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subject:"Derivat"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The energy journal"
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Derivat
Commodity derivative
108
Rohstoffderivat
108
Volatility
59
Volatilität
59
Oil price
54
Ölpreis
54
Welt
37
World
37
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31
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24
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Fan, Ying
2
Geng, Peixuan
2
Lien, Da-hsiang Donald
2
Yang, Baochen
2
Alquist, Ron
1
Back, Janis
1
Benth, Fred Espen
1
Bernard, Jean-Thomas
1
Cervera, Ignacio
1
Chang, Kuang-Liang
1
Chou, Jian-Hsin
1
Daskalakis, George
1
Dedi, Valentina
1
Demirer, Rıza
1
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1
Ellwanger, Reinhard
1
Fattouh, Bassam
1
Felten, Björn
1
Figuerola-Ferretti, Isabel
1
Fouque, Jean-Pierre
1
Gauthier, Geneviève
1
Gervais, Olivier
1
Goard, Joanna
1
Godin, Frédéric
1
Hanly, Jim
1
Hooi Hooi Lean
1
Huang, Yu chuan
1
Hung, Mao-Wei
1
Khalaf, Lynda
1
Kichian, Maral
1
Kiesel, Rüdiger
1
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1
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1
Lee, Chingnun
1
Lin, Bing-huei
1
Lucia, Julio J.
1
Mahadeva, Lavan
1
Mandilaras, Alex
1
Markellos, Raphaēl N.
1
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1
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International journal of theoretical and applied finance
International review of economics & finance : IREF
The energy journal
Energy economics
41
International review of financial analysis
17
The journal of futures markets
13
Journal of banking & finance
11
Economic modelling
10
Journal of commodity markets
10
Finance research letters
9
Research in international business and finance
9
Applied economics letters
8
Applied economics
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
Cogent economics & finance
5
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
International journal of financial markets and derivatives
4
Journal of agricultural and applied economics : JAEE
4
Quantitative finance
4
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
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
3
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ECONIS (ZBW)
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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 and the informational content of the oil futures price
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
The energy journal
36
(
2015
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10010528362
Saved in:
3
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
Saved in:
4
Determinants of futures contract success : empirical examinations for the Asian futures markets
Hung, Mao-Wei
;
Lin, Bing-huei
;
Huang, Yu chuan
;
Chou, …
- In:
International review of economics & finance : IREF
20
(
2011
)
3
,
pp. 452-458
Persistent link: https://www.econbiz.de/10009304039
Saved in:
5
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:
6
The role of financial speculation in driving the price of crude oil
Alquist, Ron
;
Gervais, Olivier
- In:
The energy journal
34
(
2013
)
3
,
pp. 35-54
Persistent link: https://www.econbiz.de/10009771893
Saved in:
7
The role of speculation in oil markets : what have we learned so far?
Fattouh, Bassam
;
Kilian, Lutz
;
Mahadeva, Lavan
- In:
The energy journal
34
(
2013
)
3
,
pp. 7-33
Persistent link: https://www.econbiz.de/10009771896
Saved in:
8
Short-term hedging for an electricity retailer
Dupuis, Debbie J.
;
Gauthier, Geneviève
;
Godin, Frédéric
- In:
The energy journal
37
(
2016
)
2
,
pp. 31-59
Persistent link: https://www.econbiz.de/10011458291
Saved in:
9
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:
10
Electricity futures prices in an emissions constrained economy : evidence from European power markets
Daskalakis, George
;
Symeonidis, Lazaros
;
Markellos, …
- In:
The energy journal
36
(
2015
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011403464
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