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~isPartOf:"Applied economics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Risk management"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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Risk management
Volatilität
Derivat
106
Derivative
106
Volatility
31
Hedging
28
Theorie
24
Theory
24
Option pricing theory
22
Optionspreistheorie
22
Commodity derivative
18
Rohstoffderivat
18
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15
Optionsgeschäft
15
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12
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11
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11
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Chen, Jun-Home
2
Fan, Ying
2
Geng, Peixuan
2
Lian, Yu-Min
2
Yang, Baochen
2
Ahalawat, Shweta
1
Alemany, Nuria
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
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1
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1
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Applied economics
International review of economics & finance : IREF
The journal of futures markets
57
Energy economics
50
International journal of theoretical and applied finance
44
Journal of banking & finance
44
International review of financial analysis
31
Applied mathematical finance
26
Finance research letters
26
Quantitative finance
26
Review of derivatives research
23
The European journal of finance
19
European journal of operational research : EJOR
17
International journal of financial engineering
17
Research in international business and finance
16
The North American journal of economics and finance : a journal of financial economics studies
15
Applied financial economics
14
Journal of econometrics
14
Review of Pacific Basin financial markets and policies
12
Applied economics letters
11
Journal of economic dynamics & control
11
SpringerLink / Bücher
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Agricultural finance review
10
Insurance / Mathematics & economics
10
Journal of empirical finance
10
Journal of risk and financial management : JRFM
10
Risks : open access journal
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Economic modelling
9
International journal of bonds and derivatives
9
Journal of financial economics
9
Review of quantitative finance and accounting
9
The journal of derivatives : JOD
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Finance and stochastics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Working paper
8
Finance India : the quarterly journal of Indian Institute of Finance
7
Finance and economics discussion series
7
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ECONIS (ZBW)
43
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1
The asymmetric relationships between the Bitcoin futures' return, volatility, and trading volume
Kao, Yu-Sheng
;
Zhao, Kai
;
Chuang, Hwei-lin
;
Ku, Yu-Cheng
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 524-542
Persistent link: https://www.econbiz.de/10014446485
Saved in:
2
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
3
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014474684
Saved in:
4
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014475040
Saved in:
5
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
6
Spot market and derivative segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
7
Directly pricing VIX futures : the role of dynamic volatility and jump intensity
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
Applied economics
54
(
2022
)
32
,
pp. 3678-3694
Persistent link: https://www.econbiz.de/10013410814
Saved in:
8
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
9
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
10
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
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