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~isPartOf:"International journal of theoretical and applied finance"
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Derivat
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Benth, Fred Espen
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Capriotti, Luca
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Crépey, S.
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International journal of theoretical and applied finance
Energy economics
1,092
NBER working paper series
459
The journal of futures markets
442
The electricity journal
421
Working paper / National Bureau of Economic Research, Inc.
402
Journal of banking & finance
383
TemaNord
368
NBER Working Paper
360
International Journal of Energy Economics and Policy : IJEEP
340
The energy journal
328
Energy policy
324
Journal of financial economics
277
Cambridge working papers in economics
267
Working paper
244
IMF Working Papers
233
Finance research letters
225
Nordisk udredningsserie : NU
214
European journal of operational research : EJOR
192
EPRG working paper
185
The journal of finance : the journal of the American Finance Association
177
The review of financial studies
172
International review of financial analysis
165
Discussion paper / Centre for Economic Policy Research
163
Energiewirtschaftliche Tagesfragen : et ; Zeitschrift für Energiewirtschaft, Recht, Technik und Umwelt
163
Applied economics
161
International review of economics & finance : IREF
157
Zeitschrift für Energiewirtschaft : ZfE
154
Journal of international money and finance
152
Economics letters
146
Journal of empirical finance
130
Journal of financial and quantitative analysis : JFQA
128
Discussion papers / CEPR
127
Applied financial economics
125
NORD
123
CESifo working papers
119
Journal of regulatory economics
113
Journal of economic dynamics & control
111
Journal of international financial markets, institutions & money
111
SpringerLink / Bücher
107
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ECONIS (ZBW)
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1
Correlations among forward returns in the Nordic electricity market
Frestad, Dennis
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 589-603
Persistent link: https://www.econbiz.de/10003899483
Saved in:
2
Defaultable Lévy Libor rates and credit derivatives
Huehne, Florian
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 407-435
Persistent link: https://www.econbiz.de/10003463421
Saved in:
3
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
4
Risk premia and optimal liquidation of credit derivatives
Leung, Tim
;
Liu, Peng
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009707094
Saved in:
5
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
6
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
7
Derivative
pricing with collateralization and FX market dislocations
Moreni, Nicola
;
Pallavicini, Andrea
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734332
Saved in:
8
Electricity futures price modeling with Lévy term structure models
Biagini, Francesca
;
Bregman, Julia
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403170
Saved in:
9
A change of measure preserving the affine structure in the Barndorff-Nielsen and Shephard model for commodity markets
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011403907
Saved in:
10
Equilibrium equity price with optimal dividend policy
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
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