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~isPartOf:"International review of financial analysis"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Rohstoffderivat"
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Search: subject_exact:"Volatility"
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Rohstoffderivat
Volatility
690
Volatilität
690
Börsenkurs
181
Share price
181
Capital income
159
Kapitaleinkommen
159
Option pricing theory
156
Optionspreistheorie
156
Estimation
154
Schätzung
153
ARCH model
141
ARCH-Modell
141
Theorie
134
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Aktienmarkt
132
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77
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Welt
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Optionsgeschäft
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Time series analysis
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Zeitreihenanalyse
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Portfolio selection
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Derivat
48
Derivative
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Commodity derivative
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Ma, Feng
4
Bouri, Elie
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DeBoyrie, Maria Eugenia
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Ding, Shusheng
2
Han, Liyan
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Lu, Xinjie
2
Miffre, Joëlle
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Nguyen, Duc Khuong
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International review of financial analysis
Quantitative finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
Energy economics
148
The journal of futures markets
55
Finance research letters
31
Economic modelling
30
International review of economics & finance : IREF
27
International Journal of Energy Economics and Policy : IJEEP
21
The energy journal
21
Working paper
19
Applied economics
18
Applied economics letters
14
Journal of commodity markets
13
American journal of agricultural economics
12
Journal of banking & finance
12
Econometric Institute research papers
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International journal of finance & economics : IJFE
10
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of international money and finance
8
Pacific-Basin finance journal
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
6
Journal of applied econometrics
6
Journal of empirical finance
6
Journal of forecasting
6
Agricultural finance review
5
Applied financial economics
5
Cogent economics & finance
5
Finance India : the quarterly journal of Indian Institute of Finance
5
International journal of theoretical and applied finance
5
Journal of risk and financial management : JRFM
5
OPEC energy review
5
Review of quantitative finance and accounting
5
CESifo working papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance and trade : EMFT
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Financial modeling and risk management of energy and environmental instruments and derivates
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Global business review
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ECONIS (ZBW)
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1
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:
2
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
3
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
Saved in:
4
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:
5
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
6
Chinese agricultural futures volatility : new insights from potential domestic and global predictors
Lu, Xinjie
;
Su, Yuandong
;
Huang, Dengshi
- In:
International review of financial analysis
89
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014465049
Saved in:
7
How does energy finance promote energy transition? : evidence from Shanghai crude oil futures
Long, Houyin
;
Huang, Xiang
;
Wang, Jiaxin
- In:
International review of financial analysis
90
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014468667
Saved in:
8
Measuring the multi-scale price transmission effects from crude oil to energy stocks : a cascaded view
Xi, Zenglei
;
Yu, Jinxiu
;
Sun, Qingru
;
Zhao, Wenqi
;
Wang, He
- In:
International review of financial analysis
90
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014470341
Saved in:
9
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
10
Dissecting hedge funds' strategies
Noori, Mohammad
;
Hitaj, Asmerilda
- In:
International review of financial analysis
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014234967
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