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Option pricing theory
56
Optionspreistheorie
56
State space model
50
Zustandsraummodell
50
Oil price
48
Ölpreis
48
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46
Volatilität
46
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34
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Tiwari, Aviral Kumar
4
Benth, Fred Espen
3
Hahn, Warren J.
3
Hammoudeh, Shawkat
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Kang, Sang Hoon
3
Mensi, Walid
3
Uddin, Mohammed Gazi Salah
3
Aloui, Chaker
2
Czudaj, Robert
2
Date, Paresh
2
DiLellio, James A.
2
Dyer, James S.
2
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2
Khalfaoui, Rabeh
2
Kiesel, Rüdiger
2
Lau, Chi Keung
2
Naeem, Muhammad Abubakr
2
Nazarova, Anna
2
Olsina, Fernando
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Schmeck, Maren Diane
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Vacha, Lukas
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Energy economics
International journal of theoretical and applied finance
504
The journal of futures markets
406
Journal of banking & finance
281
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
The journal of computational finance
257
Applied mathematical finance
244
The journal of derivatives : the official publication of the International Association of Financial Engineers
243
Finance and stochastics
234
Finance research letters
220
Quantitative finance
214
Review of derivatives research
187
Journal of economic dynamics & control
183
Computational economics
162
Economic modelling
150
European journal of operational research : EJOR
146
The North American journal of economics and finance : a journal of financial economics studies
143
Insurance / Mathematics & economics
142
Discussion paper / Tinbergen Institute
139
International journal of financial engineering
126
Journal of econometrics
124
International review of financial analysis
123
Journal of mathematical finance
111
International review of economics & finance : IREF
107
Journal of financial economics
107
NBER working paper series
107
Risks : open access journal
107
Applied economics
104
Research paper series / Swiss Finance Institute
103
The European journal of finance
103
Working paper / National Bureau of Economic Research, Inc.
102
Applied economics letters
99
Economics letters
88
Asia-Pacific financial markets
85
Journal of financial and quantitative analysis : JFQA
85
Journal of risk and financial management : JRFM
85
NBER Working Paper
80
The journal of finance : the journal of the American Finance Association
80
The review of financial studies
78
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ECONIS (ZBW)
130
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1
Metal volatility in presence of oil and interest rate shocks
Hammoudeh, Shawkat
;
Yuan, Yuan
- In:
Energy economics
30
(
2008
)
2
,
pp. 606-620
Persistent link: https://www.econbiz.de/10003711342
Saved in:
2
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:
3
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:
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
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
The forecasting accuracy of implied volatility from ECX carbon
options
Viteva, Svetlana
;
Veld- Merkoulova, Yulia
;
Campbell, Kevin
- In:
Energy economics
45
(
2014
),
pp. 475-484
Persistent link: https://www.econbiz.de/10010506560
Saved in:
7
Jumps in commodity prices : new approaches for pricing plain vanilla
options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
8
Capturing the power
options
smile by an additive two-factor model for overlapping futures prices
Piccirilli, Marco
;
Schmeck, Maren Diane
;
Vargiolu, Tiziano
- In:
Energy economics
95
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012816581
Saved in:
9
Blending under uncertainty : real
options
analysis of ethanol plants and biofuels mandates
Ghoddusi, Hamed
- In:
Energy economics
61
(
2017
),
pp. 110-120
Persistent link: https://www.econbiz.de/10011737684
Saved in:
10
The spark spread and clean spark spread option based valuation of a power plant with multiple turbines
Elias, R. S.
;
Wahab, M. I. M.
;
Fang, Liping
- In:
Energy economics
59
(
2016
),
pp. 314-327
Persistent link: https://www.econbiz.de/10011699668
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