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subject:"Derivat"
~isPartOf:"International journal of financial markets and derivatives"
~isPartOf:"Quantitative finance"
~isPartOf:"Review of derivatives research"
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Derivat
Commodity derivative
26
Rohstoffderivat
26
Volatility
13
Volatilität
13
Derivative
12
Commodity exchange
11
Warenbörse
11
Option pricing theory
9
Optionspreistheorie
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6
Stochastischer Prozess
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Theorie
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5
Commodity price
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Oil price
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State space model
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Zustandsraummodell
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Abba Abdullahi, Saada
1
Bosch, David
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Bouchouev, Ilia
1
Bunn, Derek W.
1
Dempster, Michael A. H.
1
Ennabli, Asma
1
García Mirantes, Andrés
1
Hilliard, Jimmy E.
1
Jarrow, Robert A.
1
Johnson, Brett
1
Lien, Da-hsiang Donald
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Ma, Chaoqun
1
Ma, Zonggang
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Matsumoto, Takuji
1
Muhammad, Zahid
1
Ngo, Julie T. D.
1
Población, Javier
1
Schöne, Max F.
1
Serna, Gregorio
1
Spinler, Stefan
1
Trabelsi, Abdelwahed
1
Wu, Zhijian
1
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International journal of financial markets and derivatives
Quantitative finance
Review of derivatives research
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
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
5
Working paper
5
Annals of finance
4
Cogent economics & finance
4
International journal of theoretical and applied finance
4
Journal of agricultural and applied economics : JAEE
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
The journal of investment compliance
4
Applied financial economics
3
Applied mathematical finance
3
Asia Pacific financial markets
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
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1
Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
Saved in:
2
A four-factor stochastic volatility model of commodity prices
Schöne, Max F.
;
Spinler, Stefan
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10011935975
Saved in:
3
Price discovery and risk transfer in the Brent crude oil futures market
Abba Abdullahi, Saada
;
Muhammad, Zahid
- In:
International journal of financial markets and derivatives
5
(
2016
)
1
,
pp. 23-35
Persistent link: https://www.econbiz.de/10011589161
Saved in:
4
Correlation asymmetry and implication on hedging
Trabelsi, Abdelwahed
;
Ennabli, Asma
- In:
International journal of financial markets and derivatives
6
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011862371
Saved in:
5
The impact of market participants' interaction on futures prices : comparing three US wheat futures markets
Bosch, David
- In:
International journal of financial markets and derivatives
6
(
2017
)
2
,
pp. 120-148
Persistent link: https://www.econbiz.de/10011862379
Saved in:
6
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
7
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
8
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:
9
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
10
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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