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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~subject:"Derivat"
~subject:"Risiko"
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Search: ("Abfallpolitik" OR "Digitalisierung" OR "Rohstoff") AND NOT isPartOf:Wirtschaftsdienst
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Derivat
Risiko
Hedging
131
Commodity derivative
103
Rohstoffderivat
103
Theorie
103
Theory
103
Volatility
68
Volatilität
68
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47
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García, Philip
5
Irwin, Scott H.
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Hayes, Dermot James
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Lence, Sergio H.
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Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Smith, Aaron D.
2
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2
Alam, Md Rafayet
1
Alañón Pardo, Ángel
1
Alexander, Carol
1
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1
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1
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1
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1
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1
Bao, Li
1
Barbi, Massimiliano
1
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1
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1
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1
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1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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American journal of agricultural economics
Applied economics
Quantitative finance
The journal of futures markets
119
Energy economics
99
Finance research letters
43
Journal of banking & finance
43
International review of financial analysis
41
International journal of theoretical and applied finance
40
International review of economics & finance : IREF
35
The European journal of finance
23
Journal of financial economics
22
Economic modelling
21
Insurance / Mathematics & economics
21
Risks : open access journal
20
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19
Journal of economic dynamics & control
18
NBER working paper series
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18
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of risk and financial management : JRFM
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Working paper
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DERA-Rohstoffinformationen
15
Finance and stochastics
15
Journal of commodity markets
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Journal of multinational financial management
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The energy journal
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European journal of operational research : EJOR
14
Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of derivatives research
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The journal of finance : the journal of the American Finance Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of empirical finance
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ECONIS (ZBW)
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1
Economic policy uncertainty and corporate digital transformation : evidence from China
Cheng, Zhuo
;
Tajul Ariffin Masron
- In:
Applied economics
55
(
2023
)
40
,
pp. 4625-4641
Persistent link: https://www.econbiz.de/10014302543
Saved in:
2
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
3
Uncertainty impacts on China's agricultural commodity futures : a quantile perspective
Zou, Zhanyong
;
Ouyang, Chuang
;
Li, Xing
- In:
Applied economics
56
(
2024
)
42
,
pp. 5090-5106
Persistent link: https://www.econbiz.de/10014560525
Saved in:
4
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
5
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
6
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
7
Uncertainty diffusion across commodity markets
Cadoret, Isabelle
;
Minlend, Jacques
;
Razafindrabe, Tovonony
- In:
Applied economics
55
(
2023
)
38
,
pp. 4377-4401
Persistent link: https://www.econbiz.de/10014301245
Saved in:
8
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
9
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
10
Bond flotation with exotic commodity collateral
Dempster, Michael A. H.
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1903-1925
Persistent link: https://www.econbiz.de/10012313526
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