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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Erdöl"
~subject:"Hedging"
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Erdöl
Hedging
Commodity derivative
28
Rohstoffderivat
28
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13
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Quantitative finance
The European journal of finance
Energy economics
105
The journal of futures markets
41
Finance research letters
22
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20
International review of financial analysis
19
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European review of agricultural economics : ERAE
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Financial modeling and risk management of energy and environmental instruments and derivates
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1
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
2
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
3
Energy ETF return jump contagion : a multivariate Hawkes process approach
Yang, Steve Y.
;
Liu, Yunfeng
;
Yu, Yangyang
;
Mo, Sheung …
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 761-783
Persistent link: https://www.econbiz.de/10013373322
Saved in:
4
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
5
Bond flotation with exotic commodity collateral
Dempster, Michael A. H.
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1903-1925
Persistent link: https://www.econbiz.de/10012313526
Saved in:
6
Commodity futures hedging, risk aversion and the hedging horizon
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1534-1560
Persistent link: https://www.econbiz.de/10011715493
Saved in:
7
Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Saved in:
8
Better cross hedges with composite hedging? : hedging equity portfolios using financial and commodity futures
Chen, Fei
;
Sutcliffe, Charles M. S.
- In:
The European journal of finance
18
(
2012
)
5/6
,
pp. 575-595
Persistent link: https://www.econbiz.de/10009615711
Saved in:
9
Trading futures spread portfolios : applications of higher order and recurrent networks
Dunis, Christian
;
Laws, Jason
;
Evans, Ben
- In:
The European journal of finance
14
(
2008
)
5/6
,
pp. 503-521
Persistent link: https://www.econbiz.de/10003772117
Saved in:
10
Basis variations and regime shifts in the oil futures market
Fong, Wai-mun
;
See, Kim Hock
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 499-513
Persistent link: https://www.econbiz.de/10001885513
Saved in:
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