//--> //--> //--> //-->
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:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
~subject:"Risikoprämie"
~subject:"Risk"
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
Economic linkages across commo...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
Risk
Volatility
451
Volatilität
450
Theorie
222
Theory
222
Finance
187
Option pricing theory
146
Optionspreistheorie
146
Capital income
134
Kapitaleinkommen
134
Portfolio selection
131
Portfolio-Management
131
Estimation
111
Börsenkurs
110
Schätzung
110
Share price
110
Stochastic process
100
Stochastischer Prozess
100
Forecasting model
80
Prognoseverfahren
80
ARCH model
69
ARCH-Modell
69
USA
69
United States
69
Risk premium
63
Derivat
62
Derivative
62
Commodity derivative
61
Rohstoffderivat
61
Option trading
57
Optionsgeschäft
57
Aktienmarkt
52
Stock market
52
Welt
48
World
48
CAPM
47
Risiko
43
Yield curve
41
Zinsstruktur
41
more ...
less ...
Online availability
All
Undetermined
67
Free
1
Type of publication
All
Article
101
Type of publication (narrower categories)
All
Article in journal
101
Aufsatz in Zeitschrift
101
Language
All
English
101
Author
All
Kostakis, Alexandros
3
Prokopczuk, Marcel
3
Wese Simen, Chardin
3
Doran, James S.
2
Jacobs, Kris
2
Mele, Antonio
2
Obayashi, Yoshiki
2
Shalen, Catherine T.
2
Skiadopoulos, George
2
Zhou, Hao
2
Ahmed, Shamim
1
Alexandros, Gabrielsen
1
Alizadeh-Masoodian, Amir H.
1
Almeida, Caio
1
Andreou, Panayiotis C.
1
Annaert, Jan
1
Asgharian, Hossein
1
Atilgan, Yigit
1
Balog, Dóra
1
Banerjee, Prithviraj S.
1
Barinov, Alexander
1
Barrieu, Pauline
1
Basu, Devraj
1
Baumann, Friedrich
1
Baur, Dirk G.
1
Bekaert, Geert
1
Ben Ammar, Semir
1
Benth, Fred Espen
1
Berardi, Andrea
1
Bergbrant, Mikael
1
Berrada, Tony
1
Bianchi, Robert
1
Bouslah, Kais
1
Branger, Nicole
1
Braun, Alexander
1
Brenner, Menachem
1
Broer, Tobias
1
Byun, Suk Joon
1
Bátyi, Tamás László
1
Casassus, Jaime
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of banking & finance
Finance research letters
122
Energy economics
102
International review of financial analysis
63
Working paper / National Bureau of Economic Research, Inc.
63
International review of economics & finance : IREF
61
NBER working paper series
61
Journal of financial economics
59
The North American journal of economics and finance : a journal of financial economics studies
58
NBER Working Paper
49
Economic modelling
45
Journal of empirical finance
44
Applied economics
42
Working paper
41
Journal of international money and finance
35
Research in international business and finance
34
Applied economics letters
33
Economics letters
32
The journal of futures markets
31
Discussion paper / Centre for Economic Policy Research
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Journal of international financial markets, institutions & money
29
The review of financial studies
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
CESifo working papers
27
Discussion papers / CEPR
26
Research paper series / Swiss Finance Institute
25
Pacific-Basin finance journal
24
Department of Economics working paper series
22
Journal of risk and financial management : JRFM
21
Journal of financial markets
20
The journal of finance : the journal of the American Finance Association
20
Finance and economics discussion series
19
International journal of finance & economics : IJFE
19
Journal of economic dynamics & control
19
Applied financial economics
18
Discussion paper
17
Review of quantitative finance and accounting
17
The European journal of finance
17
more ...
less ...
Source
All
ECONIS (ZBW)
101
Showing
1
-
10
of
101
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Computing the market price of
volatility
risk in the energy commodity markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
Saved in:
2
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
3
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
4
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
5
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied
volatility
applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
6
Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
Saved in:
7
The risk premium that never was : a fair value explanation of the
volatility
spread
McGee, Richard J.
;
McGroarty, Frank
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 370-380
Persistent link: https://www.econbiz.de/10011785787
Saved in:
8
Pricing of variance swap rates and investment decisions of variance swaps : evidence from a three-factor model
Hong, Yi
;
Jin, Xing
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 975-985
Persistent link: https://www.econbiz.de/10013364052
Saved in:
9
Long term spread option valuation and hedging
Dempster, Michael A. H.
;
Medova, Elena
;
Tang, Ke
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2530-2540
Persistent link: https://www.econbiz.de/10003795773
Saved in:
10
Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj
;
Miffre, Joëlle
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
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...
//-->