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Search: subject:"Futures pricing"
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Futures pricing
22
Derivat
18
Derivative
18
futures pricing
17
Theorie
14
Theory
14
Commodity derivative
12
Rohstoffderivat
12
Commodity exchange
11
Schätzung
11
Warenbörse
11
Estimation
10
Börsenkurs
9
Futures Pricing
9
Share price
9
CAPM
8
Volatility
8
Volatilität
8
Hedging
7
Capital income
6
Kapitaleinkommen
6
Time series analysis
6
Zeitreihenanalyse
6
Option pricing theory
5
Optionspreistheorie
5
Portfolio selection
5
Portfolio-Management
5
Forecasting model
4
Index futures
4
Index-Futures
4
Prognoseverfahren
4
Anlageverhalten
3
Asset pricing
3
Behavioural finance
3
Commodities
3
Commodity market
3
Commodity markets
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3
Dividend Taxation
3
Electric power industry
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Undetermined
32
Free
16
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Article
48
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32
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Olgun, Onur
4
Fink, Christopher
3
Jiang, Wei
3
Luan, Pupu
3
Theissen, Erik
3
Tsuchiya, Yoichi
3
Yang, Chunpeng
3
Acharya, Viral V.
2
Bick, Avi
2
Chen, Andrew H.
2
Conover, James A.
2
Girardi, Daniele
2
Ignatieva, Ekaterina
2
Karathanasopoulos, Andreas
2
Kensinger, John W.
2
Liu, Zhenya
2
Lochstoer, Lars A.
2
Lu, Shanglin
2
Mikutowski, Mateusz
2
Moskowitz, Tobias J.
2
Ooi, Yao Hua
2
Pedersen, Lasse Heje
2
Ramadorai, Tarun
2
Wang, Jai Jen
2
Yetkiner, I. Hakan
2
Zaremba, Adam
2
Ahmed, Shamim
1
Alaoui, Abdelkader O. el
1
Benth, Fred Espen
1
Boubaker, Sabri
1
Cabas-Monje, Juan
1
Cassano, Mark A.
1
Cavalcante, Mileno
1
Coyle, Christopher
1
Daskalakis, George
1
Ebrahim, Muhammed Shahid
1
Feng, Ling
1
Feng, Ting
1
Fernandez-Perez, Adrian
1
Ferreira García, José Luis
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Dipartimento di Politica Economica, Finanza e Sviluppo (DEPFID), Facoltà di Economia "Richard M. Goodwin"
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Ekonomi Bölümü, İktisadi ve İdari Bilimler Fakültesi
1
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
International Monetary Fund (IMF)
1
School of Economics, Universiteit Utrecht
1
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Journal of banking & finance
3
The European journal of finance
3
China Finance Review International
2
Energy economics
2
Finance research letters
2
International review of economics & finance : IREF
2
Journal of Financial Economics
2
Journal of financial economics
2
MPRA Paper
2
Research in finance
2
Applied Mathematical Finance
1
Asia-Pacific journal of financial studies
1
CFR Working Paper
1
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1
China finance review international
1
Cogent Economics & Finance
1
Cogent economics & finance
1
Department of Economic Policy, Finance and Development (DEPFID) University of Siena
1
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1
Economic modelling
1
Economics Bulletin
1
Emerging Markets Finance and Trade
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance Research Letters
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
IMF Working Papers
1
International Journal of Business and Economics
1
International review of financial analysis
1
Journal of Regulatory Economics
1
Journal of empirical finance
1
Journal of financial markets
1
Lecturas de economía
1
Physica A: Statistical Mechanics and its Applications
1
Problems and perspectives in management : PPM ; international research journal
1
Review of Business and Economics
1
Review of Quantitative Finance and Accounting
1
Review of quantitative finance and accounting
1
SSE/EFI Working Paper Series in Economics and Finance
1
Staff Report
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
35
RePEc
21
EconStor
4
Other ZBW resources
1
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1
The no-arbitrage hypothesis and inertia in forward markets
Ferreira García, José Luis
;
Kujal, Praveen
;
Rassenti, …
-
2022
Persistent link: https://www.econbiz.de/10013256972
Saved in:
2
Pricing VIX futures with mixed frequency macroeconomic information
Yang, Xinglin
;
Shang, Yuhuang
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 847-857
Persistent link: https://www.econbiz.de/10014535418
Saved in:
3
Pricing stock index futures with sentiments
Xie, Yutang
;
Peng, Huan
;
Feng, Ting
- In:
Finance research letters
61
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014490626
Saved in:
4
Futures replication and the law of one futures price
Bick, Avi
- In:
The Quarterly Journal of Finance : QJF
14
(
2024
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015050127
Saved in:
5
Random sources correlations and carbon
futures
pricing
Feng, Ling
;
Wang, Jieyu
- In:
International review of financial analysis
86
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248391
Saved in:
6
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
7
Directly pricing VIX futures with observable dynamic jumps based on high-frequency VIX
Jiang, Gongyue
;
Qiao, Gaoxiu
;
Ma, Feng
;
Wang, Lu
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1518-1548
Persistent link: https://www.econbiz.de/10013288000
Saved in:
8
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
9
Do economic statistics contain information to predict stock indexes futures prices and returns? : evidence from Asian equity futures markets
Jacinta Chan Phooi M'ng
;
Ham Yi Jer
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1033-1060
Persistent link: https://www.econbiz.de/10012620039
Saved in:
10
The alpha momentum effect in commodity markets
Zaremba, Adam
;
Mikutowski, Mateusz
;
Szczygielski, Jan Jakub
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
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