//--> //--> //--> //-->
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"
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
Modelling Volatility Spillover...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
337
Theory
337
Risk
331
Risiko
327
Risk management
218
Risikomanagement
217
Portfolio selection
117
Portfolio-Management
117
Decision under uncertainty
115
Entscheidung unter Unsicherheit
115
Stochastic process
107
Stochastischer Prozess
107
Mathematical programming
103
Mathematische Optimierung
103
Lieferkette
76
Supply chain
76
Volatility
76
Volatilität
76
Risk measure
72
Risikomaß
71
Option pricing theory
55
Optionspreistheorie
55
Robust statistics
55
Robustes Verfahren
55
Finance
52
Hedging
46
Risikoaversion
39
Risk aversion
39
Supply chain management
37
Stochastic programming
36
Risk analysis
33
Uncertainty modeling
32
Measurement
31
Messung
31
Scheduling problem
29
Scheduling-Verfahren
29
Credit risk
25
Decision
25
Entscheidung
25
Kreditrisiko
25
more ...
less ...
Online availability
All
Undetermined
359
Free
14
Type of publication
All
Article
570
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
564
Aufsatz in Zeitschrift
564
Language
All
English
570
Undetermined
1
Author
All
Goerigk, Marc
8
Boonen, Tim J.
6
Cheng, T. C. E.
6
Escudero, Laureano F.
6
Chassein, André
5
Gupta, Aparna
5
Grechuk, Bogdan
4
Kyriakou, Ioannis
4
Minner, Stefan
4
Nguyen, Duy
4
Quigley, John
4
Shapiro, Alexander
4
Balbás de la Corte, Alejandro
3
Barbosa-Póvoa, Ana Paula
3
Baykal-Gürsoy, Melike
3
Chernonog, Tatyana
3
Choi, Tsan-Ming
3
Chronopoulos, Michail
3
Crook, Jonathan N.
3
Cui, Zhenyu
3
Date, Paresh
3
Fabozzi, Frank J.
3
Gülpınar, Nalân
3
Kasperski, Adam
3
Kirkby, J. Lars
3
Mitra, Sovan
3
Oliveira, Fernando S.
3
Perboli, Guido
3
Prigent, Jean-Luc
3
Rosazza Gianin, Emanuela
3
Ríos Insua, David
3
Serra, Teresa
3
Siddiqui, Afzal S.
3
Song, Dongping
3
Wang, Shouyang
3
Wong, Hoi Ying
3
Zieliński, Paweł
3
Ahmadi-Javid, Amir
2
Ahmed, Shabbir
2
Alghalith, Moawia
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
MPRA Paper
2,010
Energies
1,573
NBER working paper series
1,231
Finance research letters
1,122
Working paper / National Bureau of Economic Research, Inc.
1,036
Energy economics
1,006
NBER Working Paper
962
ECB Working Paper
858
Journal of banking & finance
803
Working Paper
751
Working paper
747
CESifo working papers
744
The journal of futures markets
710
International review of financial analysis
691
Applied economics
656
CESifo Working Paper
636
International review of economics & finance : IREF
598
Economics letters
579
Discussion paper / Tinbergen Institute
548
Economic modelling
545
CESifo Working Paper Series
544
Discussion paper / Centre for Economic Policy Research
536
IMF Staff Country Reports
536
Insurance / Mathematics & economics
526
CEPR Discussion Papers
514
Journal of risk and financial management : JRFM
496
Risks : open access journal
472
Research in international business and finance
461
The North American journal of economics and finance : a journal of financial economics studies
451
Applied economics letters
443
IMF Working Paper
426
Working paper series / European Central Bank
421
International journal of theoretical and applied finance
417
NBER Working Papers
417
SpringerLink / Bücher
396
Journal of empirical finance
387
Tinbergen Institute Discussion Paper
379
Journal of financial economics
378
Journal of econometrics
371
more ...
less ...
Source
All
ECONIS (ZBW)
570
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
571
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
VIX derivatives,
hedging
and vol-of-vol
risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
2
Risk
management of renewable power producers from co-dependencies in cash flows
Bhattacharya, Saptarshi
;
Gupta, Aparna
;
Kar, Koushik
; …
- In:
European journal of operational research : EJOR
283
(
2020
)
3
,
pp. 1081-1093
Persistent link: https://www.econbiz.de/10012171766
Saved in:
3
Hedging
Conditional Value at
Risk
with options
Capiński, Maciej
- In:
European journal of operational research : EJOR
242
(
2015
)
2
,
pp. 688-691
Persistent link: https://www.econbiz.de/10010491633
Saved in:
4
Dynamic speculation and
hedging
in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
5
An investigation of model
risk
in a market with jumps and stochastic
volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Saved in:
6
Model
risk
in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
7
Risk
management in power markets : the
hedging
value of production flexibility
Doege, Jörg
;
Fehr, Max
;
Hinz, Juri
;
Lüthi, Hans-Jakob
; …
- In:
European journal of operational research : EJOR
199
(
2009
)
3
,
pp. 936-943
Persistent link: https://www.econbiz.de/10003900571
Saved in:
8
Assessing and
hedging
the cost of unseasonal weather : case of the apparel sector
Bertrand, Jean-Louis
;
Brusset, Xavier
;
Fortin, Maxime
- In:
European journal of operational research : EJOR
244
(
2015
)
1
,
pp. 261-276
Persistent link: https://www.econbiz.de/10010531942
Saved in:
9
Operations-finance interface models : a literature review and framework
Zhao, Lima
;
Huchzermeier, Arnd
- In:
European journal of operational research : EJOR
244
(
2015
)
3
,
pp. 905-917
Persistent link: https://www.econbiz.de/10011289852
Saved in:
10
Pricing and
risk
management of interest rate swaps
Mitra, Sovan
;
Date, Paresh
;
Mamon, Rogemar
;
Wang, I-chieh
- In:
European journal of operational research : EJOR
228
(
2013
)
1
,
pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
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...
//-->