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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"OPEC review : energy economics and related issues"
~subject:"Yield curve"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Yield curve
Hedging
143
Theorie
78
Theory
78
Commodity derivative
73
Rohstoffderivat
73
Oil price
61
Ölpreis
61
Portfolio selection
52
Portfolio-Management
52
Volatility
52
Volatilität
52
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45
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45
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44
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44
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42
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42
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35
Optionspreistheorie
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28
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28
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28
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25
Risk premium
25
Commodity exchange
23
Commodity price
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Rohstoffpreis
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Warenbörse
23
ARCH model
19
ARCH-Modell
19
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19
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Miffre, Joëlle
3
Bianchi, Robert
2
Fan, John Hua
2
Backwell, Alex
1
Barsotti, Flavia
1
Basu, Devraj
1
Benth, Fred Espen
1
Blöchlinger, Andreas
1
Borochin, Paul
1
Carcano, Nicola
1
Chang, Hao
1
Cheng, Benjamin
1
Coakley, Jerry
1
Dall’O, Hakim
1
Del Viva, Luca
1
Deventer, Donald R. van
1
Drew, Michael E.
1
Farkas, Walter
1
Fuertes, Ana María
1
Gourier, Elise
1
Groot, Wilma de
1
Gupta, Anurag
1
Huitema, Robert
1
Jarrow, Robert A.
1
Karstanje, Dennis
1
Kellard, Neil
1
Kolokolova, Olga
1
Lin, Ming-Tsung
1
Necula, Ciprian
1
Nikitopoulos, Christina Sklibosios
1
Paraschiv, Florentina
1
Paschke, Raphael
1
Poon, Ser-Huang
1
Prokopczuk, Marcel
1
Rallis, Georgios
1
Schlögl, Erik
1
Subrahmanyam, Marti G.
1
Tsvetanov, Daniel
1
Wese Simen, Chardin
1
Wu, Yangru
1
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Journal of banking & finance
Journal of empirical finance
OPEC review : energy economics and related issues
Energy economics
13
The journal of futures markets
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
International journal of theoretical and applied finance
5
Research paper series / Swiss Finance Institute
5
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
3
Finance research letters
3
Insurance / Mathematics & economics
3
International review of financial analysis
3
Journal of financial and quantitative analysis : JFQA
3
Journal of international money and finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Swiss Finance Institute Research Paper
3
The journal of finance : the journal of the American Finance Association
3
Applied economics
2
Applied financial economics
2
Applied mathematical finance
2
Asia-Pacific journal of financial studies
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Tinbergen Institute
2
Discussion papers / CEPR
2
Economic modelling
2
Economics letters
2
Finance and stochastics
2
International journal of finance & economics : IJFE
2
Journal of financial economics
2
Journal of risk and financial management : JRFM
2
Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
2
NBER working paper series
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Publications from Department of Management
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Quantitative finance
2
Review of quantitative finance and accounting
2
Risks : open access journal
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Springer finance
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Staff reports / Federal Reserve Bank of New York
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The North American journal of economics and finance : a journal of financial economics studies
2
The energy journal
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ECONIS (ZBW)
18
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1
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
2
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
3
Exploiting the dynamics of commodity futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
4
Unspanned stochastic volatility from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
5
Too big to ignore? : hedge fund flows and bond yields
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012225305
Saved in:
6
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
7
The information content of the term structure of risk-neutral skewness
Borochin, Paul
;
Chang, Hao
;
Wu, Yangru
- In:
Journal of empirical finance
58
(
2020
),
pp. 247-274
Persistent link: https://www.econbiz.de/10012430679
Saved in:
8
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
9
Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj
;
Miffre, Joëlle
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
Saved in:
10
Bubbling over! : the behaviour of oil futures along the yield curve
Tsvetanov, Daniel
;
Coakley, Jerry
;
Kellard, Neil
- In:
Journal of empirical finance
38
(
2016
),
pp. 516-533
Persistent link: https://www.econbiz.de/10011663333
Saved in:
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