//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Option valuation, optimization...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
526
Portfolio-Management
526
Commodity derivative
347
Rohstoffderivat
347
Volatility
317
Volatilität
316
Theorie
241
Theory
241
Oil price
205
Ölpreis
205
Welt
200
World
200
Option pricing theory
166
Optionspreistheorie
166
Capital income
159
Kapitaleinkommen
159
ARCH model
140
ARCH-Modell
140
Estimation
128
Schätzung
128
Risk
120
Hedging
119
Erdöl
115
Petroleum
115
Risiko
112
Forecasting model
105
Prognoseverfahren
105
Derivat
100
Derivative
100
Börsenkurs
92
Share price
92
Anlageverhalten
84
Behavioural finance
84
Commodity exchange
83
Stochastic process
83
Stochastischer Prozess
83
Warenbörse
83
Oil market
81
Ölmarkt
81
Spillover effect
78
more ...
less ...
Online availability
All
Undetermined
824
Free
9
Type of publication
All
Article
1,041
Type of publication (narrower categories)
All
Article in journal
1,040
Aufsatz in Zeitschrift
1,040
Conference paper
1
Konferenzbeitrag
1
Language
All
English
1,041
Author
All
Goodell, John W.
13
Ma, Feng
13
Tiwari, Aviral Kumar
11
Kang, Sang Hoon
10
Bouri, Elie
9
Hammoudeh, Shawkat
9
Ji, Qiang
9
Wei, Yu
9
Uddin, Mohammed Gazi Salah
8
McAleer, Michael
7
Naeem, Muhammad Abubakr
7
Nguyen, Duc Khuong
7
Wang, Xingchun
7
Yoon, Seong-min
7
Corbet, Shaen
6
Dai, Zhifeng
6
Lee, Chien-chiang
6
Sensoy, Ahmet
6
Yousaf, Imran
6
Zaremba, Adam
6
Chang, Chia-Lin
5
Chevallier, Julien
5
Do, Hung Xuan
5
Lucey, Brian M.
5
Mensi, Walid
5
Roubaud, David
5
Sadorsky, Perry A.
5
Todorova, Neda
5
Wang, Yudong
5
Auer, Benjamin R.
4
Benth, Fred Espen
4
Cortazar, Gonzalo
4
Dowling, Michael
4
Filis, George
4
Galvani, Valentina
4
Gong, Xu
4
Goutte, Stéphane
4
Guesmi, Khaled
4
Haugom, Erik
4
Hu, Yang
4
more ...
less ...
Published in...
All
Energy economics
Finance research letters
Journal of banking & finance
819
The journal of futures markets
768
NBER working paper series
666
International journal of theoretical and applied finance
661
Working paper / National Bureau of Economic Research, Inc.
585
European journal of operational research : EJOR
538
Insurance / Mathematics & economics
495
NBER Working Paper
479
Mathematical finance : an international journal of mathematics, statistics and financial theory
412
Finance and stochastics
394
International review of financial analysis
392
Quantitative finance
382
Journal of economic dynamics & control
363
Journal of financial economics
346
Applied economics
335
The journal of finance : the journal of the American Finance Association
319
Applied mathematical finance
306
Research paper series / Swiss Finance Institute
301
The journal of computational finance
283
International review of economics & finance : IREF
278
Economic modelling
274
The journal of asset management
271
The journal of portfolio management : a publication of Institutional Investor
269
The review of financial studies
265
Risks : open access journal
264
Discussion paper / Centre for Economic Policy Research
261
The European journal of finance
260
The North American journal of economics and finance : a journal of financial economics studies
257
Journal of empirical finance
256
Journal of financial and quantitative analysis : JFQA
253
Management science : journal of the Institute for Operations Research and the Management Sciences
248
SpringerLink / Bücher
247
The journal of derivatives : the official publication of the International Association of Financial Engineers
240
Applied economics letters
232
Working paper
226
Computational economics
225
Journal of risk and financial management : JRFM
224
Economics letters
222
more ...
less ...
Source
All
ECONIS (ZBW)
1,041
Showing
1
-
10
of
1,041
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A study of first generation commodity indices : indices based on financial diversification
Ahn, Jung-Hyun
;
Six, Pierre
- In:
Finance research letters
30
(
2019
),
pp. 194-200
Persistent link: https://www.econbiz.de/10012420486
Saved in:
2
Three-factor commodity forward curve model and its joint P and Q dynamics
Ladokhin, Sergiy
;
Borovkova, Svetlana
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161542
Saved in:
3
The alpha momentum effect in commodity markets
Zaremba, Adam
;
Mikutowski, Mateusz
;
Szczygielski, Jan Jakub
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
Saved in:
4
The risk premia of energy futures
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Energy economics
102
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013162273
Saved in:
5
The commodity futures' historical basis in trading strategy and portfolio investment
Pu, Yingjian
;
Yang, Baochen
- In:
Energy economics
105
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013201968
Saved in:
6
Do commodity factors work as inflation hedges and safe havens?
Nakagawa, Kei
;
Sakemoto, Ryuta
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014632179
Saved in:
7
The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos
;
Chang, Tsangyao
;
Cuñado …
- In:
Finance research letters
24
(
2018
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
Saved in:
8
Effects of investor attention on commodity futures markets
Kou, Yi
;
Ye, Qiang
;
Zhao, Feng
;
Wang, Xiaolin
- In:
Finance research letters
25
(
2018
),
pp. 190-195
Persistent link: https://www.econbiz.de/10012003519
Saved in:
9
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
10
Do oil spot and futures prices move together?
Chang, Chun Ping
;
Lee, Chien-chiang
- In:
Energy economics
50
(
2015
),
pp. 379-390
Persistent link: https://www.econbiz.de/10011564138
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->