//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Optionspreistheorie"
~subject:"Volatilität"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Volatilität
Volatility
970
Oil price
505
Ölpreis
505
Estimation
358
Schätzung
358
ARCH model
337
ARCH-Modell
337
Welt
337
World
337
Börsenkurs
287
Share price
287
Cointegration
285
Kointegration
280
Stock market
231
Aktienmarkt
227
Capital income
195
Kapitaleinkommen
195
Spillover effect
192
Spillover-Effekt
192
Commodity derivative
185
Forecasting model
185
Prognoseverfahren
185
Rohstoffderivat
185
Oil market
153
Ölmarkt
150
Deutschland
149
Germany
149
Option pricing theory
142
Theorie
142
Theory
142
USA
140
United States
140
Time series analysis
135
Zeitreihenanalyse
135
China
131
Risk
127
Risiko
121
Electric power industry
113
more ...
less ...
Online availability
All
Undetermined
846
Free
7
Type of publication
All
Article
1,054
Type of publication (narrower categories)
All
Article in journal
1,053
Aufsatz in Zeitschrift
1,053
Conference paper
4
Konferenzbeitrag
4
Language
All
English
1,054
Author
All
Hammoudeh, Shawkat
25
Gupta, Rangan
24
Tiwari, Aviral Kumar
22
Ma, Feng
21
Kang, Sang Hoon
18
Mensi, Walid
16
Bouri, Elie
15
Ji, Qiang
13
Wang, Yudong
13
Uddin, Mohammed Gazi Salah
12
Wei, Yu
12
Wohar, Mark E.
12
Yoon, Seong-min
12
Dai, Zhifeng
11
Demirer, Rıza
10
McAleer, Michael
10
Wen, Fenghua
10
Zhu, Huiming
10
Shahzad, Syed Jawad Hussain
9
Zhang, Yaojie
9
Chang, Chia-Lin
8
Pierdzioch, Christian
8
Do, Hung Xuan
7
Gong, Xu
7
Lin, Boqiang
7
Lucey, Brian M.
7
Sadorsky, Perry A.
7
Xuan Vinh Vo
7
Yin, Libo
7
Balcilar, Mehmet
6
Chevallier, Julien
6
Lee, Hangsuck
6
Liu, Bing-Yue
6
Liu, Li
6
Roubaud, David
6
Salisu, Afees A.
6
Soytaş, Uǧur
6
Ur Rehman, Mobeen
6
Wang, Xingchun
6
Al-Yahyaee, Khamis Hamed
5
more ...
less ...
Published in...
All
Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
682
International journal of theoretical and applied finance
556
The journal of futures markets
543
NBER working paper series
533
Journal of banking & finance
508
Working paper / National Bureau of Economic Research, Inc.
508
NBER Working Paper
448
International review of financial analysis
447
Applied economics
402
International review of economics & finance : IREF
392
Economic modelling
371
Journal of econometrics
348
Mathematical finance : an international journal of mathematics, statistics and financial theory
294
Research in international business and finance
294
Applied financial economics
292
Quantitative finance
288
Applied mathematical finance
287
Applied economics letters
285
Journal of empirical finance
285
Working paper
282
The journal of computational finance
269
Economics letters
268
Discussion paper / Centre for Economic Policy Research
262
Finance and stochastics
253
Journal of international financial markets, institutions & money
247
The journal of derivatives : the official publication of the International Association of Financial Engineers
247
Journal of economic dynamics & control
246
Journal of international money and finance
243
Journal of financial economics
239
Journal of risk and financial management : JRFM
229
Discussion paper / Tinbergen Institute
218
The European journal of finance
218
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
195
Review of derivatives research
191
Computational economics
188
CESifo working papers
182
Pacific-Basin finance journal
181
Research paper series / Swiss Finance Institute
178
more ...
less ...
Source
All
ECONIS (ZBW)
1,054
Showing
1
-
10
of
1,054
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the forward
volatility
unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
Saved in:
2
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
3
Higher moment exchange rate exposure of S&P500 firms
Bianconi, Marcelo
;
Cai, Zhe
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 513-530
Persistent link: https://www.econbiz.de/10011938192
Saved in:
4
An empirical model comparison for valuing crack spread options
Mahringer, Steffen
;
Prokopczuk, Marcel
- In:
Energy economics
51
(
2015
),
pp. 177-187
Persistent link: https://www.econbiz.de/10011564825
Saved in:
5
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
Saved in:
6
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
7
Humps in the
volatility
structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
8
Arbitrage-free implied
volatility
surfaces for options on single stock futures
Kotzé, Antonie
;
Labuschagne, Coenraad C. A.
;
Nair, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 380-399
Persistent link: https://www.econbiz.de/10010367577
Saved in:
9
A comparison of implied and realized
volatility
in the Nordic power forward market
Birkelund, Ole Henrik
;
Haugom, Erik
;
Molnár, Peter
; …
- In:
Energy economics
48
(
2015
),
pp. 288-294
Persistent link: https://www.econbiz.de/10011533819
Saved in:
10
An analysis of implied
volatility
jump dynamics : novel functional data representation in crude oil markets
Kearney, Fearghal
;
Murphy, Finbarr
;
Cummins, Mark
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 199-216
Persistent link: https://www.econbiz.de/10011535207
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...
//-->