//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial markets"
~language:"eng"
~person:"Prokopczuk, Marcel"
~source:"econis"
~subject:"Seasonal variations"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Seasonal variations
Estimation
8
Schätzung
8
Commodity derivative
7
Rohstoffderivat
7
Theorie
7
Theory
7
Capital income
6
Kapitaleinkommen
6
CAPM
5
Commodity exchange
5
Volatility
5
Volatilität
5
Warenbörse
5
Beta risk
4
Betafaktor
4
Börsenkurs
4
Commodities
4
Commodity market
4
Risikoprämie
4
Risk premium
4
Rohstoffmarkt
4
Share price
4
Forecasting model
3
Option pricing theory
3
Optionspreistheorie
3
Persistence
3
Prognoseverfahren
3
ARCH model
2
ARCH-Modell
2
Beta
2
Commodity markets
2
Commodity price
2
Energiemarkt
2
Energy market
2
Long memory
2
Options pricing
2
Rohstoffpreis
2
Saisonale Schwankungen
2
Seasonality
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
English
Author
All
Prokopczuk, Marcel
Yao, Yaqiong
3
Back, Janis
2
Rudolf, Markus
2
Arismendi Zambrano, Juan Carlos
1
Bianchi, Robert
1
Brown, Stephen J.
1
Chan, Kam C.
1
Chang, Eric Chieh
1
Cornett, Marcia Millon
1
Drew, Michael E.
1
Dubois, Michel
1
Durham, J. Benson
1
Fan, John Hua
1
Gong, Qiang
1
Jacobsen, Ben
1
Ji, Xiuqing
1
Kamstra, Mark J.
1
Kaustia, Markku
1
Kelly, Patrick J.
1
Kramer, Lisa A.
1
Lee, John Byong-Tek
1
Lee-Scheller, Young-Sook
1
Levi, Maurice D.
1
Liu, Ming
1
Liu, Qianqiu
1
Louvet, Pascal
1
Lynch, Andrew
1
Margaritis, Dimitris
1
Marks, Joseph M.
1
Marquering, Wessel A.
1
Marshall, Ben R.
1
Martin, J. Spencer
1
Meng, Yun
1
Meschke, Felix
1
Moller, Nicholas
1
Morgan, Gareth
1
Pantzalis, Christos
1
Paschke, Raphael
1
Pinegar, J. Michael
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of financial markets
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
2
Seasonality and the valuation of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 273-290
Persistent link: https://www.econbiz.de/10009705701
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->