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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Volatility"
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Volatility
Portfolio selection
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Portfolio-Management
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Option pricing theory
83
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Hammoudeh, Shawkat
5
Kang, Sang Hoon
4
Mensi, Walid
4
Labuschagne, Coenraad C. A.
3
McAleer, Michael
3
Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
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Chang, Chia-Lin
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1
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1
Asai, Manabu
1
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Bao, Ying
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BenMabrouk, Houda
1
Bian, Zhicun
1
Bianconi, Marcelo
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1
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
201
International journal of theoretical and applied finance
169
The journal of futures markets
139
Finance research letters
134
Quantitative finance
125
Journal of banking & finance
120
International review of financial analysis
82
Applied mathematical finance
81
International review of economics & finance : IREF
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
The journal of computational finance
66
Economic modelling
63
Journal of econometrics
59
Applied economics
58
Journal of empirical finance
54
European journal of operational research : EJOR
53
Journal of financial economics
52
Computational economics
51
International journal of financial engineering
50
Review of derivatives research
49
Journal of economic dynamics & control
47
Risks : open access journal
47
Research paper series / Swiss Finance Institute
46
Finance and stochastics
45
Journal of mathematical finance
44
Journal of risk and financial management : JRFM
44
Working paper
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
The European journal of finance
40
Research in international business and finance
38
Review of quantitative finance and accounting
37
NBER working paper series
36
Applied economics letters
35
Journal of international financial markets, institutions & money
35
Insurance / Mathematics & economics
34
Annals of finance
33
Swiss Finance Institute Research Paper
31
Working paper / National Bureau of Economic Research, Inc.
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
76
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1
Forecasting oil futures market volatility in a financialized world : why speculative activities matter
Chan, Kam C.
;
Chan, Leo H.
;
Nguyen, Chi M.
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012667181
Saved in:
2
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
3
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
4
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
5
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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6
Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes
Gong, Xiaoli
;
Zhuang, Xintian
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 148-159
Persistent link: https://www.econbiz.de/10011878807
Saved in:
7
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
8
Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations
Hammoudeh, Shawkat
;
Li, Huimin
;
Jeon, Bang-nam
- In:
The North American journal of economics and finance : a …
14
(
2003
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10001763330
Saved in:
9
Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling
;
Zhou, Zhongbao
;
Jiang, Yong
;
Ou, Yangchen
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
Saved in:
10
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
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