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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of banking & finance"
~subject:"Risikoprämie"
~subject:"Risk"
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Risikoprämie
Risk
Volatility
640
Volatilität
639
Capital income
200
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200
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179
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178
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Prokopczuk, Marcel
3
Wese Simen, Chardin
3
Byun, Suk Joon
2
Chiang, Thomas C.
2
Doran, James S.
2
Jacobs, Kris
2
Kostakis, Alexandros
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Loudon, Geoffrey F.
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Mele, Antonio
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Applied financial economics
Journal of banking & finance
Finance research letters
122
Energy economics
102
International review of financial analysis
63
Working paper / National Bureau of Economic Research, Inc.
63
International review of economics & finance : IREF
61
NBER working paper series
61
Journal of financial economics
59
The North American journal of economics and finance : a journal of financial economics studies
58
NBER Working Paper
49
Economic modelling
45
Journal of empirical finance
44
Applied economics
42
Working paper
41
Journal of international money and finance
35
Research in international business and finance
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Applied economics letters
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Economics letters
32
The journal of futures markets
31
Discussion paper / Centre for Economic Policy Research
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Journal of international financial markets, institutions & money
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The review of financial studies
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
CESifo working papers
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26
Research paper series / Swiss Finance Institute
25
Pacific-Basin finance journal
24
European journal of operational research : EJOR
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Department of Economics working paper series
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Journal of risk and financial management : JRFM
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Journal of financial markets
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The journal of finance : the journal of the American Finance Association
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Finance and economics discussion series
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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Review of quantitative finance and accounting
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ECONIS (ZBW)
96
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1
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10
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96
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date (oldest first)
1
Computing the market price of
volatility
risk in the energy commodity markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
Saved in:
2
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
3
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
4
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
5
Long term spread option valuation and hedging
Dempster, Michael A. H.
;
Medova, Elena
;
Tang, Ke
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2530-2540
Persistent link: https://www.econbiz.de/10003795773
Saved in:
6
Pricing of non-ferrous metals futures on the London metal exchange
Watkins, Clinton
;
McAleer, Michael
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 853-880
Persistent link: https://www.econbiz.de/10003377835
Saved in:
7
Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj
;
Miffre, Joëlle
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
Saved in:
8
Investable commodity premia in China
Bianchi, Robert
;
Fan, John Hua
;
Zhang, Tingxi
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012820586
Saved in:
9
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
10
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
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