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~isPartOf:"The journal of futures markets"
~language:"afr"
~language:"ces"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"por"
~language:"rus"
~language:"und"
~subject:"Auslandsinvestition"
~subject:"Kapitaleinkommen"
~subject:"Option pricing theory"
~subject:"Schätzung"
~subject:"Supply chain"
~subject:"USA"
~subject:"United Kingdom"
~subject:"Wirkungsanalyse"
~type:"article"
~type:"journal"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference proceedings"
~type_genre:"Working Paper"
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Auslandsinvestition
Kapitaleinkommen
Option pricing theory
Schätzung
Supply chain
USA
United Kingdom
Wirkungsanalyse
United States
771
Theorie
436
Theory
436
Derivat
369
Derivative
369
Volatility
344
Volatilität
344
Hedging
314
Index futures
263
Index-Futures
263
Optionspreistheorie
251
Commodity exchange
249
Warenbörse
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206
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206
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206
Estimation
188
Option trading
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Optionsgeschäft
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Zinsderivat
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114
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114
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91
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83
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80
Prognoseverfahren
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75
Portfolio-Management
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CAPM
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70
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Aufsatz im Buch
Collection of articles of several authors
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1,153
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2
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1
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1
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1
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Tse, Yiuman
13
Brorsen, B. Wade
12
Lien, Da-hsiang Donald
11
Daigler, Robert T.
10
Kang, Jangkoo
10
Wang, George H. K.
10
Zhang, Jin E.
10
Gay, Gerald D.
9
Locke, Peter R.
9
Frino, Alex
8
Kolb, Robert W.
8
Kurov, Alexander
8
Chatrath, Arjun
7
Chung, San-lin
7
Câmara, António
7
Edwards, Franklin R.
7
Fung, Joseph K. W.
7
Hung, Mao-Wei
7
Ma, Christopher K.
7
Schneeweis, Thomas
7
Simon, David P.
7
Wang, Yaw-huei
7
Ap Gwilym, Owain
6
Bali, Turan G.
6
Gauthier, Geneviève
6
Irwin, Scott H.
6
Kahl, Kandice H.
6
Krehbiel, Timothy L.
6
Milonas, Nikolaos T.
6
Ramchander, Sanjay
6
Whaley, Robert E.
6
Cakici, Nusret
5
Chang, Eric Chieh
5
Corrado, Charles Joseph
5
Fung, Hung-gay
5
Haigh, Michael S.
5
Hayenga, Marvin L.
5
Heaney, Richard A.
5
Kim, Hwa-sung
5
Koch, Timothy W.
5
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The journal of futures markets
Applied economics
3,670
The American economic review
2,347
International journal of production economics
2,073
Applied economics letters
2,058
Journal of banking & finance
1,981
Economics letters
1,909
International journal of production research
1,815
European journal of operational research : EJOR
1,729
The review of economics and statistics
1,635
Economic modelling
1,614
The journal of finance : the journal of the American Finance Association
1,531
The review of financial studies
1,495
American journal of agricultural economics
1,455
Energy economics
1,445
Journal of financial economics
1,391
Finance research letters
1,216
International review of economics & finance : IREF
1,099
Applied financial economics
1,097
Journal of financial and quantitative analysis : JFQA
1,039
International review of financial analysis
1,027
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,019
Journal of international money and finance
965
The economic journal : the journal of the Royal Economic Society
961
Economic review
940
Economic inquiry : journal of the Western Economic Association International
924
Southern economic journal
911
National tax journal
895
Journal of money, credit and banking : JMCB
893
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
882
Monthly labor review : MLR
845
Transportation research / E : an international journal
845
Journal of human resources : JHR
821
Journal of public economics
812
Management science : journal of the Institute for Operations Research and the Management Sciences
809
American economic journal : a journal of the American Economic Association
803
Journal of monetary economics
780
Journal of econometrics
778
The North American journal of economics and finance : a journal of financial economics studies
768
Journal of business research : JBR
763
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ECONIS (ZBW)
1,153
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1
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1
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
2
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
3
Hedging performance analysis of energy markets : evidence from copula quantile regression
Ren, Xianling
;
Yu, Xinping
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 432-450
Persistent link: https://www.econbiz.de/10014475503
Saved in:
4
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François
;
Boudreault, Mathieu
; …
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
Saved in:
5
Market-wide overconfidence and stock returns
Chen, Qiang
;
Han, Yu
;
Huang, Ying
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014475421
Saved in:
6
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
7
Predictability of commodity futures returns with machine learning models
Wang, Shirui
;
Zhang, Tianyang
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 302-322
Persistent link: https://www.econbiz.de/10014475477
Saved in:
8
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
9
Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit
;
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 484-517
Persistent link: https://www.econbiz.de/10014475505
Saved in:
10
American strangle options with arbitrary strikes
Zaevski, Tsvetelin S.
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 880-903
Persistent link: https://www.econbiz.de/10014293264
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