//--> //--> //--> //-->
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
The pricing of jump propagatio...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
650
Volatilität
650
Oil price
457
Ölpreis
457
Welt
278
World
278
Börsenkurs
257
Share price
257
ARCH model
233
ARCH-Modell
233
Commodity derivative
192
Rohstoffderivat
192
Estimation
180
Schätzung
180
Stock market
146
Aktienmarkt
144
Oil market
142
Ölmarkt
141
Capital income
134
Kapitaleinkommen
134
Forecasting model
133
Prognoseverfahren
133
Derivat
122
Derivative
122
Spillover effect
120
Spillover-Effekt
120
Theorie
116
Theory
116
Energiemarkt
103
Energy market
103
Risk
103
Erdöl
101
Petroleum
99
Risiko
99
Electric power industry
97
Elektrizitätswirtschaft
97
Electricity price
95
Strompreis
95
Stochastic process
84
Stochastischer Prozess
84
more ...
less ...
Online availability
All
Undetermined
697
Free
11
Type of publication
All
Article
929
Type of publication (narrower categories)
All
Article in journal
927
Aufsatz in Zeitschrift
927
Conference paper
6
Konferenzbeitrag
6
Language
All
English
929
Author
All
Tiwari, Aviral Kumar
22
Hammoudeh, Shawkat
20
Ma, Feng
20
Gupta, Rangan
17
Bouri, Elie
16
Sadorsky, Perry A.
14
Wang, Yudong
13
Ji, Qiang
12
Demirer, Rıza
11
Uddin, Mohammed Gazi Salah
11
Wei, Yu
11
Wen, Fenghua
10
Yoon, Seong-min
10
Dai, Zhifeng
9
Kang, Sang Hoon
9
Shahzad, Syed Jawad Hussain
9
Benth, Fred Espen
8
Chevallier, Julien
8
Do, Hung Xuan
8
Liang, Chao
7
Lin, Boqiang
7
Mensi, Walid
7
Nguyen, Duc Khuong
7
Roubaud, David
7
Wohar, Mark E.
7
Abakah, Emmanuel Joel Aikins
6
Gong, Xu
6
Lee, Chien-chiang
6
Lucey, Brian M.
6
Naeem, Muhammad Abubakr
6
Narayan, Paresh Kumar
6
Reboredo, Juan Carlos
6
Sitara Karim
6
Yin, Libo
6
Zhang, Yaojie
6
Balcilar, Mehmet
5
Batten, Jonathan A.
5
Dutta, Anupam
5
Filis, George
5
Hasanov, Akram Shavkatovich
5
more ...
less ...
Published in...
All
Energy economics
Finance research letters
1,364
NBER working paper series
1,190
Journal of banking & finance
1,162
Working paper / National Bureau of Economic Research, Inc.
1,094
The journal of futures markets
1,038
International review of financial analysis
943
NBER Working Paper
942
Journal of financial economics
802
European journal of operational research : EJOR
801
The journal of finance : the journal of the American Finance Association
785
International journal of theoretical and applied finance
760
Applied economics
747
International review of economics & finance : IREF
742
Applied economics letters
640
Pacific-Basin finance journal
615
Applied financial economics
600
Economic modelling
600
The North American journal of economics and finance : a journal of financial economics studies
587
Economics letters
586
Journal of financial and quantitative analysis : JFQA
559
Research in international business and finance
553
The review of financial studies
531
Journal of econometrics
520
Journal of empirical finance
509
Discussion paper / Centre for Economic Policy Research
506
Journal of international financial markets, institutions & money
473
Working paper
444
Journal of economic dynamics & control
433
The European journal of finance
428
Review of quantitative finance and accounting
422
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
422
Quantitative finance
400
Finance and stochastics
390
Journal of risk and financial management : JRFM
388
Journal of international money and finance
377
Insurance / Mathematics & economics
376
Mathematical finance : an international journal of mathematics, statistics and financial theory
373
Discussion paper / Tinbergen Institute
355
Management science : journal of the Institute for Operations Research and the Management Sciences
349
more ...
less ...
Source
All
ECONIS (ZBW)
929
Showing
1
-
10
of
929
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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
How much should we pay for interconnecting electricity markets? : a real options approach
Cartea, Álvaro
;
González-Pedraz, Carlos
- In:
Energy economics
34
(
2012
)
1
,
pp. 14-30
Persistent link: https://www.econbiz.de/10009616358
Saved in:
5
Electricity price modelling with stochastic
volatility
and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
6
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
7
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:
8
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:
9
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
Saved in:
10
Parametric model risk and power plant valuation
Bannör, Karl
;
Kiesel, Rüdiger
;
Nazarova, Anna
; …
- In:
Energy economics
59
(
2016
),
pp. 423-434
Persistent link: https://www.econbiz.de/10011699734
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...
//-->