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subject:"Derivat"
~isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
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Derivat
Commodity derivative
281
Rohstoffderivat
281
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109
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94
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94
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Applied mathematical finance
International journal of theoretical and applied finance
International review of economics & finance : IREF
The journal of futures markets
Energy economics
42
International review of financial analysis
17
Journal of banking & finance
11
Economic modelling
10
Journal of commodity markets
10
The energy journal
9
Finance research letters
8
Research in international business and finance
8
Applied economics
7
Applied economics letters
7
American journal of agricultural economics
6
Applied economic perspectives and policy
6
International Journal of Energy Economics and Policy : IJEEP
6
Journal of empirical finance
6
European journal of operational research : EJOR
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Journal of risk and financial management : JRFM
5
The European journal of finance
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Working paper
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Annals of finance
4
Cogent economics & finance
4
International journal of financial markets and derivatives
4
Journal of agricultural and applied economics : JAEE
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Quantitative finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Review of derivatives research
4
The journal of investment compliance
4
Applied financial economics
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Asia Pacific financial markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Research in financial derivatives : commodity, equity, currency, interest rate
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Risks : open access journal
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The Australian journal of agricultural and resource economics
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The IUP journal of financial risk management : IJFRM
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1
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
2
The convenience yield under commodity financialization
Milonas, Nikolaos T.
;
Photina, Evangelia K.
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 631-652
Persistent link: https://www.econbiz.de/10014536663
Saved in:
3
Large trades and intraday futures price behavior
Frino, Alex
;
Bjursell, Johan
;
Wang, George H. K.
; …
- In:
The journal of futures markets
28
(
2008
)
12
,
pp. 1147-1181
Persistent link: https://www.econbiz.de/10003773147
Saved in:
4
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
5
Multiscale stochastic volatility model for derivatives on futures
Fouque, Jean-Pierre
;
Saporito, Yuri F.
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010498865
Saved in:
6
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
7
Downside risk for short long hedgers
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
12
(
2003
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001770018
Saved in:
8
Limits to linear price behavior : futures prices regulated by limits
Hall, Anthony D.
;
Kofman, Paul
- In:
The journal of futures markets
21
(
2001
)
5
,
pp. 463-488
Persistent link: https://www.econbiz.de/10001603197
Saved in:
9
Asymptotic pricing of commodity derivatives using stochastic volatility spot models
Hikspoors, Samuel
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 449-477
Persistent link: https://www.econbiz.de/10003815252
Saved in:
10
On the risk premium in Nordic electricity futures prices
Lucia, Julio J.
;
Torró, Hipòlit
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10009303863
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