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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Li, bingxin"
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Risikoprämie
6
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6
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5
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Aufsatz in Zeitschrift
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Li, Bingxin
12
Jacobs, Kris
2
Liu, Rui
2
Boyd, Naomi E.
1
Chow, K. Victor
1
Christoffersen, Peter F.
1
Etienne, Xiaoli Liao
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Gao, Xin
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Hu, Dan
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Kabir, M. Humayun
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Lee, Eunju
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Mozumder, Sharif
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Review of quantitative finance and accounting
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2
Journal of banking & finance
2
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The financial review : the official publication of the Eastern Finance Association
1
The journal of asset management
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
12
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1
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
2
The relative pricing of WTI and Brent crude oil futures : expectations or risk premia?
Gao, Xin
;
Li, Bingxin
;
Liu, Rui
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014426797
Saved in:
3
Swap variance hedging and efficiency : the role of high moments
Chow, K. Victor
;
Li, Bingxin
;
Wang, Zhan
- In:
The journal of financial research : the journal of the …
46
(
2023
)
3
,
pp. 681-709
Persistent link: https://www.econbiz.de/10014375401
Saved in:
4
Option returns, risk premiums, and demand pressure in energy markets
Jacobs, Kris
;
Li, Bingxin
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014248220
Saved in:
5
Trade secrets protection and stock price crash risk
Hu, Dan
;
Lee, Eunju
;
Li, Bingxin
- In:
The financial review : the official publication of the …
58
(
2023
)
2
,
pp. 395-421
Persistent link: https://www.econbiz.de/10014305806
Saved in:
6
Risk premia in the term structure of crude oil futures : long-run and short-run volatility components
Boyd, Naomi E.
;
Li, Bingxin
;
Liu, Rui
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1505-1533
Persistent link: https://www.econbiz.de/10013191983
Saved in:
7
Shale revolution, oil and gas prices, and drilling activities in the United States
Shakya, Shishir
;
Li, Bingxin
;
Etienne, Xiaoli Liao
- In:
Energy economics
108
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202931
Saved in:
8
Option-implied filtering : evidence from the GARCH option pricing model
Li, Bingxin
- In:
Review of quantitative finance and accounting
54
(
2020
)
3
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10012233110
Saved in:
9
State-dependent size and value premium : evidence from a regime-switching asset pricing model
Li, Bingxin
;
Piqueira, Natalia
- In:
The journal of asset management
20
(
2019
)
3
,
pp. 229-249
Persistent link: https://www.econbiz.de/10012059806
Saved in:
10
Pricing dynamics of natural gas futures
Li, Bingxin
- In:
Energy economics
78
(
2019
),
pp. 91-108
Persistent link: https://www.econbiz.de/10012159889
Saved in:
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