//--> //--> //--> //-->
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:"Journal of banking & finance"
~subject:"Option trading"
~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
Option trading
Risikoprämie
Risk
Volatility
375
Volatilität
374
Theorie
126
Theory
126
Capital income
122
Kapitaleinkommen
122
Börsenkurs
105
Share price
105
Estimation
93
Schätzung
92
Option pricing theory
80
Optionspreistheorie
80
USA
64
United States
64
ARCH model
59
ARCH-Modell
59
Risk premium
56
Forecasting model
55
Prognoseverfahren
55
Commodity derivative
53
Rohstoffderivat
53
Portfolio selection
52
Portfolio-Management
52
Aktienmarkt
49
Stock market
49
Welt
46
World
46
Optionsgeschäft
43
Derivat
39
Derivative
39
Stochastic process
36
Stochastischer Prozess
36
CAPM
35
Yield curve
31
Zinsstruktur
31
Ankündigungseffekt
29
Announcement effect
29
more ...
less ...
Online availability
All
Undetermined
62
Type of publication
All
Article
113
Type of publication (narrower categories)
All
Article in journal
113
Aufsatz in Zeitschrift
113
Language
All
English
113
Author
All
Doran, James S.
3
Prokopczuk, Marcel
3
Wese Simen, Chardin
3
Andreou, Panayiotis C.
2
Jacobs, Kris
2
Jiang, George J.
2
Kagkadis, Anastasios
2
Kostakis, Alexandros
2
Mele, Antonio
2
Obayashi, Yoshiki
2
Peterson, David R.
2
Philip, Dennis
2
Shalen, Catherine T.
2
Skiadopoulos, George
2
Tsiakas, Ilias
2
Violante, Francesco
2
Vorst, Ton
2
Zhou, Hao
2
Ahmed, Shamim
1
Alexandros, Gabrielsen
1
Alizadeh-Masoodian, Amir H.
1
Almeida, Caio
1
Annaert, Jan
1
Asgharian, Hossein
1
Atilgan, Yigit
1
Banerjee, Prithviraj S.
1
Barinov, Alexander
1
Barletta, Andrea
1
Basu, Devraj
1
Baule, Rainer
1
Baur, Dirk G.
1
Bekaert, Geert
1
Ben Ammar, Semir
1
Benth, Fred Espen
1
Berardi, Andrea
1
Bergbrant, Mikael
1
Bernales, Alejandro
1
Berrada, Tony
1
Bianchi, Robert
1
Borochin, Paul
1
more ...
less ...
Published in...
All
Journal of banking & finance
Finance research letters
126
Energy economics
101
The journal of futures markets
96
International review of financial analysis
77
International review of economics & finance : IREF
72
Working paper / National Bureau of Economic Research, Inc.
68
The North American journal of economics and finance : a journal of financial economics studies
67
Journal of financial economics
66
NBER working paper series
62
International journal of theoretical and applied finance
51
Applied economics
50
Economic modelling
50
NBER Working Paper
50
Journal of empirical finance
47
Working paper
41
Journal of international money and finance
38
Management science : journal of the Institute for Operations Research and the Management Sciences
38
Applied economics letters
37
European journal of operational research : EJOR
35
Economics letters
34
Journal of international financial markets, institutions & money
33
The review of financial studies
33
Discussion paper / Centre for Economic Policy Research
31
Journal of financial markets
31
Quantitative finance
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Applied mathematical finance
30
Research in international business and finance
30
Research paper series / Swiss Finance Institute
30
Journal of economic dynamics & control
29
Pacific-Basin finance journal
29
Journal of risk and financial management : JRFM
28
Review of derivatives research
28
Applied financial economics
26
CESifo working papers
26
Discussion papers / CEPR
26
Journal of econometrics
25
Review of quantitative finance and accounting
25
The journal of finance : the journal of the American Finance Association
25
more ...
less ...
Source
All
ECONIS (ZBW)
113
Showing
1
-
10
of
113
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
From the Samuelson
volatility
effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
4
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:
5
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:
6
A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Journal of banking & finance
98
(
2019
),
pp. 137-155
Persistent link: https://www.econbiz.de/10012162247
Saved in:
7
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
8
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:
9
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:
10
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
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...
//-->