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~isPartOf:"Applied mathematical finance"
~isPartOf:"Economia aplicada : EA"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international money and finance"
~person:"Bicchetti, David"
~person:"Jacobs, Kris"
~subject:"Commodity derivative"
~subject:"Risikoprämie"
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Commodity derivative
Risikoprämie
Rohstoffderivat
3
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Risk premium
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Branching processes
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Bicchetti, David
Jacobs, Kris
Prokopczuk, Marcel
8
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5
Bianchi, Robert
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Fan, John Hua
3
Fernandez-Perez, Adrian
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Applied mathematical finance
Economia aplicada : EA
Journal of banking & finance
Journal of international money and finance
AFA 2016 Meetings Paper Forthcoming, Review of Financial Studies
1
Discussion papers / United Nations Conference on Trade and Development
1
Energy economics
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Rotman School of Management working paper / University of Toronto Rotman School of Management
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The review of financial studies
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ECONIS (ZBW)
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Option returns, risk premiums, and demand pressure in energy markets
Jacobs, Kris
;
Li, Bingxin
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014248220
Saved in:
2
Supply, demand, and risk premiums in electricity markets
Jacobs, Kris
;
Li, Yu
;
Pirrong, Craig
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013401940
Saved in:
3
Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
Filimonov, Vladimir
;
Bicchetti, David
;
Maystre, Nicolas
; …
- In:
Journal of international money and finance
42
(
2014
),
pp. 174-192
Persistent link: https://www.econbiz.de/10010372668
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