
2
Elam, Emmett
2
Fleming, Jeff
2
Hayenga, Marvin L.
2
Leistikow, Dean
2
Ma, Christopher K.
2
Malliaris, Anastasios G.
2
Myers, Robert J.
2
Najand, Mohammad
2
Ostdiek, Barbara
2
Ward, Ronald W.
2
Webb, Robert I.
2
Williams, Jeffrey
2
Wright, Brian D.
2
Alcock, Jamie
1
Ané, Thierry
1
Arias, Joaquín
1
Arshanapalli, Bala Gangadhar
1
Asay, Michael R.
1
Babcock, Bruce A.
1
Banerjee, Aniruddha
1
Barkoulas, John T.
1
Barrett, W. B.
1
Batlin, Carl A.
1
Batlin, Carl Alan
1
Bhanot, Karan
1
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1
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,434
International journal of forecasting
718
Journal of forecasting
452
European journal of operational research : EJOR
447
Discussion paper / Centre for Economic Policy Research
428
The American economic review
318
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
300
Working paper
286
American journal of agricultural economics
259
Economics letters
252
The review of economics and statistics
248
The review of financial studies
244
Applied economics
239
Computers & operations research : and their applications to problems of world concern ; an international journal
231
The journal of finance : the journal of the American Finance Association
228
Journal of econometrics
216
Journal of banking & finance
205
Journal of monetary economics
203
CESifo working papers
188
Discussion paper series / IZA
188
International journal of production research
187
Journal of political economy
187
Finance and economics discussion series
184
NBER working paper series
173
Southern economic journal
173
Journal of money, credit and banking : JMCB
165
Journal of financial economics
162
Discussion paper / Tinbergen Institute
160
Applied economics letters
157
Journal of economic dynamics & control
156
Journal of applied econometrics
150
Economic inquiry : journal of the Western Economic Association International
145
Economic modelling
142
International journal of production economics
142
NBER Working Paper
139
Journal of macroeconomics
137
The economic journal : the journal of the Royal Economic Society
137
Energy economics
134
International economic review
134
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Source
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ECONIS (ZBW)
174
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1
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10
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174
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1
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
2
Forecasting variance swap payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
Saved in:
3
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
4
Commodity premia and risk management
Fan, John Hua
;
Zhang, Tingxi
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1097-1116
Persistent link: https://www.econbiz.de/10014553950
Saved in:
5
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
6
Strategic trading and manipulation in trade at settlement contracts
Pirrong, Craig
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 615-634
Persistent link: https://www.econbiz.de/10014293175
Saved in:
7
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:
8
Arbitrage, contract design, and market structure in Bitcoin futures markets
De Blasis, Riccardo
;
Webb, Alexander
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 492-524
Persistent link: https://www.econbiz.de/10012817947
Saved in:
9
Intraday liquidity in soybean complex futures markets
Boer, Thomas A. P. de
;
Gardebroek, Cornelis
;
Pennings, …
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1189-1211
Persistent link: https://www.econbiz.de/10013287941
Saved in:
10
Hedging pressure and liquidity provision in commodity options markets
Zhang, Tianyang
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1212-1233
Persistent link: https://www.econbiz.de/10013287942
Saved in:
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