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~subject:"Derivat"
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Derivat
Elektrizitätswirtschaft
17,966
Electric power industry
16,390
Derivative
13,971
Risikoprämie
12,461
Risk premium
12,329
Theorie
10,745
Theory
10,635
Nordeuropa
6,377
USA
4,836
United States
4,632
Northern Europe
4,285
CAPM
3,711
Schätzung
3,457
Kapitaleinkommen
3,393
Capital income
3,387
Estimation
3,387
Deutschland
3,221
Volatilität
3,127
Volatility
3,103
Optionspreistheorie
2,881
Option pricing theory
2,843
Strompreis
2,749
Welt
2,740
Electricity price
2,725
Zinsstruktur
2,716
World
2,707
Germany
2,700
Yield curve
2,679
EU-Staaten
2,610
EU countries
2,553
Börsenkurs
2,530
Share price
2,507
Portfolio-Management
2,480
Portfolio selection
2,470
Kreditrisiko
2,442
Credit risk
2,405
Risiko
2,311
Hedging
2,306
Risk
2,301
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Free
3,619
Undetermined
2,167
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Article
7,365
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6,593
Journal
50
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Article in journal
6,532
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1,387
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749
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Hochschulschrift
572
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472
Lehrbuch
251
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234
Sammelwerk
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230
Bibliografie enthalten
125
Bibliography included
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Glossar enthalten
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Glossary included
105
Aufsatzsammlung
92
Konferenzschrift
84
Handbook
69
Handbuch
69
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67
Sammlung
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50
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32
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27
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27
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25
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25
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24
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23
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21
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English
12,337
German
1,321
French
135
Spanish
104
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47
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14
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11
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8
Russian
8
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4
Hungarian
4
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3
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2
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2
Afrikaans
1
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1
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1
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Author
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Fabozzi, Frank J.
67
Lien, Da-hsiang Donald
50
Hull, John
47
Benth, Fred Espen
41
Broll, Udo
40
Jarrow, Robert A.
40
Gouriéroux, Christian
27
Kit, Pong Wong
27
Härdle, Wolfgang
25
Shiller, Robert J.
25
Platen, Eckhard
24
White, Alan
24
Wolfers, Justin
24
Brigo, Damiano
23
Carr, Peter
23
Chance, Don M.
23
Joshi, Mark S.
23
Madan, Dilip B.
23
Subrahmanyam, Marti G.
23
Kolb, Robert W.
22
McAleer, Michael
22
Stulz, René M.
22
Acharya, Viral V.
21
Irwin, Scott H.
21
Kavussanos, Manolis G.
21
Rudolph, Bernd
21
Brooks, Robert
20
Leung, Tim
20
Prokopczuk, Marcel
20
Whaley, Robert E.
20
Duffie, Darrell
19
Choudhry, Moorad
18
Lee, Cheng F.
18
Perrakis, Stylianos
18
Puttonen, Vesa
18
Ryu, Doojin
18
Schoutens, Wim
18
Till, Hilary
18
Chiarella, Carl
17
Figlewski, Stephen
17
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Institution
All
National Bureau of Economic Research
65
Philippinen / National Census and Statistics Office
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
International Organization of Securities Commissions
12
Devlet İstatistik Enstitüsü
9
Indien / Registrar General
9
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
7
Bank für Internationalen Zahlungsausgleich
6
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
6
Institute of Finance and Accounting <London>
6
International Accounting Standards Board
6
OECD
6
Springer Fachmedien Wiesbaden
6
Asia Pacific Association of Derivatives
5
Chambre de commerce et d'industrie de Paris
5
Deutsche Forschungsgemeinschaft
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Großbritannien / Government / Statistical Service
5
Großbritannien / Office of Population Censuses and Surveys
5
Philippinen / Bureau of the Census and Statistics
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universität Augsburg / Institut für Volkswirtschaftslehre
5
Universität Zürich / Institut für Schweizerisches Bankwesen
5
Frank J. Fabozzi Associates <New Hope, Pa.>
4
Group of Thirty / Global Derivatives Study Group
4
International Options Market Association
4
International Swaps and Derivatives Associations
4
Internationaler Währungsfonds
4
New York Institute of Finance
4
School of Accounting, Economics and Finance <Geelong>
4
School of Finance and Business Economics <Perth, Western Australia>
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
The Wharton Financial Institutions Center
4
USA / Commodity Futures Trading Commission
4
USA / General Accounting Office
4
Österreichische Termin- und Optionenbörse <Wien>
4
Australien / Bureau of Mineral Resources, Geology and Geophysics
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Bank of England
3
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Published in...
All
The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
170
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
Journal of financial economics
77
International review of financial analysis
70
Finance research letters
69
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
Quantitative finance
63
The European journal of finance
62
International review of economics & finance : IREF
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
60
European journal of operational research : EJOR
57
SpringerLink / Bücher
55
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
43
Applied economics letters
41
Economics letters
40
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Risks : open access journal
37
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
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Source
All
ECONIS (ZBW)
13,959
EconStor
39
OLC EcoSci
9
USB Cologne (EcoSocSci)
1
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1
Liquidity and dirty hedging in the Nordic electricity market
Hintermann, Beat
- In:
Energy economics
34
(
2012
)
5
,
pp. 1341-1355
Persistent link: https://www.econbiz.de/10009688091
Saved in:
2
Pricing of electricity futures based on locational price differences : the case of Finland
Junttila, Juha
;
Myllymäki, Valtteri
;
Raatikainen, Juhani
- In:
Energy economics
71
(
2018
),
pp. 222-237
Persistent link: https://www.econbiz.de/10011943003
Saved in:
3
The forward premium in the Nord Pool power market
Haugom, Erik
;
Hoff, Guttorm A.
;
Molnár, Peter
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
7/8/9
,
pp. 1793-1807
Persistent link: https://www.econbiz.de/10012124542
Saved in:
4
Liquidity and risk premia in electricity futures
Bevin-McCrimmon, Fergus
;
Diaz-Rainey, Ivan
;
McCarten, …
- In:
Energy economics
75
(
2018
),
pp. 503-517
Persistent link: https://www.econbiz.de/10011974500
Saved in:
5
Using machine learning to profit on the risk premium of the Nordic electricity futures
Sebastião, Helder Miguel Correia Virtuoso
;
Godinho, …
- In:
Scientific Annals of Economics and Business
67
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668142
Saved in:
6
On the risk premium in Nordic electricity futures prices
Lucia, Julio J.
;
Torró, Hipòlit
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10009303863
Saved in:
7
Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
Weron, Rafał
;
Zator, Michał
- In:
Energy economics
44
(
2014
),
pp. 178-190
Persistent link: https://www.econbiz.de/10010457224
Saved in:
8
Managing flexible load contracts : two simple strategies
Bjerksund, Petter
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003393162
Saved in:
9
On forward price modeling in power markets
Benth, Fred Espen
- In:
Alternative investments and strategies : credit, …
,
(pp. 93-122)
.
2010
Persistent link: https://www.econbiz.de/10008655206
Saved in:
10
Dynamic delta option strategies in Nordic electricity markets
Klemola, Antti
- In:
The journal of energy markets
11
(
2018
)
4
,
pp. 27-50
Persistent link: https://www.econbiz.de/10012001973
Saved in:
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