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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Derivat"
~subject:"Volatility"
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Search: subject:"Rohstoff"
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Derivat
Volatility
Hedging
156
Theorie
78
Theory
78
Option pricing theory
67
Optionspreistheorie
67
Derivative
51
Portfolio selection
45
Portfolio-Management
45
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34
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34
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34
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24
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24
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Benth, Fred Espen
3
Hess, Markus
3
Aurell, Erik
2
Carr, Peter
2
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Crépey, S.
2
Jeanblanc, Monique
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2
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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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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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International journal of theoretical and applied finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
245
The journal of futures markets
183
International review of financial analysis
75
Finance research letters
73
International review of economics & finance : IREF
61
Journal of banking & finance
57
Economic modelling
48
Applied economics
45
Working paper
37
The North American journal of economics and finance : a journal of financial economics studies
34
Research in international business and finance
32
American journal of agricultural economics
31
The energy journal
31
Applied economics letters
30
Applied mathematical finance
28
International Journal of Energy Economics and Policy : IJEEP
28
Journal of commodity markets
26
Quantitative finance
26
NBER working paper series
25
Working paper / National Bureau of Economic Research, Inc.
24
Journal of international money and finance
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
The European journal of finance
21
Journal of risk and financial management : JRFM
20
Econometric Institute research papers
19
Journal of international financial markets, institutions & money
19
Journal of multinational financial management
19
NBER Working Paper
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Journal of financial economics
18
Applied financial economics
17
Discussion paper / Centre for Economic Policy Research
17
IMF working papers
17
Journal of economic dynamics & control
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The journal of finance : the journal of the American Finance Association
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Cogent economics & finance
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Discussion paper / Tinbergen Institute
16
European journal of operational research : EJOR
16
International journal of finance & economics : IJFE
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ECONIS (ZBW)
73
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1
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
2
Natural gas price, market fundamentals and hedging effectiveness
Song Zan Chiou Wei
;
Chen, Sheng-Hung
;
Zhu, Zhen
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 321-337
Persistent link: https://www.econbiz.de/10012431299
Saved in:
3
Asymmetric cyclical connectedness on the commodity markets : further insights from bull and bear markets
Amar, Amine Ben
;
Goutte, Stéphane
;
Isleimeyyeh, Mohammad
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 386-400
Persistent link: https://www.econbiz.de/10013336303
Saved in:
4
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
5
Evaluation of market risk associated with hedging a credit derivative portfolio
Chamizo, Álvaro
;
Novales, Alfonso
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 411-430
Persistent link: https://www.econbiz.de/10012655516
Saved in:
6
Correlations and volatility spillovers between China and Southeast Asian stock markets
Zhong, Yi
;
Liu, Jiapeng
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 57-69
Persistent link: https://www.econbiz.de/10012656194
Saved in:
7
Cross hedging with stock index futures
Zainudin, Ahmad Danial
;
Azhar Mohamad
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 128-144
Persistent link: https://www.econbiz.de/10013258262
Saved in:
8
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
9
Does the CEO elite education affect firm hedging policies?
Boubaker, Sabri
;
Clark, Ephraim
;
Mefteh-Wali, Salma
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 340-354
Persistent link: https://www.econbiz.de/10012431123
Saved in:
10
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
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