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~isPartOf:"Applied economics"
~isPartOf:"Finance and stochastics"
~subject:"Option trading"
~subject:"Rohstoffderivat"
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Option trading
Rohstoffderivat
Hedging
129
Theorie
65
Theory
65
Portfolio selection
47
Portfolio-Management
47
Option pricing theory
36
Optionspreistheorie
36
Risiko
17
Risk
17
Derivat
15
Derivative
15
Stochastic process
15
Stochastischer Prozess
15
Martingal
14
Martingale
14
Optionsgeschäft
13
Transaction costs
13
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13
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Volatilität
13
ARCH model
12
ARCH-Modell
12
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12
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12
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11
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11
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9
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7
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English
24
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Hobson, David G.
3
Abid, Ilyes
1
Alizadeh-Masoodian, Amir H.
1
Anderson, David P.
1
Benth, Fred Espen
1
Bouchard, Bruno
1
Bouri, Elie
1
Carr, Peter
1
Chelley-Steeley, Patricia L.
1
Cherny, Alexander S.
1
Cvitanić, Jakša
1
Deng, Jun
1
Denis, Emmanuel
1
Detering, Nils
1
Dhaoui, Abderrazak
1
Dolinsky, Yan
1
Fernandez-Perez, Adrian
1
Fisher, Travis
1
Frey, Rüdiger
1
Frijns, Bart
1
Goutte, Stéphane
1
Guesmi, Khaled
1
Indriawan, Ivan
1
Jalkh, Naji
1
Kabanov, Jurij M.
1
Kavussanos, Manolis G.
1
Klimmek, Martin
1
Klose, Steven L.
1
Lavers, Claire
1
Lee, Hsiang-tai
1
Lee, Kyungsub
1
Li, Xing
1
Lin, Yucheng
1
Luo, Jing
1
Menachof, David A.
1
Molnár, Peter
1
Mulinacci, Sabrina
1
Neuberger, Anthony
1
Ouyang, Chuang
1
Pan, Huifeng
1
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Applied economics
Finance and stochastics
The journal of futures markets
51
Energy economics
32
Journal of banking & finance
22
International journal of theoretical and applied finance
21
International review of economics & finance : IREF
21
International review of financial analysis
16
Finance research letters
14
Quantitative finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Economic modelling
10
The North American journal of economics and finance : a journal of financial economics studies
8
The review of financial studies
8
Journal of financial markets
7
Working paper
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied financial economics
6
Applied mathematical finance
6
International Journal of Energy Economics and Policy : IJEEP
6
Journal of commodity markets
6
Journal of financial economics
6
Journal of risk
6
The European journal of finance
6
European journal of operational research : EJOR
5
European review of agricultural economics : ERAE
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Global finance journal
5
Journal of risk and financial management : JRFM
5
NBER working paper series
5
Research in international business and finance
5
The energy journal
5
The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
5
Always learning
4
Applied economics letters
4
Cogent economics & finance
4
Computational economics
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ECONIS (ZBW)
24
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date (oldest first)
1
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:
2
Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
Saved in:
3
Analytic formula for option margin with liquidity costs under dynamic delta
hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
4
Minimum-variance
hedging
of Bitcoin inverse futures
Deng, Jun
;
Pan, Huifeng
;
Zhang, Shuyu
;
Zou, Bin
- In:
Applied economics
52
(
2020
)
58
,
pp. 6320-6337
Persistent link: https://www.econbiz.de/10012415993
Saved in:
5
Hedging
and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Saved in:
6
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Indriawan, Ivan
; …
- In:
Applied economics
52
(
2020
)
48
,
pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
Saved in:
7
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
8
Bitcoin for energy commodities before and after the December 2013 crash : diversifier, hedge or safe haven?
Bouri, Elie
;
Jalkh, Naji
;
Molnár, Peter
;
Roubaud, David
- In:
Applied economics
49
(
2017
)
50
,
pp. 5063-5073
Persistent link: https://www.econbiz.de/10011844889
Saved in:
9
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
10
Pricing and
hedging
Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
1
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