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On the performance of the comonotonicity approach for pricing Asian options in some benchmark models from equities and commodities
Chen, Jilong; Ewald, Christian - In: Review of Pacific Basin financial markets and policies 20 (2017) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011697161
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Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility : an asymptotic method
Chen, Jilong; Ewald, Christian-Oliver - In: International review of financial analysis 52 (2017), pp. 144-151
Persistent link: https://www.econbiz.de/10011868721
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Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong; Ewald, Christian; Ouyang, Ruolan; … - In: Financial modeling and risk management of energy and …, (pp. 29-46). 2022
Persistent link: https://www.econbiz.de/10013349908
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Do ETF flows increase market efficiency? Evidence from China
Chen, Jilong; Xu, Liao; Zhao, Yang - In: Accounting & Finance 60 (2020) 5, pp. 4795-4819
Persistent link: https://www.econbiz.de/10012280943
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COVID‐19, public attention and the stock market
Xu, Liao; Chen, Jilong; Zhang, Xuan; Zhao, Jing - In: Accounting & Finance 61 (2020) 3, pp. 4741-4756
Persistent link: https://www.econbiz.de/10012408393
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The impact of COVID-19 on commodity options market : evidence from China
Chen, Jilong; Xu, Liao; Xu, Hao - In: Economic modelling 116 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10014513142
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Market sentiment to COVID-19 and the Chinese stock market
Xu, Liao; Chen, Jilong; Xu, Hao - In: Accounting and finance 63 (2023), pp. 1121-1135
Persistent link: https://www.econbiz.de/10014301889
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Do exchange-traded fund activities destabilize the stock market? : evidence from the China securities index 300 stocks
Chen, Jilong; Xu, Liao - In: Economic modelling 127 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014464128
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Stochastic volatility : a tale of co-jumps, non-normality, GMM and high frequency data
Ewald, Christian; Zou, Yihan - In: Journal of empirical finance 64 (2021), pp. 37-52
Persistent link: https://www.econbiz.de/10013259396
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Real options, risk aversion and markets : a corporate finance perspective
Ewald, Christian; Taub, Bart - In: The journal of corporate finance : contracting, … 72 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013209828