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~isPartOf:"Journal of economic dynamics & control"
~subject:"Finanzmarkt"
~subject:"Oil price"
~subject:"Portfolio selection"
~subject:"Risk"
~subject:"Stochastic process"
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Finanzmarkt
Oil price
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Volatility
146
Volatilität
146
Theorie
70
Theory
70
Stochastischer Prozess
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Option pricing theory
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Branger, Nicole
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Journal of economic dynamics & control
Energy economics
415
Finance research letters
202
International journal of theoretical and applied finance
151
The North American journal of economics and finance : a journal of financial economics studies
133
Journal of econometrics
132
International review of financial analysis
131
International Journal of Energy Economics and Policy : IJEEP
126
Economic modelling
124
International review of economics & finance : IREF
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Applied economics
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Quantitative finance
105
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
95
Journal of banking & finance
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Journal of empirical finance
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Research in international business and finance
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Journal of financial economics
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Economics letters
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68
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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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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Computational economics
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Research paper series / Swiss Finance Institute
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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CESifo working papers
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Econometric reviews
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Finance and stochastics
50
International journal of finance & economics : IJFE
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Journal of international financial markets, institutions & money
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The journal of computational finance
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European journal of operational research : EJOR
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The journal of futures markets
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ECONIS (ZBW)
69
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1
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
2
Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy
Agliardi, Elettra
;
Xepapadeas, Anastasios
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013464797
Saved in:
3
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
4
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
5
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
6
The role of the leverage effect in the price discovery process of credit markets
Zimmermann, Paul
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666134
Saved in:
7
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
8
Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
Saved in:
9
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model
Choi, Jaehyuk
;
Wu, Lixin
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628256
Saved in:
10
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
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