//--> //--> //--> //-->
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
subject:"Derivat"
~isPartOf:"Asia Pacific financial markets"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Commodity derivative
29
Rohstoffderivat
29
Volatility
15
Volatilität
15
Derivative
13
Commodity price
12
Rohstoffpreis
12
Theorie
11
Theory
11
Estimation
9
Schätzung
9
Börsenkurs
8
Share price
8
Commodity exchange
7
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
7
Warenbörse
7
Zeitreihenanalyse
7
ARCH model
5
ARCH-Modell
5
Oil price
5
Ölpreis
5
Capital income
4
Commodity market
4
Erdöl
4
Forecasting model
4
Hedging
4
Kapitaleinkommen
4
Markov chain
4
Markov-Kette
4
Petroleum
4
Prognoseverfahren
4
Rohstoffmarkt
4
Speculation
4
Spekulation
4
Yield curve
4
more ...
less ...
Online availability
All
Undetermined
8
Free
4
Type of publication
All
Article
9
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
13
Author
All
Schlögl, Erik
4
Cheng, Benjamin
3
Nikitopoulos, Christina Sklibosios
3
Brooks, Robert
1
Bunn, Derek W.
1
Chen, Dipeng
1
Chen, Yu-Lun
1
Coakley, Jerry
1
Enders, Walter
1
Fung, Scott
1
Jarrow, Robert A.
1
Karlsson, Patrik
1
Kellard, Neil
1
Kumar, Raushan
1
Kwok, Simon Sai Man
1
Mansabdar, Sanjay
1
Nakajima, Katsushi
1
Pilz, Kay Frederik
1
Teterin, Pavel
1
Tsai, Shih-Chuan
1
Tsai, Wei-Che
1
Tsvetanov, Daniel
1
Yaganti, Hussain C.
1
more ...
less ...
Published in...
All
Asia Pacific financial markets
Journal of empirical finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Energy economics
42
International review of financial analysis
17
The journal of futures markets
13
International review of economics & finance : IREF
11
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
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
5
Working paper
5
Annals of finance
4
Cogent economics & finance
4
International journal of financial markets and derivatives
4
International journal of theoretical and applied finance
4
Journal of agricultural and applied economics : JAEE
4
Quantitative finance
4
Review of derivatives research
4
The journal of investment compliance
4
Applied financial economics
3
Applied mathematical finance
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Research in financial derivatives : commodity, equity, currency, interest rate
3
Risks : open access journal
3
The Australian journal of agricultural and resource economics
3
The IUP journal of financial risk management : IJFRM
3
Transportation research / E : an international journal
3
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Commodity spot and futures prices under supply, demand, and financial trading : single input-output model
Nakajima, Katsushi
- In:
Asia Pacific financial markets
27
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012222371
Saved in:
2
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
3
Bubbling over! : the behaviour of oil futures along the yield curve
Tsvetanov, Daniel
;
Coakley, Jerry
;
Kellard, Neil
- In:
Journal of empirical finance
38
(
2016
),
pp. 516-533
Persistent link: https://www.econbiz.de/10011663333
Saved in:
4
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
5
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
6
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
7
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
8
Determinants of price discovery in the VIX futures market
Chen, Yu-Lun
;
Tsai, Wei-Che
- In:
Journal of empirical finance
43
(
2017
),
pp. 59-73
Persistent link: https://www.econbiz.de/10011817906
Saved in:
9
The forward premium in electricity futures
Bunn, Derek W.
;
Chen, Dipeng
- In:
Journal of empirical finance
23
(
2013
),
pp. 173-186
Persistent link: https://www.econbiz.de/10010221755
Saved in:
10
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->