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~isPartOf:"Applied mathematical finance"
~isPartOf:"Economia aplicada : EA"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Quantitative finance"
~subject:"Commodity derivative"
~subject:"Risikoprämie"
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Search: subject_exact:"Warentermingeschäft"
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Commodity derivative
Risikoprämie
Rohstoffderivat
46
Volatility
19
Volatilität
19
Oil price
13
Welt
13
World
13
Ölpreis
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Liu, Qingfu
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Applied mathematical finance
Economia aplicada : EA
Journal of international money and finance
Quantitative finance
Energy economics
287
The journal of futures markets
217
Finance research letters
74
International review of financial analysis
68
International review of economics & finance : IREF
53
Journal of banking & finance
53
Economic modelling
52
Applied economics
47
The energy journal
45
Journal of commodity markets
43
American journal of agricultural economics
41
Applied economics letters
40
International Journal of Energy Economics and Policy : IJEEP
39
Working paper
37
Research in international business and finance
33
The handbook of commodity investing
29
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Applied financial economics
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Journal of agricultural and applied economics
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The North American journal of economics and finance : a journal of financial economics studies
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NBER Working Paper
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The journal of alternative investments
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Agricultural economics : the journal of the International Association of Agricultural Economists
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Agricultural finance review
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Econometric Institute research papers
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Journal of empirical finance
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The European journal of finance
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European review of agricultural economics : ERAE
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International journal of finance & economics : IJFE
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of financial studies
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Applied economic perspectives and policy
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
46
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1
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
2
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
3
Welfare gains from market insurance : the case of Mexican oil price risk
Ma, Chang
;
Valencia, Fabian
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014549848
Saved in:
4
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
5
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
6
Robust portfolios with commodities and stochastic interest rates
Chen, Junhe
;
Davison, Matt
;
Escobar, Marcos
;
Zafari, Golara
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 991-1010
Persistent link: https://www.econbiz.de/10012515629
Saved in:
7
Speculation and informational efficiency in commodity futures markets
Bonnier, Jean-Baptiste
- In:
Journal of international money and finance
117
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013284866
Saved in:
8
Revisiting the Samuelson hypothesis on energy futures
Liu, W.-H.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2089-2101
Persistent link: https://www.econbiz.de/10012696819
Saved in:
9
The interest rate factor in commodity markets
Shu, Haicheng
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2103-2118
Persistent link: https://www.econbiz.de/10012696821
Saved in:
10
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
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