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~subject:"Schätzung"
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Search: subject:"Commodity"
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Schätzung
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
Option pricing theory
34
Optionspreistheorie
34
Capital income
29
Kapitaleinkommen
29
Volatility
28
Volatilität
28
Welt
28
World
28
Commodity exchange
26
Warenbörse
26
Estimation
25
Risikomanagement
24
Risk management
24
USA
23
United States
23
Risikoprämie
18
Risk premium
18
Bank
16
Commodity price
16
Option trading
16
Optionsgeschäft
16
Rohstoffpreis
16
Yield curve
16
Zinsstruktur
16
Bank risk
14
Bankrisiko
14
Commodity market
14
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14
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25
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English
25
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Prokopczuk, Marcel
4
Bianchi, Robert
2
Paschke, Raphael
2
Wese Simen, Chardin
2
Adam, Tim
1
Ahmed, Shamim
1
Arismendi Zambrano, Juan Carlos
1
Ascheberg, Marius
1
Back, Janis
1
Barsotti, Flavia
1
Beckmann, Joscha
1
Belke, Ansgar
1
Benth, Fred Espen
1
Bick, Björn
1
Chang, Feng-yi
1
Chiang, I-Hsuan Ethan
1
Cici, Gjergji
1
Czudaj, Robert
1
Dark, Jonathan
1
Del Viva, Luca
1
Drew, Michael E.
1
Fan, John Hua
1
Fernandez-Perez, Adrian
1
Fernando, Chitru S.
1
Frijns, Bart
1
Fuertes, Ana María
1
Hain, Martin
1
Hsin, Chin-wen
1
Hughen, W. Keener
1
Kearney, Fearghal
1
Kim, Tae Yoon
1
Kraft, Holger
1
Lauter, Tobias
1
Lee, Hee Soo
1
Miffre, Joëlle
1
Mikutowski, Mateusz
1
Nandi, Saikat
1
Nikitopoulos, Christina Sklibosios
1
Palacios, Luis-Felipe
1
Paraschiv, Florentina
1
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Journal of banking & finance
Energy economics
73
The journal of futures markets
60
International review of economics & finance : IREF
39
Applied economics
38
Finance research letters
33
Economic modelling
29
International review of financial analysis
27
The North American journal of economics and finance : a journal of financial economics studies
25
Journal of international money and finance
24
Applied economics letters
23
Applied financial economics
18
Research in international business and finance
18
Journal of commodity markets
13
Journal of international financial markets, institutions & money
13
American journal of agricultural economics
12
Journal of financial economics
11
Journal of risk and financial management : JRFM
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
International Journal of Energy Economics and Policy : IJEEP
10
International journal of finance & economics : IJFE
10
Journal of empirical finance
10
International journal of forecasting
8
Pacific-Basin finance journal
8
The European journal of finance
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of economics and finance
7
Journal of applied econometrics
7
The empirical economics letters : a monthly international journal of economics
7
The journal of finance : the journal of the American Finance Association
7
The energy journal
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
6
Cogent economics & finance
5
Economics letters
5
International review of applied economics
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Journal of agricultural economics
5
Journal of financial and quantitative analysis : JFQA
5
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ECONIS (ZBW)
25
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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