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~isPartOf:"Finance research letters"
~isPartOf:"Working paper"
~subject:"Commodity derivative"
~subject:"Option pricing theory"
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Search: subject_exact:"Rohstoff-Hedging"
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Commodity derivative
Option pricing theory
Hedging
146
Portfolio selection
49
Portfolio-Management
49
Theorie
40
Theory
40
Volatility
31
Volatilität
31
Welt
30
World
30
Derivat
26
Derivative
26
Hedge
23
Risikomanagement
23
Risk management
23
Estimation
18
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18
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Białkowski, Je̜drzej
2
McAleer, Michael
2
Wang, Xingchun
2
Wei, Yu
2
Zhao, Yonggan
2
Ziemba, William T.
2
Alshammari, Saad
1
Bai, Lan
1
Bohl, Martin T.
1
Branger, Nicole
1
Chang, Chia-Lin
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Chen, Yongfei
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Chevallier, Julien
1
Chunhachinda, Pornchai
1
Das, Debojyoti
1
Daskalaki, Charoula
1
DeBoyrie, Maria Eugenia
1
Dutta, Anupam
1
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1
Fu, Jianping
1
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1
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1
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1
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1
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Finance research letters
Working paper
International journal of theoretical and applied finance
62
The journal of futures markets
56
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Energy economics
38
Journal of banking & finance
32
Applied mathematical finance
30
Finance and stochastics
30
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International review of financial analysis
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10
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9
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International journal of financial engineering
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Mathematical methods of operations research
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The North American journal of economics and finance : a journal of financial economics studies
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The review of financial studies
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
International Journal of Energy Economics and Policy : IJEEP
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1
Commodity futures hedge ratios : a meta-analysis
Białkowski, Je̜drzej
;
Bohl, Martin T.
;
Perera, Devmali
-
2022
Persistent link: https://www.econbiz.de/10013545700
Saved in:
2
Do commodity factors work as inflation hedges and safe havens?
Nakagawa, Kei
;
Sakemoto, Ryuta
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014632179
Saved in:
3
Can China's national carbon trading market hedge the risks of light and medium crude oil? : a comparative analysis with the European carbon market
Zhu, Pengfei
;
Lu, Tuantuan
;
Shang, Yue
;
Zhang, Zerong
; …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014580529
Saved in:
4
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
5
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
6
Connectedness and hedging effects among China's nonferrous metal, crude oil and green bond markets : an extreme perspective
Chen, Yongfei
;
Wei, Yu
;
Bai, Lan
;
Zhang, Jiahao
;
Wang, Zhuo
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014582474
Saved in:
7
Is cross-hedging an effective strategy in equity futures market?
Jose, Nithin
;
Jose, Babu
;
Varghese, James
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014240203
Saved in:
8
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
9
Are Chinese crude oil futures good hedging tools?
Li, Jie
;
Huang, Lixin
;
Li, Ping
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012490536
Saved in:
10
Does the design of spot markets matter for the success of futures markets? : evidence from dairy futures
Białkowski, Je̜drzej
;
Koeman, Jan
-
2017
Persistent link: https://www.econbiz.de/10011886644
Saved in:
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