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~isPartOf:"Journal of banking & 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
115
Theorie
61
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61
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58
Rohstoffderivat
58
Oil price
52
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52
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Journal of banking & 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
Insurance / Mathematics & economics
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
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2
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Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of energy markets
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The journal of fixed income
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
16
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11
Identifying, valuing and hedging of embedded options in non-maturity deposits
Blöchlinger, Andreas
- In:
Journal of banking & finance
50
(
2015
),
pp. 34-51
Persistent link: https://www.econbiz.de/10010509151
Saved in:
12
Exploiting commodity momentum along the futures curves
Groot, Wilma de
;
Karstanje, Dennis
;
Zhou, Weili
- In:
Journal of banking & finance
48
(
2014
),
pp. 79-93
Persistent link: https://www.econbiz.de/10010506936
Saved in:
13
Alternative models for hedging yield curve risk : an empirical comparison
Carcano, Nicola
;
Dall’O, Hakim
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2991-3000
Persistent link: https://www.econbiz.de/10009374683
Saved in:
14
Tactical allocation in commodity futures markets : combining momentum and term structure signals
Fuertes, Ana María
;
Miffre, Joëlle
;
Rallis, Georgios
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2530-2548
Persistent link: https://www.econbiz.de/10008858295
Saved in:
15
Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
Saved in:
16
The arbitrage-free valuation and hedging of demand deposits and credit card loans
Jarrow, Robert A.
- In:
Journal of banking & finance
22
(
1998
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10001238390
Saved in:
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