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~isPartOf:"Journal of banking & finance"
~subject:"Option pricing theory"
~subject:"Risiko"
~subject:"Rohstoffmarkt"
~subject:"Warenbörse"
~type:"article"
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Search: subject:"Commodity"
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Option pricing theory
Risiko
Rohstoffmarkt
Warenbörse
Hedging
113
Theorie
65
Theory
65
Commodity derivative
53
Portfolio selection
53
Portfolio-Management
53
Rohstoffderivat
53
Diversification
52
Diversifikation
52
Derivat
37
Derivative
37
Optionspreistheorie
34
Capital income
29
Kapitaleinkommen
29
Volatility
28
Volatilität
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Welt
28
World
28
Commodity exchange
26
Estimation
25
Schätzung
25
Risikomanagement
24
Risk management
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USA
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Risikoprämie
18
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18
Bank
16
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Option trading
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Optionsgeschäft
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16
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16
Zinsstruktur
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14
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14
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73
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73
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English
73
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Prokopczuk, Marcel
5
Miffre, Joëlle
4
Bianchi, Robert
3
Back, Janis
2
Coleman, Thomas F.
2
Dias, José Carlos
2
Fan, John Hua
2
Fernandez-Perez, Adrian
2
Fuertes, Ana María
2
Geman, Hélyette
2
Li, Yuying
2
Nunes, Joaõ Pedro Vidal
2
Ruas, João Pedro
2
Rudolf, Markus
2
Smales, Lee A.
2
Tang, Ke
2
Tzeng, Larry Y.
2
Zhu, Wei
2
Abdou, Souleymane Laminou
1
Adam-Müller, Axel F. A.
1
Ahmed, Shamim
1
Alziary, Bénédicte
1
Arismendi Zambrano, Juan Carlos
1
Balvers, Ronald J.
1
Barsotti, Flavia
1
Basu, Devraj
1
Baur, Dirk G.
1
Benth, Fred Espen
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Bi, Hongwei
1
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1
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1
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1
Canarella, Giorgio
1
Casassus, Jaime
1
Che, Xin
1
Chen, Yi-ting
1
Cheng, Benjamin
1
Chung, San-lin
1
Claußen, Arndt
1
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Journal of banking & finance
The journal of futures markets
304
Energy economics
130
Finance research letters
71
International journal of theoretical and applied finance
71
American journal of agricultural economics
67
Applied economics
64
Intereconomics : review of European economic policy
63
International review of financial analysis
51
Mathematical finance : an international journal of mathematics, statistics and financial theory
45
International review of economics & finance : IREF
42
Journal of commodity markets
41
Finance and stochastics
39
Quantitative finance
39
Economic modelling
37
Insurance / Mathematics & economics
37
Applied mathematical finance
33
Applied economics letters
32
Risks : open access journal
32
Review of futures markets
31
Journal of international money and finance
30
The North American journal of economics and finance : a journal of financial economics studies
28
The energy journal
28
Journal of economic dynamics & control
25
Review of derivatives research
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
24
The journal of finance : the journal of the American Finance Association
23
Resources policy
22
The European journal of finance
22
European journal of operational research : EJOR
20
Research in international business and finance
19
Journal of empirical finance
18
Mineral economics : raw materials report
18
Economics letters
17
Journal of risk and financial management : JRFM
17
International journal of economics and finance
16
Monatsberichte / WIFO, Österreichisches Institut für Wirtschaftsforschung
16
The review of financial studies
16
Advances in futures and options research : a research annual
14
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ECONIS (ZBW)
73
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1
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73
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1
Measuring
commodity
market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
Saved in:
2
Long-run reversal in
commodity
returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
3
Determinants and predictability of
commodity
producer returns
Wang, Qiao
;
Balvers, Ronald J.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256637
Saved in:
4
Factor based
commodity
investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
Saved in:
5
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:
6
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:
7
Variance risk in
commodity
markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
8
The predictive performance of
commodity
futures risk factors
Ahmed, Shamim
;
Tsvetanov, Daniel
- In:
Journal of banking & finance
71
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011635309
Saved in:
9
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:
10
Implied volatility surface predictability : the case of
commodity
markets
Kearney, Fearghal
;
Shang, Han Lin
;
Sheenan, Lisa
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224756
Saved in:
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