//--> //--> //--> //-->
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"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Commodity derivative
288
Rohstoffderivat
288
Volatility
201
Volatilität
201
Oil price
188
Ölpreis
188
Welt
137
World
137
Portfolio selection
116
Portfolio-Management
116
Erdöl
100
Petroleum
100
ARCH model
95
ARCH-Modell
95
Oil market
77
Ölmarkt
77
Derivat
67
Derivative
67
Estimation
67
Hedging
67
Schätzung
67
Forecasting model
65
Prognoseverfahren
65
Option pricing theory
60
Optionspreistheorie
60
Theorie
60
Theory
60
Spillover effect
59
Spillover-Effekt
59
Commodity exchange
55
Warenbörse
55
Energiemarkt
41
Energy market
41
Commodity price
39
Electric power industry
39
Elektrizitätswirtschaft
39
Rohstoffpreis
39
Capital income
38
Crude oil
38
Kapitaleinkommen
38
more ...
less ...
Online availability
All
Undetermined
330
Free
5
Type of publication
All
Article
463
Type of publication (narrower categories)
All
Article in journal
462
Aufsatz in Zeitschrift
462
Conference paper
1
Konferenzbeitrag
1
Language
All
English
463
Author
All
Ma, Feng
11
Kang, Sang Hoon
9
Tiwari, Aviral Kumar
9
Hammoudeh, Shawkat
8
Uddin, Mohammed Gazi Salah
8
Wang, Yudong
7
Dai, Zhifeng
6
Do, Hung Xuan
6
Lee, Chien-chiang
6
McAleer, Michael
6
Wei, Yu
6
Chang, Chia-Lin
5
Chevallier, Julien
5
Ji, Qiang
5
Nguyen, Duc Khuong
5
Sadorsky, Perry A.
5
Yoon, Seong-min
5
Benth, Fred Espen
4
Bouri, Elie
4
Cortazar, Gonzalo
4
Filis, George
4
Gong, Xu
4
Irwin, Scott H.
4
Kaufmann, Robert Kurt
4
Liu, Li
4
Maitra, Debasish
4
Mensi, Walid
4
Miao, Hong
4
Sanders, Dwight R.
4
Sensoy, Ahmet
4
Zhang, Yaojie
4
Ali, Shoaib
3
Batten, Jonathan A.
3
Chang, Chun Ping
3
Demirer, Rıza
3
Dutta, Anupam
3
Ghoddusi, Hamed
3
Goodell, John W.
3
Hou, Yang
3
Hu, Yang
3
more ...
less ...
Published in...
All
Energy economics
Journal of banking & finance
820
The journal of futures markets
768
Finance research letters
672
NBER working paper series
671
International journal of theoretical and applied finance
661
Working paper / National Bureau of Economic Research, Inc.
585
European journal of operational research : EJOR
546
Insurance / Mathematics & economics
495
NBER Working Paper
479
Mathematical finance : an international journal of mathematics, statistics and financial theory
412
Finance and stochastics
394
Quantitative finance
393
International review of financial analysis
392
Journal of economic dynamics & control
365
Journal of financial economics
359
Applied economics
339
The journal of finance : the journal of the American Finance Association
322
Applied mathematical finance
311
Research paper series / Swiss Finance Institute
301
Risks : open access journal
283
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 European journal of finance
265
The review of financial studies
263
Discussion paper / Centre for Economic Policy Research
261
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
255
Management science : journal of the Institute for Operations Research and the Management Sciences
252
SpringerLink / Bücher
247
The journal of derivatives : the official publication of the International Association of Financial Engineers
240
Applied economics letters
234
Computational economics
229
Economics letters
229
Working paper
228
Journal of risk and financial management : JRFM
224
more ...
less ...
Source
All
ECONIS (ZBW)
463
Showing
1
-
10
of
463
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Time-varying long range dependence in energy futures markets
Sensoy, Ahmet
;
Hacihasanoglu, Erk
- In:
Energy economics
46
(
2014
),
pp. 318-327
Persistent link: https://www.econbiz.de/10011298582
Saved in:
6
Energy futures prices and commodity
index
investment : new evidence from firm-level position data
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
Energy economics
46
(
2014
),
pp. 57-68
Persistent link: https://www.econbiz.de/10011299351
Saved in:
7
On the volatility-volume relationship in energy futures markets using intraday data
Chevallier, Julien
;
Sévi, Benoît
- In:
Energy economics
34
(
2012
)
6
,
pp. 1896-1909
Persistent link: https://www.econbiz.de/10009688936
Saved in:
8
Volatility regimes, asymmetric basis effects and forecasting performance : an empirical investigation of the WTI crude oil futures market
Chang, Kuang-liang
- In:
Energy economics
34
(
2012
)
1
,
pp. 294-306
Persistent link: https://www.econbiz.de/10009618842
Saved in:
9
Testing the Masters Hypothesis in commodity futures markets
Irwin, Scott H.
;
Sanders, Dwight R.
- In:
Energy economics
34
(
2012
)
1
,
pp. 256-269
Persistent link: https://www.econbiz.de/10009618857
Saved in:
10
What drives the commodity price beta of oil industry stocks?
Talbot, Edward
;
Artiach, Tracy
;
Faff, Robert W.
- In:
Energy economics
37
(
2013
),
pp. 1-15
Persistent link: https://www.econbiz.de/10009759405
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...
//-->