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~isPartOf:"Applied mathematical finance"
~isPartOf:"International review of financial analysis"
~isPartOf:"Quantitative finance"
~language:"eng"
~subject:"Derivat"
~subject:"Spillover effect"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Rohstoff-Hedging"
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Derivat
Spillover effect
Hedging
181
Portfolio selection
69
Portfolio-Management
69
Option pricing theory
60
Optionspreistheorie
60
Theorie
53
Theory
53
Derivative
51
Volatility
45
Volatilität
45
Stochastic process
27
Stochastischer Prozess
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22
Risk management
22
Welt
19
World
19
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18
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Rohstoffderivat
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Black-Scholes model
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Black-Scholes-Modell
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Spillover-Effekt
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CAPM
11
Capital income
10
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10
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10
Hedging effectiveness
10
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9
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9
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Benth, Fred Espen
2
Bessler, Wolfgang
2
Chen, Jinyu
2
Delage, Erick
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Abid, Ilyes
1
Ahmad, Wasim
1
Akhtaruzzaman, Md.
1
Alexander, Carol
1
Aly, Sidi Mohamed Ould
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Antonakakis, Nikolaos
1
Badran, Alexander
1
Baldeaux, Jan
1
Banerjee, Ameet Kumar
1
Bao, Li
1
Barth, Andrea
1
Becherer, Dirk
1
Belghitar, Yacine
1
BenMabrouk, Houda
1
Biegler-König, Richard
1
Boubaker, Adel
1
Bouzianis, George
1
Bunn, Derek W.
1
Cao, Jiahui
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1
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1
Dempster, Michael A. H.
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Ding, Qian
1
Dunbar, Kwamie
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Applied mathematical finance
International review of financial analysis
Quantitative finance
The journal of futures markets
94
Energy economics
67
International journal of theoretical and applied finance
34
Journal of banking & finance
28
International review of economics & finance : IREF
26
Finance research letters
20
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of risk and financial management : JRFM
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Journal of multinational financial management
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Cogent economics & finance
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Global finance journal
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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The journal of fixed income
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Computational economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European financial management : the journal of the European Financial Management Association
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of corporate finance : contracting, governance and organization
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Insurance / Mathematics & economics
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International Journal of Financial Studies : open access journal
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International journal of financial engineering
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ECONIS (ZBW)
61
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1
Do foreign currency risk management strategies increase value in family business?
Mefteh-Wali, Salma
;
Hussain, Nazim
- In:
International review of financial analysis
93
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014543583
Saved in:
2
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
3
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
4
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
5
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
6
Robust risk-aware option hedging
Wu, David
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
30
(
2023
)
3
,
pp. 153-174
Persistent link: https://www.econbiz.de/10015051231
Saved in:
7
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
8
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:
9
Volatility spillovers and hedging strategies between impact investing and agricultural commodities
Banerjee, Ameet Kumar
;
Akhtaruzzaman, Md.
;
Sensoy, Ahmet
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543920
Saved in:
10
To hedge or not to hedge? : cryptocurrencies, gold and oil against stock market risk
Echaust, Krzysztof
;
Just, Małgorzata
;
Kliber, Agata
- In:
International review of financial analysis
94
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014543972
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