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~isPartOf:"Journal of banking & finance"
~subject:"Erdöl"
~subject:"Option trading"
~subject:"Zinsstruktur"
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Search: subject_exact:"Commodity futures"
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Erdöl
Option trading
Zinsstruktur
Commodity derivative
53
Rohstoffderivat
53
Commodity exchange
18
Warenbörse
18
Welt
14
World
14
Capital income
12
Kapitaleinkommen
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Derivat
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Risikoprämie
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Option pricing theory
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Optionspreistheorie
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Miffre, Joëlle
3
Nikitopoulos, Christina Sklibosios
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Basu, Devraj
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Benth, Fred Espen
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Bianchi, Robert
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Cheng, Benjamin
1
Chiang, I-Hsuan Ethan
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Doran, James S.
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Journal of banking & finance
Energy economics
90
The journal of futures markets
26
Finance research letters
25
The energy journal
18
International Journal of Energy Economics and Policy : IJEEP
13
International review of economics & finance : IREF
12
Applied economics
11
Economic modelling
11
International review of financial analysis
10
Applied financial economics
7
The review of financial studies
7
International journal of finance & economics : IJFE
5
OPEC energy review
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Research in international business and finance
5
Financial modeling and risk management of energy and environmental instruments and derivates
4
Journal of commodity markets
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Journal of forecasting
4
Journal of international money and finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Working paper
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Applied economics letters
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Energy strategy reviews
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of forecasting
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of energy finance & development
3
NBER working paper series
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Quantitative finance
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Review of derivatives research
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The empirical economics letters : a monthly international journal of economics
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Theoretical economics letters
3
Working paper / Department of Economics, Uppsala University
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Asia-Pacific financial markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European journal of operational research : EJOR
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Finance and stochastics
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ECONIS (ZBW)
16
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1
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:
2
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
3
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:
4
A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Journal of banking & finance
98
(
2019
),
pp. 137-155
Persistent link: https://www.econbiz.de/10012162247
Saved in:
5
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:
6
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:
7
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:
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
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:
10
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:
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