//--> //--> //--> //-->
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
Hedging and pricing illiquid o...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
253
Share price
253
Volatility
204
Volatilität
204
Oil price
183
Ölpreis
183
Hedging
124
Derivat
122
Derivative
122
Aktienmarkt
104
Stock market
104
Welt
104
World
104
Capital income
89
Kapitaleinkommen
89
Estimation
87
Schätzung
87
Commodity derivative
85
Rohstoffderivat
85
ARCH model
74
ARCH-Modell
74
Energiemarkt
62
Energy market
62
Theorie
60
Theory
60
Option pricing theory
59
Optionspreistheorie
59
Electric power industry
57
Elektrizitätswirtschaft
57
Risk
54
Spillover effect
52
Spillover-Effekt
52
Risiko
51
Oil market
50
Electricity price
49
Strompreis
49
Ölmarkt
49
Portfolio selection
46
Portfolio-Management
46
USA
43
more ...
less ...
Online availability
All
Undetermined
356
Free
4
Type of publication
All
Article
487
Type of publication (narrower categories)
All
Article in journal
485
Aufsatz in Zeitschrift
485
Conference paper
2
Konferenzbeitrag
2
Language
All
English
487
Author
All
Tiwari, Aviral Kumar
12
Sadorsky, Perry A.
10
Hammoudeh, Shawkat
9
Demirer, Rıza
8
Gupta, Rangan
8
Dai, Zhifeng
7
Bouri, Elie
6
Wen, Fenghua
6
Yoon, Seong-min
6
Benth, Fred Espen
5
Narayan, Paresh Kumar
5
Nguyen, Duc Khuong
5
Reboredo, Juan Carlos
5
Wang, Yudong
5
Abakah, Emmanuel Joel Aikins
4
Awartani, Basel
4
Balcilar, Mehmet
4
Chevallier, Julien
4
Cotter, John
4
Ji, Qiang
4
Kang, Sang Hoon
4
Ma, Feng
4
Maghyereh, Aktham I.
4
Perez de Gracia, Fernando
4
Uddin, Mohammed Gazi Salah
4
Wei, Yu
4
Zhang, Dayong
4
Biggar, Darryl
3
Bunn, Derek W.
3
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Chang, Chun Ping
3
Cortazar, Gonzalo
3
Do, Hung Xuan
3
Fleten, Stein-Erik
3
Ghoddusi, Hamed
3
Guo, Yawei
3
Hanly, Jim
3
Haugom, Erik
3
Hesamzadeh, Mohammad Reza
3
more ...
less ...
Published in...
All
Energy economics
Finance research letters
1,064
Journal of banking & finance
1,009
The journal of futures markets
995
NBER working paper series
975
Working paper / National Bureau of Economic Research, Inc.
862
The journal of finance : the journal of the American Finance Association
760
International review of financial analysis
749
Journal of financial economics
735
NBER Working Paper
705
International journal of theoretical and applied finance
647
International review of economics & finance : IREF
571
Pacific-Basin finance journal
527
Journal of financial and quantitative analysis : JFQA
522
Applied economics
505
The review of financial studies
479
Applied economics letters
458
The North American journal of economics and finance : a journal of financial economics studies
443
Applied financial economics
442
Discussion paper / Centre for Economic Policy Research
405
Research in international business and finance
397
Review of quantitative finance and accounting
388
Economic modelling
386
Journal of empirical finance
370
The European journal of finance
362
Journal of economic dynamics & control
360
Economics letters
357
Mathematical finance : an international journal of mathematics, statistics and financial theory
355
Journal of international financial markets, institutions & money
351
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
349
Finance and stochastics
333
Quantitative finance
311
Applied mathematical finance
306
The journal of derivatives : the official publication of the International Association of Financial Engineers
287
Working paper
282
Journal of risk and financial management : JRFM
281
Management science : journal of the Institute for Operations Research and the Management Sciences
273
Research paper series / Swiss Finance Institute
273
The journal of computational finance
273
IMF Working Papers
264
more ...
less ...
Source
All
ECONIS (ZBW)
487
Showing
1
-
10
of
487
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing summer day options by good-deal bounds
Kanamura, Takashi
;
Ōhashi, Kazuhiko
- In:
Energy economics
31
(
2009
)
2
,
pp. 289-297
Persistent link: https://www.econbiz.de/10003832251
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
Structural price model for coupled electricity markets
Alasseur, C.
;
Féron, O.
- In:
Energy economics
75
(
2018
),
pp. 104-119
Persistent link: https://www.econbiz.de/10011973876
Saved in:
4
Market completeness : how options affect
hedging
and investments in the electricity sector
Willems, Bert
;
Morbee, Joris
- In:
Energy economics
32
(
2010
)
4
,
pp. 786-795
Persistent link: https://www.econbiz.de/10008779952
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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...
//-->