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Hedging
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Option pricing theory
59
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40
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Hammoudeh, Shawkat
5
Benth, Fred Espen
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Cotter, John
4
Kang, Sang Hoon
4
Biggar, Darryl
3
Chang, Chia-Lin
3
Dai, Zhifeng
3
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3
Hesamzadeh, Mohammad Reza
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McAleer, Michael
3
Mensi, Walid
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Tiwari, Aviral Kumar
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Antonakakis, Nikolaos
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Batten, Jonathan A.
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Brandão, Luiz Eduardo Teixeira
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Cuñado Eizaguirre, Juncal
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Demirer, Rıza
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Energy economics
The journal of futures markets
584
International journal of theoretical and applied finance
539
Journal of banking & finance
342
Finance and stochastics
304
Mathematical finance : an international journal of mathematics, statistics and financial theory
302
Applied mathematical finance
274
The journal of computational finance
263
Finance research letters
241
Quantitative finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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NBER working paper series
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Insurance / Mathematics & economics
198
European journal of operational research : EJOR
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Journal of economic dynamics & control
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IMF Working Papers
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International journal of financial engineering
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Europäische Hochschulschriften / 5
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Discussion paper / Centre for Economic Policy Research
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Asia-Pacific financial markets
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ECONIS (ZBW)
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1
Minimal variance
hedging
of natural gas derivatives in exponential Lévy models : theory and empirical performance
Ewald, Christian-Olivier
;
Nawar, Roy
;
Siu, Tak Kuen
- In:
Energy economics
36
(
2013
),
pp. 97-107
Persistent link: https://www.econbiz.de/10009724764
Saved in:
2
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
3
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:
4
A model for
hedging
load and price risk in the Texas electricity market
Coulon, Michael
;
Powell, Warren B.
;
Sircar, Kaushik Ronnie
- In:
Energy economics
40
(
2013
),
pp. 976-988
Persistent link: https://www.econbiz.de/10010355997
Saved in:
5
On the use of the moment-matching technique for pricing and
hedging
multi-asset spread options
Pellegrino, Tommaso
;
Sabino, Piergiacomo
- In:
Energy economics
45
(
2014
),
pp. 172-185
Persistent link: https://www.econbiz.de/10010504771
Saved in:
6
Self-exciting jumps in the oil market : bayesian estimation and dynamic
hedging
Gonzato, Luca
;
Sgarra, Carlo
- In:
Energy economics
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
Saved in:
7
A consistent two-factor model for pricing temperature derivatives
Groll, Andreas
;
López Cabrera, Brenda
;
Meyer-Brandis, Thilo
- In:
Energy economics
55
(
2016
),
pp. 112-126
Persistent link: https://www.econbiz.de/10011663144
Saved in:
8
Option prices and implied volatility in the crude oil market
Soini, Vesa
;
Lorentzen, Sindre
- In:
Energy economics
83
(
2019
),
pp. 515-539
Persistent link: https://www.econbiz.de/10012176275
Saved in:
9
Quadratic
hedging
of risk neutral values
Secomandi, Nicola
- In:
Energy economics
112
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013350771
Saved in:
10
Pricing and
hedging
wind power prediction risk with binary option contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
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