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subject:"Derivat"
~accessRights:"restricted"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Quantitative finance"
~subject:"Endogenous economic growth"
~subject:"Oil price"
~subject:"Ölmarkt"
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Derivat
Endogenous economic growth
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Anh Ngoc Lai
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Bouchouev, Ilia
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European journal of operational research : EJOR
Quantitative finance
Energy economics
161
Finance research letters
38
International review of financial analysis
29
International review of economics & finance : IREF
24
The energy journal
23
Applied economics
17
Journal of commodity markets
17
Research in international business and finance
17
The journal of futures markets
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10
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International journal of finance & economics : IJFE
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
6
Journal of empirical finance
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Journal of international money and finance
6
The journal of energy markets
6
Financial modeling and risk management of energy and environmental instruments and derivates
5
Review of derivatives research
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Review of quantitative finance and accounting
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Theoretical economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of forecasting
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Journal of international financial markets, institutions & money
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Asia Pacific financial markets
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American journal of agricultural economics
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ECONIS (ZBW)
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1
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
2
Sustainable endogenous growth model of multiple regions : reconciling OR and economic perspectives
Wu, Tao
;
Zhang, Ning
;
Gui, Lin
;
Wu, Wenjie
- In:
European journal of operational research : EJOR
269
(
2018
)
1
,
pp. 218-226
Persistent link: https://www.econbiz.de/10011864286
Saved in:
3
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
4
The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-jun
;
Li, Shu-Hui
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
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5
Electricity forward curves with thin granularity : theory and empirical evidence in the hourly EPEXspot market
Caldana, Ruggero
;
Fusai, Gianluca
;
Roncoroni, Andrea
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 715-734
Persistent link: https://www.econbiz.de/10011738512
Saved in:
6
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian
;
Zou, Yihan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
Saved in:
7
Bond flotation with exotic commodity collateral
Dempster, Michael A. H.
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1903-1925
Persistent link: https://www.econbiz.de/10012313526
Saved in:
8
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
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