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~isPartOf:"Annals of finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Derivat"
~subject:"Volatility"
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Search: "Preisindex" OR "Rohstoff" OR "Rohstoffpreis"
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Azhar Mohamad
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Annals of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
246
The journal of futures markets
183
International review of financial analysis
75
Finance research letters
73
International review of economics & finance : IREF
61
Journal of banking & finance
59
International journal of theoretical and applied finance
52
Economic modelling
50
Applied economics
47
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38
The North American journal of economics and finance : a journal of financial economics studies
34
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32
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International Journal of Energy Economics and Policy : IJEEP
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Journal of commodity markets
26
Quantitative finance
26
Journal of international money and finance
24
NBER Working Paper
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
The European journal of finance
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Journal of risk and financial management : JRFM
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Discussion paper / Centre for Economic Policy Research
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Econometric Institute research papers
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Journal of international financial markets, institutions & money
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Journal of multinational financial management
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Journal of financial economics
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The journal of finance : the journal of the American Finance Association
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Journal of economic dynamics & control
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Discussion paper / Tinbergen Institute
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European journal of operational research : EJOR
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
34
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1
Analysis of variance based instruments for Ornstein-Uhlenbeck type models : swap and price index
Issaka, Aziz
;
SenGupta, Indranil
- In:
Annals of finance
13
(
2017
)
4
,
pp. 401-434
Persistent link: https://www.econbiz.de/10011945581
Saved in:
2
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
3
Delta-hedging in fractional volatility models
Zhao, Qi
;
Chronopoulou, Alexandra
- In:
Annals of finance
19
(
2023
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10014253877
Saved in:
4
Natural gas price, market fundamentals and hedging effectiveness
Song Zan Chiou Wei
;
Chen, Sheng-Hung
;
Zhu, Zhen
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 321-337
Persistent link: https://www.econbiz.de/10012431299
Saved in:
5
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
6
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
7
Asymmetric cyclical connectedness on the commodity markets : further insights from bull and bear markets
Amar, Amine Ben
;
Goutte, Stéphane
;
Isleimeyyeh, Mohammad
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 386-400
Persistent link: https://www.econbiz.de/10013336303
Saved in:
8
Fractional Barndorff-Nielsen and Shephard model : applications in variance and volatility swaps, and hedging
Salmon, Nicholas
;
SenGupta, Indranil
- In:
Annals of finance
17
(
2021
)
4
,
pp. 529-558
Persistent link: https://www.econbiz.de/10012664151
Saved in:
9
Evaluation of market risk associated with hedging a credit derivative portfolio
Chamizo, Álvaro
;
Novales, Alfonso
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 411-430
Persistent link: https://www.econbiz.de/10012655516
Saved in:
10
Correlations and volatility spillovers between China and Southeast Asian stock markets
Zhong, Yi
;
Liu, Jiapeng
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 57-69
Persistent link: https://www.econbiz.de/10012656194
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