//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~type_genre:"Arbeitspapier"
~type_genre:"Glossar enthalten"
~type_genre:"Konferenzbeitrag"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Preisindex" OR "Rohstoff" OR "Rohstoffpreis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedging
22
Option pricing theory
13
Optionspreistheorie
13
Commodity derivative
10
Portfolio selection
10
Portfolio-Management
10
Rohstoffderivat
10
Stochastic process
10
Stochastischer Prozess
10
Derivat
8
Derivative
8
Theorie
7
Theory
7
Volatility
7
Volatilität
7
Estimation
5
Schätzung
5
Arbitrage Pricing
4
Arbitrage pricing
4
Commodity price
4
Incomplete market
4
Risikoprämie
4
Risk premium
4
Rohstoffpreis
4
Unvollkommener Markt
4
Welt
4
World
4
Bewertung
3
Capital income
3
Erdöl
3
Evaluation
3
Interest rate
3
Kapitaleinkommen
3
Oil price
3
Pension fund
3
Pensionskasse
3
Petroleum
3
Risikomanagement
3
Risk management
3
Simulation
3
more ...
less ...
Online availability
All
Free
34
Type of publication
All
Book / Working Paper
34
Type of publication (narrower categories)
All
Arbeitspapier
Glossar enthalten
Konferenzbeitrag
Working Paper
34
Graue Literatur
33
Non-commercial literature
33
Language
All
English
34
Author
All
Platen, Eckhard
12
Chiarella, Carl
8
Schlögl, Erik
7
Nikitopoulos, Christina Sklibosios
5
Cheng, Benjamin
4
Kang, Boda
3
Röthig, Andreas
3
Baldeaux, Jan
2
Fergusson, Kevin
2
He, Xue-zhong
2
Hulley, Hardy
2
Ignatieva, Ekaterina
2
Westerhoff, Frank
2
Chauveau, Thierry
1
Cheang, Gerald H. L.
1
Cheung, Gerald H. L.
1
Chewlow, Les
1
Clewlow, Les
1
Corron, Ned
1
Cowell, David
1
Du, Ke
1
Duong, Thuy
1
Flaschel, Peter
1
Fung, Man Chung
1
Gatfaoui, Hayette
1
Hassan, Nadima el
1
Heath, David C.
1
Karlsson, Patrik
1
King, Boda
1
Kwon, Oh Kang
1
Küchler, Uwe
1
Mahayni, Antje
1
McWalter, Thomas A.
1
Miller, Shane M.
1
Mina, Karl
1
Pilz, K. F.
1
Pilz, Kay Frederik
1
Semmler, Willi
1
Silvennoinen, Annastiina
1
Sklibosios Nikitopoulosa, Christina
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
329
Working paper
186
IMF working papers
181
CESifo working papers
165
Discussion paper / Centre for Economic Policy Research
147
Discussion paper
103
Policy research working paper : WPS
103
Discussion paper / Tinbergen Institute
102
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
87
IMF working paper
83
Working paper / World Institute for Development Economics Research
63
Discussion paper series / IZA
60
Discussion papers / CEPR
56
Discussion paper / University of British Columbia, Department of Economics
55
Working paper series / European Central Bank
52
Research paper series / Swiss Finance Institute
51
Working paper series
51
Discussion paper / Center for Economic Research, Tilburg University
44
Finance and economics discussion series
44
Working papers
44
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
43
Swiss Finance Institute Research Paper
38
NBER working paper series
37
Working papers of the Center of Economic Research at ETH Zurich
30
Econometric Institute research papers
28
CAMA working paper series
26
BLS working papers
24
International finance discussion papers
23
BEA working papers
22
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
22
Documentos de trabajo Banco Central de Chile
22
Nota di lavoro / Fondazione Eni Enrico Mattei
22
RIETI discussion paper series
22
Travaux / Laboratoire d'Économie et des Ressources Naturelles
22
Discussion paper / School of Economics, The University of New South Wales
21
Graz economics papers : GEP
20
Ruhr economic papers
20
Volkswirtschaftliche Diskussionsbeiträge
20
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
2
Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003482142
Saved in:
3
Butter mountains, milk lakes and optimal price limiters
Corron, Ned
;
He, Xue-zhong
;
Westerhoff, Frank
-
2005
Persistent link: https://www.econbiz.de/10002931174
Saved in:
4
Commodity markets, price limiters and speculative price dynamics
He, Xue-zhong
;
Westerhoff, Frank
-
2004
Persistent link: https://www.econbiz.de/10002431680
Saved in:
5
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
6
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:
7
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
Saved in:
8
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:
9
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
10
Less expensive pricing and hedging of long-dated equity index options when interest rates are stochastic
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344299
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->