//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of banking & finance"
~isPartOf:"23rd Australasian Finance and Banking Conference 2010 Paper"
~language:"eng"
~person:"Marshall, Ben R."
~person:"Prokopczuk, Marcel"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Remodeling the Working-Kaldor...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Commodity derivative
10
Rohstoffderivat
10
Commodity exchange
7
Warenbörse
7
Commodities
4
Commodity market
4
Estimation
4
Rohstoffmarkt
4
Schätzung
4
Theorie
4
Theory
4
Liquidity
3
Commodity markets
2
Commodity price
2
Energiemarkt
2
Energy market
2
Hedging
2
Liquidität
2
Market liquidity
2
Marktliquidität
2
Option pricing theory
2
Options pricing
2
Optionspreistheorie
2
Rohstoffpreis
2
Saisonale Schwankungen
2
Seasonal variations
2
Seasonality
2
Volatility
2
Volatilität
2
Welt
2
World
2
ARMA model
1
ARMA-Modell
1
Analysis of variance
1
Behavioral
1
Black-Scholes model
1
Black-Scholes-Modell
1
Capital income
1
Commodity
1
Commodity models and derivatives
1
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
9
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
Author
All
Marshall, Ben R.
Prokopczuk, Marcel
Miffre, Joëlle
5
Bianchi, Robert
4
Fan, John Hua
3
Fernandez-Perez, Adrian
3
Fuertes, Ana María
3
Paschke, Raphael
3
Ronn, Ehud I.
3
Back, Janis
2
Daskalaki, Charoula
2
Geman, Hélyette
2
Jacobs, Kris
2
Nguyen, Nhut H.
2
Nikitopoulos, Christina Sklibosios
2
Rallis, Georgios
2
Roncoroni, Andrea
2
Rudolf, Markus
2
Skiadopoulos, George
2
Tang, Ke
2
Visaltanachoti, Nuttawat
2
Wese Simen, Chardin
2
Zhang, Tingxi
2
Adams, Zeno
1
Ahmed, Shamim
1
Alizadeh-Masoodian, Amir H.
1
Arismendi Zambrano, Juan Carlos
1
Balvers, Ronald J.
1
Basu, Devraj
1
Beckmann, Joscha
1
Belke, Ansgar
1
Benth, Fred Espen
1
Bork, Lasse
1
Cahan, Jared M.
1
Cahan, Rochester H.
1
Casassus, Jaime
1
Chang, Eric Chieh
1
Cheng, Benjamin
1
Chiang, I-Hsuan Ethan
1
Chng, Michael T.
1
more ...
less ...
Published in...
All
Journal of banking & finance
23rd Australasian Finance and Banking Conference 2010 Paper
Discussion paper / ICMA Centre, Henley Business School, University of Reading
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
Energy economics
2
Diskussionspapiere / Hannover Center of Finance e.V.
1
Economic modelling
1
International journal of theoretical and applied finance
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of international money and finance
1
The European journal of finance
1
The journal of futures markets
1
The quarterly journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
Saved in:
2
Special issue: commodity and energy markets
Roncoroni, Andrea
(
ed.
);
Ronn, Ehud I.
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011966682
Saved in:
3
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
4
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
5
Introduction: special issue on commodity and energy markets in the Journal of Banking and Finance
Roncoroni, Andrea
;
Prokopczuk, Marcel
;
Ronn, Ehud I.
- In:
Journal of banking & finance
95
(
2018
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011966673
Saved in:
6
Can commodity futures be profitably traded with quantitative market timing strategies?
Marshall, Ben R.
;
Cahan, Rochester H.
;
Cahan, Jared M.
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1810-1819
Persistent link: https://www.econbiz.de/10003774765
Saved in:
7
Seasonality and the valuation of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 273-290
Persistent link: https://www.econbiz.de/10009705701
Saved in:
8
Liquidity commonality in commodities
Marshall, Ben R.
;
Nguyen, Nhut H.
;
Visaltanachoti, Nuttawat
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 11-20
Persistent link: https://www.econbiz.de/10009675559
Saved in:
9
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
10
Measuring commodity market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->