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subject:"Derivat"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Börsenkurs"
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Derivat
Börsenkurs
Commodity derivative
25
Rohstoffderivat
25
Volatility
14
Volatilität
14
Commodity price
10
Derivative
10
Rohstoffpreis
10
Theorie
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Schlögl, Erik
4
Cheng, Benjamin
3
Nikitopoulos, Christina Sklibosios
3
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1
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Chen, Dipeng
1
Chen, Yu-Lun
1
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Kleppe, Tore Selland
1
Kwok, Simon Sai Man
1
Lamberte, Antonio
1
Li, Bo
1
Liu, Zhenya
1
Lu, Shanglin
1
Marvasti, Akbar
1
Oglend, Atle
1
Pilz, Kay Frederik
1
Prokopczuk, Marcel
1
Teterin, Pavel
1
Tsai, Shih-Chuan
1
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1
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Journal of empirical finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Energy economics
64
The journal of futures markets
39
International review of financial analysis
22
International Journal of Energy Economics and Policy : IJEEP
16
International review of economics & finance : IREF
15
Applied economics letters
14
Journal of banking & finance
14
Economic modelling
13
Finance research letters
13
Journal of commodity markets
12
American journal of agricultural economics
11
The energy journal
11
Working paper / National Bureau of Economic Research, Inc.
10
Applied economics
9
Research in international business and finance
9
Applied economic perspectives and policy
8
Applied financial economics
8
The European journal of finance
7
The empirical economics letters : a monthly international journal of economics
7
Working paper
7
Special memorandum / London & Cambridge Economic Service
6
Stocks of staple commodities
6
Discussion paper / Centre for Economic Policy Research
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
European journal of operational research : EJOR
5
International journal of theoretical and applied finance
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Journal of international money and finance
5
Journal of risk and financial management : JRFM
5
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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Annals of finance
4
Asia Pacific financial markets
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Cogent economics & finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of finance & economics : IJFE
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International journal of financial markets and derivatives
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Journal of agricultural and applied economics : JAEE
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ECONIS (ZBW)
14
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1
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
2
How regular are directional movements in commodity and asset prices? : a Wald test
Oglend, Atle
;
Kleppe, Tore Selland
- In:
Journal of empirical finance
38
(
2016
),
pp. 290-306
Persistent link: https://www.econbiz.de/10011664705
Saved in:
3
Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar
;
Lamberte, Antonio
- In:
Journal of empirical finance
38
(
2016
),
pp. 355-361
Persistent link: https://www.econbiz.de/10011664764
Saved in:
4
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:
5
The price discovery role of day traders in futures market : evidence from different types of day traders
Fung, Scott
;
Tsai, Shih-Chuan
- In:
Journal of empirical finance
64
(
2021
),
pp. 53-77
Persistent link: https://www.econbiz.de/10013259400
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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