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Estimation
Optionspreistheorie
14,840
Option pricing theory
14,379
Hedging
10,252
Theorie
9,069
Theory
8,874
Energiemarkt
6,700
Energy market
5,198
Decomposition method
5,169
Dekompositionsverfahren
5,152
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5,034
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4,969
Derivat
4,165
Derivative
4,159
Stochastischer Prozess
3,626
Stochastic process
3,570
Portfolio-Management
3,309
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3,283
Optionsgeschäft
3,126
Option trading
3,101
USA
2,437
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2,426
United States
2,385
Risikomanagement
1,848
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1,817
Welt
1,600
World
1,564
Risiko
1,547
Risk
1,546
Elektrizitätswirtschaft
1,513
Electric power industry
1,486
Deutschland
1,419
Energiepolitik
1,326
CAPM
1,324
Kapitaleinkommen
1,232
Capital income
1,229
Germany
1,202
Black-Scholes-Modell
1,193
EU-Staaten
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864
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Sammlung
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Engle, Robert F.
20
Härdle, Wolfgang
15
Rosenberg, Joshua V.
15
Todorov, Viktor
15
Mensi, Walid
13
Sinning, Mathias
13
Korn, Olaf
12
Wong, Benjamin
12
Kang, Sang Hoon
11
McAleer, Michael
11
Hammoudeh, Shawkat
10
Dunn, Abe
9
Jacobs, Kris
9
Antonakakis, Nikolaos
8
Bühler, Wolfgang
8
Craig, Ben R.
8
Dang, Rui
8
Kamber, Güneş
8
Leistikow, Dean
8
Liebman, Eli
8
Lo, Andrew W.
8
Madan, Dilip B.
8
Morley, James C.
8
Oaxaca, Ronald L.
8
Pesaran, M. Hashem
8
Shapiro, Adam Hale
8
Xuan Vinh Vo
8
Yun, Myeong-Su
8
Bargain, Olivier
7
Bollerslev, Tim
7
Callan, Tim
7
Caporale, Guglielmo Maria
7
Dumas, Bernard
7
Flaig, Gebhard
7
Fleming, Jeff
7
Kelly, Bryan T.
7
Pierdzioch, Christian
7
Smith, L. Vanessa
7
Smith, Ron
7
Yoon, Seong-min
7
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Chambre de commerce et d'industrie de Paris
2
Federal Reserve Bank of Cleveland
2
Goethe-Universität Frankfurt am Main
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Verlag Dr. Kovač
2
Agricultural Land Markets - Efficiency and Regulation
1
Brandenburgische Technische Universität Cottbus / Lehrstuhl Energiewirtschaft
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Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
1
ESCP-EAP European School of Management
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Eric Cuvillier <Firma>
1
Federal Reserve Bank of St. Louis
1
Forschungsinstitut zur Zukunft der Arbeit
1
Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Institut für Arbeitsmarkt- und Berufsforschung
1
Institute of Finance and Accounting <London>
1
Instituto de Investigaciones Socio-Económicas <La Paz>
1
International Center for Financial Asset Management and Engineering
1
Johns Hopkins University / Department of Economics
1
Nationalekonomiska Institutionen <Lund>
1
Queen Mary College / Department of Economics
1
Shaker Verlag
1
Springer Fachmedien Wiesbaden
1
University of Glasgow / Department of Economics
1
Universität Mannheim
1
Winter Industries GmbH
1
Zentrum für Europäische Wirtschaftsforschung
1
epubli GmbH
1
École des Hautes Études Commerciales <Lausanne>
1
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The journal of futures markets
58
Energy economics
45
Discussion paper series / IZA
39
Journal of banking & finance
32
Applied economics
31
Finance research letters
29
International review of economics & finance : IREF
28
International review of financial analysis
24
Applied economics letters
22
Journal of econometrics
22
Economic modelling
21
Journal of empirical finance
20
Journal of financial economics
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
The North American journal of economics and finance : a journal of financial economics studies
18
Working paper
18
IZA Discussion Paper
16
Working paper / National Bureau of Economic Research, Inc.
16
The journal of finance : the journal of the American Finance Association
14
Applied financial economics
12
Discussion paper / Tinbergen Institute
12
Journal of international financial markets, institutions & money
12
NBER working paper series
12
Quantitative finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Discussion paper
11
International journal of theoretical and applied finance
11
Journal of risk and financial management : JRFM
11
The European journal of finance
11
Economics letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
SFB 649 discussion paper
10
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
10
CESifo working papers
9
Gabler Edition Wissenschaft
9
International Journal of Energy Economics and Policy : IJEEP
9
Pacific-Basin finance journal
9
Review of derivatives research
9
Review of quantitative finance and accounting
9
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ECONIS (ZBW)
2,402
BASE
1
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1
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10
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1
Jump Risk Premia in Short-Term Spread Options : Evidence from the German Electricity Market
Marckhoff, Jan
-
2009
hours. This premium is based either on increased
hedging
demand or on speculation …
Persistent link: https://www.econbiz.de/10013159854
Saved in:
2
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
3
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
4
Regime-dependent adjustment in energy spot and futures markets
Beckmann, Joscha
;
Belke, Ansgar
;
Czudaj, Robert
- In:
Economic modelling
40
(
2014
),
pp. 400-409
Persistent link: https://www.econbiz.de/10010425585
Saved in:
5
Independent spike models : estimation and validation
Regland, Fredrik
;
Lindström, Erik
- In:
Finance a úvěr
62
(
2012
)
2
,
pp. 180-196
Persistent link: https://www.econbiz.de/10009740499
Saved in:
6
Die Bewertung von Zinsoptionen
Walter, Ulrich
-
1996
Persistent link: https://www.econbiz.de/10000560789
Saved in:
7
Option
hedging
using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
8
Pricing and
hedging
index options under stochastic volatility : an empirical examiniation
Nandi, Saikat
-
1996
Persistent link: https://www.econbiz.de/10000958009
Saved in:
9
Pricing and
hedging
mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
10
Pricing and
hedging
mandatory convertible bonds
Ammann, Manuel
(
contributor
);
Seiz, Ralf
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003376056
Saved in:
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