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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Derivat"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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Commodity derivative
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Rohstoffderivat
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Option pricing theory
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Optionspreistheorie
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Nikitopoulos, Christina Sklibosios
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Schlögl, Erik
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Cheng, Benjamin
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Chiarella, Carl
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Karlsson, Patrik
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Pilz, Kay Frederik
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Energy economics
96
The journal of futures markets
55
International review of financial analysis
34
Economic modelling
28
International review of economics & finance : IREF
28
Journal of banking & finance
27
Applied economics
26
Finance research letters
24
Journal of commodity markets
24
Applied economics letters
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Research in international business and finance
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The energy journal
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International Journal of Energy Economics and Policy : IJEEP
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Working paper
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American journal of agricultural economics
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Applied financial economics
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Journal of empirical finance
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The handbook of commodity investing
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International journal of finance & economics : IJFE
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Quantitative finance
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Econometric Institute research papers
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International journal of forecasting
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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Journal of risk and financial management : JRFM
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Working paper / National Bureau of Economic Research, Inc.
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Annals of finance
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Applied economic perspectives and policy
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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 applied econometrics
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Pacific-Basin finance journal
6
The journal of alternative investments
6
CESifo working papers
5
Cogent economics & finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
European journal of operational research : EJOR
5
International journal of theoretical and applied finance
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Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
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2
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
3
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
4
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
5
Humps in the volatility structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
Saved in:
6
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
-
2011
Persistent link: https://www.econbiz.de/10009564623
Saved in:
7
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
-
2010
Persistent link: https://www.econbiz.de/10008662204
Saved in:
8
Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
Röthig, Andreas
;
Chiarella, Carl
-
2006
Persistent link: https://www.econbiz.de/10003325225
Saved in:
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