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~isPartOf:"Energy economics"
~subject:"Black-Scholes-Modell"
~subject:"Derivat"
~subject:"Derivative"
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Black-Scholes-Modell
Derivat
Derivative
Option pricing theory
56
Optionspreistheorie
56
Volatility
27
Volatilität
27
Stochastic process
20
Stochastischer Prozess
20
Real options analysis
18
Realoptionsansatz
18
Electric power industry
16
Elektrizitätswirtschaft
16
Electricity price
13
Option trading
13
Optionsgeschäft
13
Strompreis
13
Oil price
12
Ölpreis
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Risk
11
Commodity derivative
10
Electricity
10
Hedging
10
Rohstoffderivat
10
Elektrizität
9
Real options
9
Energiemarkt
8
Energy market
8
Risiko
8
Credit derivative
7
Kreditderivat
7
Real option
7
Risikoprämie
7
Risk premium
7
Forecasting model
6
Markov chain
6
Markov-Kette
6
Oil market
6
Prognoseverfahren
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English
24
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Benth, Fred Espen
3
Ignatieva, Ekaterina
2
Kiesel, Rüdiger
2
Nazarova, Anna
2
Alasseur, C.
1
Algieri, Bernardina
1
Bannör, Karl
1
Birkelund, Ole Henrik
1
Borovkova, Svetlana
1
Bunn, Derek W.
1
Caporin, Massimiliano
1
Cartea, Álvaro
1
Chiarella, Carl
1
Conejo, Antonio J.
1
Coulon, Michael
1
Date, Paresh
1
Elias, R. S.
1
Elliott, Robert J.
1
Ewald, Christian-Olivier
1
Fang, Liping
1
Fonseca, José da
1
Féron, O.
1
González-Pedraz, Carlos
1
Groll, Andreas
1
Gudkov, Nikolay
1
Haugom, Erik
1
Hesamzadeh, Mohammad Reza
1
Kanamura, Takashi
1
Kang, Boda
1
Kemper, Annika
1
Kh.Balci, Anna
1
Klüppelberg, Claudia
1
Ladokhin, Sergiy
1
Leccadito, Arturo
1
Lyle, Matthew R.
1
López Cabrera, Brenda
1
Mahringer, Steffen
1
Meyer-Brandis, Thilo
1
Molnár, Peter
1
Müller, Gernot
1
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Energy economics
International journal of theoretical and applied finance
185
The journal of futures markets
102
Applied mathematical finance
94
Journal of banking & finance
70
Review of derivatives research
69
Quantitative finance
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
The journal of computational finance
62
The journal of derivatives : the official publication of the International Association of Financial Engineers
52
Finance and stochastics
51
Journal of mathematical finance
49
Computational economics
43
European journal of operational research : EJOR
38
International journal of financial engineering
38
The European journal of finance
37
The North American journal of economics and finance : a journal of financial economics studies
37
Finance research letters
35
Journal of economic dynamics & control
35
International review of financial analysis
31
International review of economics & finance : IREF
30
Journal of financial economics
29
Journal of econometrics
28
Risks : open access journal
27
The journal of derivatives : JOD
27
Asia-Pacific financial markets
26
Research paper series / Swiss Finance Institute
23
SpringerLink / Bücher
23
Journal of risk and financial management : JRFM
19
Review of quantitative finance and accounting
18
Wiley finance series
18
Annals of finance
17
Applied financial economics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
SFB 649 discussion paper
17
The journal of credit risk : published quarterly by Incisive Media
17
Applied economics letters
16
Insurance / Mathematics & economics
16
Journal of financial markets
16
The journal of finance : the journal of the American Finance Association
16
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ECONIS (ZBW)
24
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1
Pricing and hedging wind power prediction risk with binary
option
contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
Saved in:
2
The spark spread and clean spark spread
option
based valuation of a power plant with multiple turbines
Elias, R. S.
;
Wahab, M. I. M.
;
Fang, Liping
- In:
Energy economics
59
(
2016
),
pp. 314-327
Persistent link: https://www.econbiz.de/10011699668
Saved in:
3
Parametric model risk and power plant valuation
Bannör, Karl
;
Kiesel, Rüdiger
;
Nazarova, Anna
; …
- In:
Energy economics
59
(
2016
),
pp. 423-434
Persistent link: https://www.econbiz.de/10011699734
Saved in:
4
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:
5
An empirical model comparison for valuing crack spread options
Mahringer, Steffen
;
Prokopczuk, Marcel
- In:
Energy economics
51
(
2015
),
pp. 177-187
Persistent link: https://www.econbiz.de/10011564825
Saved in:
6
On the use of the moment-matching technique for pricing and hedging multi-asset spread options
Pellegrino, Tommaso
;
Sabino, Piergiacomo
- In:
Energy economics
45
(
2014
),
pp. 172-185
Persistent link: https://www.econbiz.de/10010504771
Saved in:
7
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
8
Risk premia in electricity derivatives markets
Algieri, Bernardina
;
Leccadito, Arturo
;
Tunaru, Diana
- In:
Energy economics
100
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012990257
Saved in:
9
Three-factor commodity forward curve model and its joint P and Q dynamics
Ladokhin, Sergiy
;
Borovkova, Svetlana
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161542
Saved in:
10
Structural price model for coupled electricity markets
Alasseur, C.
;
Féron, O.
- In:
Energy economics
75
(
2018
),
pp. 104-119
Persistent link: https://www.econbiz.de/10011973876
Saved in:
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