//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
~isPartOf:"Energy economics"
~source:"econis"
~subject:"Estimation"
~subject:"Theorie"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Termingeschäft"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Theorie
Volatility
Derivat
202
Derivative
202
Option pricing theory
84
Optionspreistheorie
84
Hedging
57
Volatilität
56
Theory
48
Commodity derivative
45
Rohstoffderivat
45
Electric power industry
44
Elektrizitätswirtschaft
44
Electricity price
41
Strompreis
41
Energiemarkt
37
Energy market
37
Stochastic process
32
Stochastischer Prozess
32
Electricity
29
Elektrizität
25
Risikomanagement
25
Risk management
25
Risikoprämie
23
Risk premium
23
Option trading
21
Optionsgeschäft
21
Risk
21
Spot market
21
Spotmarkt
21
Risiko
19
Electricity markets
15
Weather
15
Wetter
15
Portfolio selection
14
Portfolio-Management
14
Commodity exchange
13
EU countries
13
EU-Staaten
13
Warenbörse
13
more ...
less ...
Online availability
All
Undetermined
38
Free
1
Type of publication
All
Article
95
Type of publication (narrower categories)
All
Article in journal
94
Aufsatz in Zeitschrift
94
Language
All
English
95
Author
All
Benth, Fred Espen
6
Haugom, Erik
3
Baldeaux, Jan
2
Howison, Sam
2
Ignatieva, Ekaterina
2
Rutkowski, Marek
2
Schmeck, Maren Diane
2
Tiwari, Aviral Kumar
2
Ullrich, Carl J.
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Adams, Zeno
1
Al-Freedi, Ajab
1
Alaton, Peter
1
Alexander, Carol
1
Algieri, Bernardina
1
Alizadeh-Masoodian, Amir H.
1
Aly, Sidi Mohamed Ould
1
Ames, Matthew
1
Avellaneda, Marco
1
Badran, Alexander
1
Bagnarosa, Guillaume
1
Bai, Xiwen
1
Bajeux-Besnainou, Isabelle
1
Barneto, Pascal
1
Barth, Andrea
1
Becherer, Dirk
1
Biegler-König, Richard
1
Biggar, Darryl
1
Birkelund, Ole Henrik
1
Bopp, Anthony E.
1
Bouchaud, Jean-Philippe
1
Bragança, Gabriel Godofredo Fiuza de
1
Brik, Rachid Id
1
Byun, Suk Joon
1
Caporin, Massimiliano
1
Cartea, Álvaro
1
Chai, Shanglei
1
Chen, Pei-fen
1
Chiarella, Carl
1
more ...
less ...
Published in...
All
Applied mathematical finance
Energy economics
The journal of futures markets
186
International journal of theoretical and applied finance
96
Journal of banking & finance
90
International review of financial analysis
41
Review of derivatives research
37
Finance research letters
36
International review of economics & finance : IREF
36
The journal of finance : the journal of the American Finance Association
36
Journal of financial and quantitative analysis : JFQA
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
Advances in futures and options research : a research annual
33
Finance and stochastics
33
The European journal of finance
33
Applied financial economics
32
Quantitative finance
30
European journal of operational research : EJOR
29
Journal of financial economics
29
NBER working paper series
29
The review of financial studies
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
Economics letters
26
Journal of economic dynamics & control
26
NBER Working Paper
24
SpringerLink / Bücher
23
Journal of econometrics
21
The North American journal of economics and finance : a journal of financial economics studies
21
Working paper / National Bureau of Economic Research, Inc.
21
Research in international business and finance
20
The journal of fixed income
20
Applied economics
19
Applied economics letters
19
The journal of computational finance
19
The journal of credit risk : published quarterly by Incisive Media
19
Working paper
19
Gabler Edition Wissenschaft
18
Economic modelling
17
Finance and economics discussion series
17
Journal of empirical finance
17
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
95
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
3
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
4
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
5
Forecasting volatility of EUA futures : new evidence
Guo, Xiaozhu
;
Huang, Yisu
;
Liang, Chao
;
Umar, Muhammad
- In:
Energy economics
110
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349808
Saved in:
6
Hedging IMO2020 compliant fuel price exposure using futures contracts
Bai, Xiwen
;
Kavussanos, Manolis G.
- In:
Energy economics
110
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349877
Saved in:
7
An integrated theory of dispatch and hedging in wholesale electric power markets
Biggar, Darryl
;
Hesamzadeh, Mohammad Reza
- In:
Energy economics
112
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013350447
Saved in:
8
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
9
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
10
Biodiesel hedging under binding renewable fuel standard mandates
Franken, Jason R. V.
;
Irwin, Scott H.
;
García, Philip
- In:
Energy economics
96
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012816992
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->