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~subject:"Volatility"
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Search: subject:"Futures"
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Subject
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Volatility
Derivat
13,844
Derivative
13,840
Theorie
7,318
Theory
7,284
Rohstoffderivat
4,299
Commodity derivative
4,292
Volatilität
3,949
Hedging
3,894
USA
3,581
United States
3,504
Optionspreistheorie
3,378
Hedgefonds
3,332
Option pricing theory
3,332
Hedge fund
3,331
Welt
2,915
World
2,898
Portfolio-Management
2,753
Portfolio selection
2,749
Währungsderivat
2,708
Currency derivative
2,706
Index-Futures
2,230
Index futures
2,214
Schätzung
2,099
Estimation
2,070
Zinsderivat
1,993
Interest rate derivative
1,991
Börsenkurs
1,834
Share price
1,817
Risikomanagement
1,746
Kapitaleinkommen
1,742
Capital income
1,738
Deutschland
1,660
Warenbörse
1,608
Commodity exchange
1,579
Germany
1,565
Risk management
1,558
Zinsstruktur
1,421
Yield curve
1,416
Optionsgeschäft
1,405
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1,116
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24
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4
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McAleer, Michael
73
Chang, Chia-Lin
51
Ma, Feng
34
Manera, Matteo
21
Chiarella, Carl
20
Benth, Fred Espen
18
Gannon, Gerard L.
18
Prokopczuk, Marcel
18
Hammoudeh, Shawkat
17
Wei, Yu
17
Zhang, Jin E.
15
Bouri, Elie
14
Trolle, Anders B.
14
Wang, George H. K.
14
Hautsch, Nikolaus
13
Tansuchat, Roengchai
13
Tse, Yiuman
13
Chevallier, Julien
12
Floros, Christos
12
Nicolini, Marcella
12
Schwartz, Eduardo S.
12
Bohl, Martin T.
11
Chatrath, Arjun
11
Lien, Da-hsiang Donald
11
Nikitopoulos, Christina Sklibosios
11
Singh, Vipul Kumar
11
Todorova, Neda
11
Zhang, Yaojie
11
Engle, Robert F.
10
Gallo, Giampiero M.
10
Gupta, Rangan
10
Hess, Dieter
10
Ji, Qiang
10
Kang, Boda
10
Kang, Sang Hoon
10
Liang, Chao
10
Luo, Jiawen
10
Ramchander, Sanjay
10
Roengchai Tansuchat
10
Ryu, Doojin
10
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National Bureau of Economic Research
16
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
School of Accounting, Economics and Finance <Geelong>
4
Université Paris-Dauphine (Paris IX)
4
University of Canterbury / Dept. of Economics and Finance
3
Centre for Analytical Finance <Århus>
2
Federal Reserve Bank of St. Louis
2
Internationaler Währungsfonds / Research Department
2
School of Finance and Business Economics <Perth, Western Australia>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Svenska Handelshögskolan <Helsinki>
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Österreichisches Institut für Wirtschaftsforschung
2
Agricultural and Applied Economics Association - AAEA
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Bonn Graduate School of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Cornell University / Department of Agricultural Economics
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Danmarks Nationalbank
1
Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro
1
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Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
1
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1
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1
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1
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1
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1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Federal Reserve Bank of New York
1
Goethe-Universität Frankfurt am Main
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institut for Finansiering <Frederiksberg>
1
Institute of Economic Research, Kyoto University
1
Institute of Finance and Accounting <London>
1
Instituto Valenciano de Investigaciones Económicas
1
International Monetary Fund
1
Laboratoire Études et Recherches Économiques (SMART-LERECO), Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2)
1
Laboratory for Economics Management and Auctions (LEMA), Smeal College of Business Administration
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
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The journal of futures markets
209
Energy economics
173
International review of financial analysis
80
Finance research letters
69
International review of economics & finance : IREF
67
Journal of banking & finance
66
International journal of theoretical and applied finance
54
Economic modelling
46
Applied economics
42
Applied financial economics
40
The North American journal of economics and finance : a journal of financial economics studies
38
Working paper
34
Applied economics letters
33
The European journal of finance
32
Journal of empirical finance
31
Applied mathematical finance
30
Review of derivatives research
30
Journal of international financial markets, institutions & money
29
Quantitative finance
29
Research in international business and finance
29
Econometric Institute research papers
25
International Journal of Energy Economics and Policy : IJEEP
25
Pacific-Basin finance journal
25
The energy journal
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Journal of econometrics
19
Discussion paper / Tinbergen Institute
18
Journal of financial economics
18
Journal of international money and finance
18
Review of quantitative finance and accounting
17
The journal of finance : the journal of the American Finance Association
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Working paper / National Bureau of Economic Research, Inc.
17
NBER working paper series
16
The review of financial studies
16
European journal of operational research : EJOR
15
Finance India : the quarterly journal of Indian Institute of Finance
15
International journal of finance & economics : IJFE
15
International journal of financial engineering
15
Review of Pacific Basin financial markets and policies
15
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ECONIS (ZBW)
3,893
RePEc
48
EconStor
7
BASE
3
Showing
1
-
10
of
3,951
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The lead-lag relation between VIX
futures
and SPX
futures
Bangsgaard, Christine
;
Kokholm, Thomas
- In:
Journal of financial markets
67
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491067
Saved in:
2
Sharpe-optimal volatility
futures
carry
Uhl, Björn
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 288-302
Persistent link: https://www.econbiz.de/10014583405
Saved in:
3
Assessing the asymmetric volatility linkages of energy and agricultural commodity
futures
during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
4
Effectiveness of deterministic option pricing models : new evidence from Nifty and Bank Nifty Index options
Singh, Vipul Kumar
;
Kumar, Pawan
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 172-189
Persistent link: https://www.econbiz.de/10014511683
Saved in:
5
The convenience yield under commodity financialization
Milonas, Nikolaos T.
;
Photina, Evangelia K.
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 631-652
Persistent link: https://www.econbiz.de/10014536663
Saved in:
6
Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
Wallmeier, Martin
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 854-875
Persistent link: https://www.econbiz.de/10014536695
Saved in:
7
Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
Saved in:
8
The impact of financial speculation on
futures
contracts price movements : a study of the US markets for dairy commodities
Staugaitis, Algirdas Justinas
;
Christauskas, Česlovas
- In:
Equilibrium : quarterly journal of economics and …
18
(
2023
)
3
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014430616
Saved in:
9
High-Frequency Causality in the VIX Index and Its Derivatives : Empirical Evidence
Farokhnia, Kia
;
Osterrieder, Joerg
-
2023
spot index tends to be lagging its own
futures
, while the vector autoregression’s error correction mechanism reveals a …
Persistent link: https://www.econbiz.de/10014361986
Saved in:
10
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
Saved in:
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