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Futures contract collateralization and its implications
Jarrow, Robert A.; Kwok, Simon Sai Man - In: Journal of empirical finance 74 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
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The short and long term impact of Europe's natural gas market on electricity markets until 2050
Abrell, Jan; Weigt, Hannes - In: The energy journal 37 (2016), pp. 125-146
Persistent link: https://www.econbiz.de/10011596552
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Asset price bubbles and risk management
Jarrow, Robert A. - In: Journal of risk 20 (2017/2018) 1, pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
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The economics of insurance : a derivatives-based approach
Jarrow, Robert A. - In: Annual review of financial economics 13 (2021), pp. 79-110
Persistent link: https://www.econbiz.de/10012612499
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Asset price bubbles
Jarrow, Robert A. - In: Annual review of financial economics 7 (2015), pp. 201-218
Persistent link: https://www.econbiz.de/10011567547
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An empirical investigation of large trader market manipulation in derivatives markets
Jarrow, Robert A.; Fung, Scott; Tsai, Shih-Chuan - In: Review of derivatives research 21 (2018) 3, pp. 331-374
Persistent link: https://www.econbiz.de/10012055746
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Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin; Jarrow, Robert A. - In: Management science : journal of the Institute for … 65 (2019) 4, pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
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High frequency trading and standard asset pricing models
Jarrow, Robert A. - In: Finance research letters 49 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
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Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.; Yildirim, Yildiray - In: Annual review of financial economics 15 (2023), pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
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Investments in a combined energy network model : substitution between natural gas and electricity?
Abrell, Jan; Weigt, Hannes - In: The energy journal 37 (2016) 4, pp. 63-86
Persistent link: https://www.econbiz.de/10011564550