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subject:"Derivat"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH model"
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Derivat
ARCH model
Commodity derivative
63
Rohstoffderivat
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25
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Back, Janis
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International journal of theoretical and applied finance
International review of economics & finance : IREF
Energy economics
124
The journal of futures markets
29
Economic modelling
28
International review of financial analysis
27
Finance research letters
25
Applied economics
17
Journal of commodity markets
16
International Journal of Energy Economics and Policy : IJEEP
15
Research in international business and finance
15
Working paper
15
Journal of banking & finance
14
The energy journal
14
American journal of agricultural economics
11
Applied economics letters
11
Econometric Institute research papers
11
Journal of empirical finance
9
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of finance & economics : IJFE
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
The European journal of finance
7
Applied economic perspectives and policy
6
European journal of operational research : EJOR
6
International journal of forecasting
6
Journal of international financial markets, institutions & money
6
The empirical economics letters : a monthly international journal of economics
6
Applied financial economics
5
Cogent economics & finance
5
Journal of forecasting
5
Journal of risk and financial management : JRFM
5
Quantitative finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Review of quantitative finance and accounting
5
Annals of finance
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
European review of agricultural economics : ERAE
4
IIMB management review
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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
Financial crises and the nature of correlation between commodity and stock markets
Öztek, Mehmet Fatih
;
Öcal, Nadir
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011747083
Saved in:
3
Regime-switched volatility of brent crude oil futures with Markov-switching ARCH model
Chiu, Tien-yu
;
Shieh, Shwu-Jane
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 113-124
Persistent link: https://www.econbiz.de/10003855754
Saved in:
4
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:
5
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:
6
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:
7
Internet, noise trading and commodity futures prices
Peri, Massimo
;
Vandone, Daniela
;
Baldi, Lucia
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 82-89
Persistent link: https://www.econbiz.de/10010531284
Saved in:
8
Sentiment-prone investors and volatility dynamics between spot and futures markets
Corredor, Pilar
;
Ferrer, Elena
;
Santamaría Aquilué, Rafael
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 180-196
Persistent link: https://www.econbiz.de/10011333698
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
A survey on physical delivery versus cash settlement in futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
International review of economics & finance : IREF
15
(
2006
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003298476
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