Narrow search
Showing 1 - 10 of 661
Cover Image
Co-integration between electricity supply and economic growth in South Africa
Khobai, Hlalefang; Abel, Sanderson; Le Roux, Pierre - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 3, pp. 637-645
Persistent link: https://www.econbiz.de/10011550592
Cover Image
Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes; Martínez-Rodríguez, Julia - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 275-287
Persistent link: https://www.econbiz.de/10008702343
Cover Image
Predicting nominal exchange rate movements using skewness information from options prices
Ratcliff, Ryan - In: International journal of finance & economics : IJFE 15 (2010) 1, pp. 75-92
Persistent link: https://www.econbiz.de/10008702364
Cover Image
FX risk-neutral valuation relationships for the S u jump-diffusion family
Câmara, Ana; Câmara, António; Popova, Ivilina; … - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 339-356
Persistent link: https://www.econbiz.de/10009508891
Cover Image
Predictive power of implied volatility of structured call warrants : evidence from Singapore
Najmi Ismail Murad Samsudin; Azhar Mohamad; Imtiaz … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4412-4430
Persistent link: https://www.econbiz.de/10013461338
Cover Image
WTI crude oil options market prior to and during the COVID-19 pandemic
Łamasz, Bartosz; Michalski, Marek; Puka, Radosław - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 2, pp. 117-128
Persistent link: https://www.econbiz.de/10014316298
Cover Image
Joint calibration of S&P 500 and VIX options under local stochastic volatility models
Zhou, Zhiqiang; Xu, Wei; Rubtsov, Alexey - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
Cover Image
Which implied volatilities contain more information? : evidence from China
Wang, Linyu; Ji, Yifan; Ni, Zhongxin - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1896-1919
Persistent link: https://www.econbiz.de/10014533371
Cover Image
The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad; Al-Damour, Saba Bassam; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
Cover Image
Asymmetric relationship between exchange rate volatility and oil price : case study of Thai-Baht
Supanee Harnphattananusorn - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 1, pp. 86-92
Persistent link: https://www.econbiz.de/10013169294