//--> //--> //--> //-->
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:"OPEC review : energy economics and related issues"
~subject:"Derivative"
~subject:"Yield curve"
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: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Yield curve
Hedging
115
Theorie
61
Theory
61
Commodity derivative
58
Rohstoffderivat
58
Oil price
52
Ölpreis
52
Portfolio selection
39
Portfolio-Management
39
Derivat
37
Volatility
37
Volatilität
37
Welt
34
World
34
Capital income
33
Kapitaleinkommen
33
Option pricing theory
33
Optionspreistheorie
33
Estimation
28
Schätzung
28
Risikomanagement
23
Risk management
23
USA
23
United States
23
Risikoprämie
21
Risk premium
21
Commodity exchange
19
Warenbörse
19
Börsenkurs
17
Commodity price
17
Forecasting model
17
Prognoseverfahren
17
Rohstoffpreis
17
Share price
17
Option trading
16
Optionsgeschäft
16
Zinsstruktur
16
Commodity market
15
more ...
less ...
Online availability
All
Undetermined
23
Type of publication
All
Article
48
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Language
All
English
48
Author
All
Miffre, Joëlle
5
Fuertes, Ana María
3
Bianchi, Robert
2
Dark, Jonathan
2
Fan, John Hua
2
Fernandez-Perez, Adrian
2
Prokopczuk, Marcel
2
Adam-Müller, Axel F. A.
1
Akhigbe, Aigbe O.
1
Backwell, Alex
1
Barsotti, Flavia
1
Basu, Devraj
1
Benninga, Simon
1
Benth, Fred Espen
1
Blöchlinger, Andreas
1
Carcano, Nicola
1
Chang, Eric Chieh
1
Chang, Feng-yi
1
Chang, Ya-kai
1
Chen, Yu-lun
1
Cheng, Benjamin
1
Chiang, I-Hsuan Ethan
1
Chou, Robin K.
1
Chung, San-lin
1
Cici, Gjergji
1
Coimbra, Carlos
1
Dall’O, Hakim
1
Del Viva, Luca
1
Deventer, Donald R. van
1
Dias, José Carlos
1
Drew, Michael E.
1
Esteves, Paulo Soares
1
Farkas, Walter
1
Fernando, Chitru S.
1
Figlewski, Stephen
1
Forsyth, Peter A.
1
Freund, Steven
1
Frijns, Bart
1
Frino, Alex
1
García, Philip
1
more ...
less ...
Published in...
All
Journal of banking & finance
OPEC review : energy economics and related issues
The journal of futures markets
118
Energy economics
88
International journal of theoretical and applied finance
42
International review of financial analysis
34
International review of economics & finance : IREF
24
Finance research letters
23
Quantitative finance
20
Applied economics
18
Applied mathematical finance
18
Economic modelling
17
Journal of financial economics
15
Journal of risk and financial management : JRFM
15
The European journal of finance
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Journal of multinational financial management
14
Applied financial economics
13
European journal of operational research : EJOR
13
Review of derivatives research
13
Journal of commodity markets
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Research in international business and finance
12
Review of quantitative finance and accounting
12
The energy journal
12
American journal of agricultural economics
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
NBER working paper series
11
Risks : open access journal
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
The journal of finance : the journal of the American Finance Association
11
The journal of fixed income
11
Working paper
11
Applied economics letters
10
European financial management : the journal of the European Financial Management Association
10
Insurance / Mathematics & economics
10
Journal of financial and quantitative analysis : JFQA
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Computational economics
9
Journal of economic dynamics & control
9
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
2
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:
3
The impact of commodity benchmarks on derivatives markets : the case of the dated Brent assessment and Brent futures
Frino, Alex
;
Ibikunle, Gbenga
;
Mollica, Vito
;
Steffen, Tom
- In:
Journal of banking & finance
95
(
2018
),
pp. 27-43
Persistent link: https://www.econbiz.de/10011966695
Saved in:
4
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:
5
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
6
Do oil futures prices predict stock returns?
Chiang, I-Hsuan Ethan
;
Hughen, W. Keener
- In:
Journal of banking & finance
79
(
2017
),
pp. 129-141
Persistent link: https://www.econbiz.de/10011815141
Saved in:
7
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:
8
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
9
Oil price assumptions in macroeconomic forecasts : should we follow futures market expectations?
Coimbra, Carlos
;
Esteves, Paulo Soares
- In:
OPEC review : energy economics and related issues
28
(
2004
)
2
,
pp. 87-106
Persistent link: https://www.econbiz.de/10002347632
Saved in:
10
Introduction: special issue on commodity and energy markets in the Journal of Banking and Finance
Roncoroni, Andrea
;
Prokopczuk, Marcel
;
Ronn, Ehud I.
- In:
Journal of banking & finance
95
(
2018
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011966673
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->