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subject:"Derivat"
~isPartOf:"International journal of theoretical and applied finance"
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Derivat
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International journal of theoretical and applied finance
Energy economics
193
The journal of futures markets
65
International review of financial analysis
46
International review of economics & finance : IREF
43
Finance research letters
42
Economic modelling
38
Applied economics
30
The energy journal
28
Working paper
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American journal of agricultural economics
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International Journal of Energy Economics and Policy : IJEEP
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Applied economics letters
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Journal of commodity markets
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Research in international business and finance
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Journal of international money and finance
17
Econometric Institute research papers
14
IMF working papers
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Discussion paper / Centre for Economic Policy Research
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Working paper / National Bureau of Economic Research, Inc.
12
International journal of finance & economics : IJFE
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Journal of empirical finance
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international financial markets, institutions & money
10
NBER Working Paper
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Quantitative finance
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The European journal of finance
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CAMA working paper series
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Cogent economics & finance
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Policy research working paper : WPS
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Applied economic perspectives and policy
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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
A structural risk-neutral model of electricity prices
Ai͏̈d, René
;
Campi, Luciano
;
Huu, Adrien Nguyen
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 925-947
Persistent link: https://www.econbiz.de/10003928763
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
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
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
6
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:
7
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
8
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
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