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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Economics letters"
~isPartOf:"IMF working paper"
~subject:"Derivat"
~type_genre:"Article in journal"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Derivat
Theorie
114
Theory
114
Hedging
106
Volatility
56
Volatilität
56
Commodity derivative
54
Rohstoffderivat
54
USA
48
United States
48
Oil price
40
Ölpreis
40
Option pricing theory
35
Optionspreistheorie
35
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31
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31
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English
31
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García, Philip
3
Irwin, Scott H.
3
Lence, Sergio H.
3
Benth, Fred Espen
2
Hayes, Dermot James
2
Smith, Aaron D.
2
Aly, Sidi Mohamed Ould
1
Badran, Alexander
1
Baldeaux, Jan
1
Barth, Andrea
1
Becherer, Dirk
1
Biegler-König, Richard
1
Bouzianis, George
1
Cohen, Samuel N.
1
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1
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1
Hart, Chad E.
1
He, Xinyue
1
Hendricks, Nathan P.
1
Hikspoors, Samuel
1
Hofer, Markus
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
Leung, Tim
1
Li, Dong-feng
1
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1
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1
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1
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1
Potthoff, Jürgen
1
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Rao, Vadhindran K.
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American journal of agricultural economics
Applied mathematical finance
Economics letters
IMF working paper
The journal of futures markets
104
Energy economics
77
International journal of theoretical and applied finance
39
Journal of banking & finance
36
International review of financial analysis
31
International review of economics & finance : IREF
23
Finance research letters
21
Quantitative finance
18
Applied economics
17
Economic modelling
15
The European journal of finance
15
Journal of multinational financial management
14
Journal of risk and financial management : JRFM
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
European journal of operational research : EJOR
12
Journal of financial economics
12
Review of derivatives research
12
Applied financial economics
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Journal of commodity markets
11
Research in international business and finance
11
Applied economics letters
10
Review of quantitative finance and accounting
10
The energy journal
10
Computational economics
9
European financial management : the journal of the European Financial Management Association
9
Journal of economic dynamics & control
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Risks : open access journal
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of fixed income
9
Annals of finance
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Cogent economics & finance
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International Journal of Energy Economics and Policy : IJEEP
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Journal of financial and quantitative analysis : JFQA
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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
31
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1
Hedging strategies in commodity markets : rolling intrinsic and delta hedging for virtual power plants
Biegler-König, Richard
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 550-582
Persistent link: https://www.econbiz.de/10012516171
Saved in:
2
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
3
Are price limits cooling off agricultural futures markets?
He, Xinyue
;
Serra, Teresa
- In:
American journal of agricultural economics
104
(
2022
)
5
,
pp. 1724-1746
Persistent link: https://www.econbiz.de/10013466145
Saved in:
4
London vs. Leipzig : price discovery of carbon futures during Phase III of the ETS
Stefan, Martin
;
Wellenreuther, Claudia
- In:
Economics letters
188
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012227862
Saved in:
5
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
6
Non-parametric pricing and hedging of exotic derivatives
Lyons, Terry
;
Nejad, Sina
;
Perez Arribas, Imanol
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 457-494
Persistent link: https://www.econbiz.de/10012516168
Saved in:
7
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
8
Dynamic index tracking and risk exposure control using derivatives
Leung, Tim
;
Ward, Brian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 180-212
Persistent link: https://www.econbiz.de/10011959128
Saved in:
9
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
10
Price mean reversion, seasonality, and options markets
Hart, Chad E.
;
Lence, Sergio H.
;
Hayes, Dermot James
;
Na Jin
- In:
American journal of agricultural economics
98
(
2016
)
3
,
pp. 707-725
Persistent link: https://www.econbiz.de/10011635129
Saved in:
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