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Search: subject:"Price of risk"
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Subject
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market price of risk
46
Market price of risk
36
Risikoprämie
25
CAPM
24
Risk premium
24
Theorie
22
Theory
21
Yield curve
18
Zinsstruktur
18
Optionspreistheorie
17
Risiko
17
Risk
17
Option pricing theory
16
Derivat
12
Derivative
12
price of risk
9
Weather derivatives
8
risk premium
8
Capital income
7
Kapitaleinkommen
7
Market Price of Risk
7
Portfolio selection
7
Portfolio-Management
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
weather derivatives
7
Commodity derivative
6
Estimation
6
Hedging
6
Price of risk
6
Rohstoffderivat
6
Schätzung
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Kalman filter
5
Price of Risk
5
Wetter
5
interest rate caps
5
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Online availability
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Free
57
Undetermined
52
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Article
77
Book / Working Paper
58
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Article in journal
41
Aufsatz in Zeitschrift
41
Working Paper
14
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Article
4
Thesis
4
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English
80
Undetermined
55
Author
All
López Cabrera, Brenda
10
Bhar, Ramaprasad
4
Groll, Andreas
4
Härdle, Wolfgang
4
Martins, Ana Paula
4
Meyer-Brandis, Thilo
4
Odening, Martin
4
Ritter, Matthias
4
Bianconi, Marcelo
3
Dewachter, Hans
3
Jouini, Elyès
3
Maes, Konstantijn
3
Napp, Clotilde
3
Sbuelz, Alessandro
3
Smedts, Kristien
3
Aiube, Fernando Antônio Lucena
2
Andreasen, Martin Møller
2
Arayssi, Mahmoud
2
Athavale, Manoj V.
2
Benth, Fred Espen
2
Bernoth, Kerstin
2
CAMPANALE, Claudio
2
CASTRO, Rui
2
CLEMENTI, Gian Luca
2
Cabrera, Brenda López
2
Chiarella, Carl
2
Gatumel, Mathieu
2
Gianfreda, Angelica
2
Goebel, Joseph M.
2
Guan, Guohui
2
Guegan, Dominique
2
Guo, Jicang
2
Hafner, Christian M.
2
Hara, Chiaki
2
Herwartz, Helmut
2
Hiraizumi, Nobuyuki
2
Härdle, Wolfgang Karl
2
Khoury, Sarkis
2
Larsen, Kasper
2
Lenz, Carlos
2
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HAL
4
Centrum voor Economische Studiën, Faculteit Economie en Bedrijfswetenschappen
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
Center for Intergenerational Studies, Institute of Economic Research
2
Dipartimento di Scienze Economiche, Facoltà di Economia
2
European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Bank of England
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
C.E.P.R. Discussion Papers
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Department of Economics, Bar Ilan University
1
Department of Economics, Tufts University
1
Département de Sciences Économiques, Université de Montréal
1
EconWPA
1
Econometric Society
1
Economics and Econometrics Research Institute (EERI)
1
Finance Discipline Group, Business School
1
Institute of Economic Research, Kyoto University
1
National Center for Environmental Economics (NCEE), Environmental Protection Agency (EPA)
1
School of Economics and Management, University of Aarhus
1
School of Economics and Political Science, Universität St. Gallen
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Université Paris-Dauphine
1
Université Paris-Dauphine (Paris IX)
1
World Scientific Publishing Co. Pte. Ltd.
1
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International journal of theoretical and applied finance
5
Energy economics
4
SFB 649 Discussion Paper
4
International Economics Working Papers Series
3
SFB 649 Discussion Papers
3
Applied mathematical finance
2
CEPR Financial Markets Paper
2
Cahiers de recherche
2
EERI Research Paper Series
2
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
2
Insurance / Mathematics & economics
2
International Journal of Monetary Economics and Finance
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of Business Valuation and Economic Loss Analysis
2
MPRA Paper
2
Mathematics and financial economics
2
Physica A: Statistical Mechanics and its Applications
2
Post-Print / HAL
2
Review of Derivatives Research
2
SFB 649 discussion paper
2
Stochastic Processes and their Applications
2
Swiss Journal of Economics and Statistics
2
Swiss Journal of Economics and Statistics (SJES)
2
Working Paper
2
Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia
2
Working Papers / HAL
2
Annals of Economics and Finance
1
Annals of finance
1
Asia-Pacific Financial Markets
1
Asian economic journal : journal of the East Asian Economic Association
1
Bank of England working papers
1
Birkbeck Working Papers in Economics and Finance
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CEPR Discussion Papers
1
CIS Discussion paper series
1
CIS discussion paper series
1
CORE Discussion Papers
1
CREATES Research Papers
1
Discussion Papers Series, Department of Economics, Tufts University
1
Discussion papers / CEPR
1
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Source
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RePEc
72
ECONIS (ZBW)
48
EconStor
11
BASE
4
Showing
11
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20
of
135
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11
The role of jumps and options in the risk premia of interest rates
Lund, Bruno
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10012129514
Saved in:
12
Can unpredictable risk exposure be priced?
Barahona, Ricardo
;
Driessen, Joost
;
Frehen, Rik
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 522-544
Persistent link: https://www.econbiz.de/10012693684
Saved in:
13
Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components
Ioannidis, Filippos
;
Kosmidou, Kyriaki
;
Savva, Christos
; …
- In:
Energy economics
95
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012816560
Saved in:
14
Conditionally independent increment processes for modeling electricity prices with regard to renewable power generation
Lingohr, Daniel
;
Müller, Gernot
- In:
Energy economics
103
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013363910
Saved in:
15
Pricing Green Financial Products
Melzer, Awdesch
;
Härdle, Wolfgang Karl
;
López …
-
2017
Price
of
Risk
(MPR) estimates based on NASDAQ weekly and monthly German wind power futures prices and German wind power …
Persistent link: https://www.econbiz.de/10011725387
Saved in:
16
Pricing green financial products
Melzer, Awdesch
;
Härdle, Wolfgang
;
López Cabrera, Brenda
-
2017
Price
of
Risk
(MPR) estimates based on NASDAQ weekly and monthly German wind power futures prices and German wind power …
Persistent link: https://www.econbiz.de/10011710540
Saved in:
17
Financial vulnerability and risks to growth in emerging markets
Acharya, Viral V.
;
Bhadury, Soumya
;
Surti, Jay
-
2020
Persistent link: https://www.econbiz.de/10012241541
Saved in:
18
Principal-component-based Gaussian affine term structure models : constraints and their financial implications
Rebonato, Riccardo
;
Saroka, Ivan
;
Putiatyn, Vlad
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012270944
Saved in:
19
A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 111-141
Persistent link: https://www.econbiz.de/10012544160
Saved in:
20
Time-varying market
price
of
risk
and autoregressive error structure of oil prices
Souza, Carla Gomes Costa de
;
Aiube, Fernando Antônio Lucena
- In:
Estudios de economía aplicada : revista promovida por …
38
(
2020
)
1
,
pp. 133-141
Persistent link: https://www.econbiz.de/10012307969
Saved in:
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