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~isPartOf:"Applied economics"
~isPartOf:"The energy journal"
~isPartOf:"The journal of computational finance"
~subject:"Option pricing theory"
~subject:"Rohstoffderivat"
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Option pricing theory
Rohstoffderivat
Derivat
105
Derivative
105
Optionspreistheorie
45
Theorie
28
Theory
28
Volatility
21
Volatilität
21
Hedging
20
Commodity derivative
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Stochastic process
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Stochastischer Prozess
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Credit risk
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Kreditrisiko
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Electric power industry
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Elektrizitätswirtschaft
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Interest rate derivative
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Yield curve
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Zinsderivat
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Portfolio selection
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Futures
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Option trading
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Optionsgeschäft
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Crépey, Stéphane
2
Escobar, Marcos
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Irwin, Scott H.
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2
Peña Sánchez de Rivera, Juan Ignacio
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1
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Applied economics
The energy journal
The journal of computational finance
International journal of theoretical and applied finance
102
Energy economics
68
Applied mathematical finance
63
The journal of futures markets
52
Quantitative finance
46
Review of derivatives research
44
Journal of banking & finance
38
International review of financial analysis
32
European journal of operational research : EJOR
30
Journal of mathematical finance
30
The European journal of finance
26
Finance research letters
25
International journal of financial engineering
25
International review of economics & finance : IREF
25
Risks : open access journal
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Applied economics letters
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of derivatives : JOD
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Economic modelling
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
SpringerLink / Bücher
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Computational economics
16
Journal of risk and financial management : JRFM
16
Journal of econometrics
15
Annals of finance
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Insurance / Mathematics & economics
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NBER working paper series
12
Wiley finance series
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American journal of agricultural economics
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International journal of financial markets and derivatives
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Journal of commodity markets
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SFB 649 discussion paper
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ECONIS (ZBW)
63
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1
Should dominant contracts move to nearby months? : evidence from Chinese agricultural futures markets
Xie, Wei
;
Yi An
- In:
Applied economics
55
(
2023
)
41
,
pp. 4817-4840
Persistent link: https://www.econbiz.de/10014334766
Saved in:
2
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:
3
Futures prices are useful predictors of the spot price of crude oil
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
The energy journal
44
(
2023
)
4
,
pp. 65-82
Persistent link: https://www.econbiz.de/10014323790
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
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:
6
Market makers and liquidity premium in electricity futures markets
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
- In:
The energy journal
43
(
2022
)
2
,
pp. 91-109
Persistent link: https://www.econbiz.de/10013187836
Saved in:
7
Time-varying term structure of oil risk premia
Cortazar, Gonzalo
;
Liedtke, Philip
;
Ortega, Hector
; …
- In:
The energy journal
43
(
2022
)
5
,
pp. 71-91
Persistent link: https://www.econbiz.de/10013412820
Saved in:
8
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
9
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:
10
Speculation and food-grain prices
Lawson, Joshua
;
Alam, Md Rafayet
;
Etienne, Xiaoli Liao
- In:
Applied economics
53
(
2021
)
20
,
pp. 2305-2321
Persistent link: https://www.econbiz.de/10012501199
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