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Local volatility models in com...
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United States
Volatility
40,965
Volatilität
40,697
Theorie
16,335
Theory
15,921
Optionspreistheorie
14,815
Option pricing theory
14,356
Börsenkurs
10,012
Share price
9,867
Schätzung
9,860
Estimation
9,645
Kapitaleinkommen
7,575
Capital income
7,546
ARCH-Modell
6,739
ARCH model
6,662
Modellierung
6,507
Welt
6,398
World
6,286
Aktienmarkt
6,010
Stock market
5,946
Scientific modelling
5,873
USA
5,700
Stochastischer Prozess
5,525
Stochastic process
5,422
Prognoseverfahren
4,916
Forecasting model
4,833
Wechselkurs
4,823
Exchange rate
4,727
Rohstoffderivat
4,369
Commodity derivative
4,348
Zeitreihenanalyse
3,937
Derivat
3,848
Derivative
3,839
Time series analysis
3,827
Rohstoffmarkt
3,541
Portfolio-Management
3,522
Portfolio selection
3,497
Risk
3,440
Risiko
3,412
Optionsgeschäft
3,365
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Free
1,306
Undetermined
872
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All
Article
3,480
Book / Working Paper
2,042
Journal
7
Other
1
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Article in journal
3,263
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3,263
Graue Literatur
1,529
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1,529
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1,363
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1,361
Aufsatz im Buch
203
Book section
203
Hochschulschrift
188
Thesis
163
Collection of articles written by one author
80
Sammlung
80
Amtsdruckschrift
32
Government document
32
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20
Sammelwerk
20
Conference paper
17
Konferenzbeitrag
17
Lehrbuch
16
Textbook
16
Bibliografie enthalten
13
Bibliography included
13
Glossar enthalten
9
Glossary included
9
Aufsatzsammlung
8
Systematic review
6
Übersichtsarbeit
6
Forschungsbericht
5
Market information
5
Marktinformation
5
Guidebook
4
Ratgeber
4
Statistics
4
Statistik
4
Bibliografie
3
CD-ROM, DVD
3
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3
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3
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2
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2
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English
5,454
German
51
French
13
Spanish
8
Undetermined
5
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1
Author
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Gupta, Rangan
56
McAleer, Michael
53
Bahmani-Oskooee, Mohsen
34
Bollerslev, Tim
31
Andersen, Torben
23
Engle, Robert F.
22
Irwin, Scott H.
21
Caporale, Guglielmo Maria
20
Hammoudeh, Shawkat
20
Chang, Chia-Lin
19
Bali, Turan G.
18
Castelnuovo, Efrem
18
Moffitt, Robert A.
18
Ravazzolo, Francesco
18
Davis, Steven J.
17
Pierdzioch, Christian
17
Chatrath, Arjun
15
Diebold, Francis X.
15
Fernández-Villaverde, Jesús
15
Hautsch, Nikolaus
15
Zhou, Hao
15
Ang, Andrew
14
Asai, Manabu
14
Bouri, Elie
14
Hegerty, Scott W.
14
Lanne, Markku
14
Stock, James H.
14
Wohar, Mark E.
14
Bartram, Söhnke M.
13
Fleming, Jeff
13
Stulz, René M.
13
Tse, Yiuman
13
Balcilar, Mehmet
12
Bekaert, Geert
12
Caggiano, Giovanni
12
Ederington, Louis H.
12
García, Philip
12
Ghysels, Eric
12
Gil-Alaña, Luis A.
12
Guerrón-Quintana, Pablo A.
12
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National Bureau of Economic Research
27
Federal Reserve Bank of St. Louis
11
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Federal Reserve Bank of Cleveland
5
Federal Reserve Bank of New York
5
USA / Congress / Senate / Committee on Agriculture, Nutrition and Forestry
5
Centre for Analytical Finance <Århus>
4
Centre for Growth and Business Cycle Research <Manchester>
4
European University Institute / Department of Economics
4
University of Canterbury / Dept. of Economics and Finance
4
Federal Reserve System / Board of Governors
3
Federal Reserve System / Division of Research and Statistics
3
Massachusetts Institute of Technology / Department of Economics
3
New York Stock Exchange
3
Rodney L. White Center for Financial Research
3
USA / General Accounting Office
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Commodity Research Bureau
2
European University Institute / Department of Law
2
Federal Reserve Bank of San Francisco
2
Institute for Fiscal Studies
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
Internationaler Währungsfonds / Research Department
2
Krannert Graduate School of Management
2
School of Accounting, Economics and Finance <Geelong>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
Transportation, Water, and Telecommunications Department, The World Bank
2
USA / Bureau of Mines
2
USA / Congress / House of Representatives / Subcommittee on Finance and Hazardous Materials
2
USA / Subcommittee on Risk Management, Research, and Specialty Crops
2
University of British Columbia / Finance Division
2
University of Minnesota / Department of Applied Economics
2
Weltbank
2
American Finance Association
1
Barchart.com, Inc.
1
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
1
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Published in...
All
The journal of futures markets
233
Working paper / National Bureau of Economic Research, Inc.
210
The review of financial studies
114
Discussion paper / Centre for Economic Policy Research
81
Journal of banking & finance
74
The journal of finance : the journal of the American Finance Association
73
Energy economics
64
Journal of financial and quantitative analysis : JFQA
60
Applied financial economics
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Finance and economics discussion series
48
Working paper
48
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Journal of financial economics
44
The North American journal of economics and finance : a journal of financial economics studies
44
International review of economics & finance : IREF
42
Journal of empirical finance
41
International review of financial analysis
40
American journal of agricultural economics
37
Applied economics
37
Journal of money, credit and banking : JMCB
35
The review of economics and statistics
35
Journal of international money and finance
34
Economics letters
32
Finance research letters
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Economic modelling
31
Journal of international financial markets, institutions & money
30
The journal of real estate finance and economics
30
Econometric Institute research papers
29
Journal of applied econometrics
27
Journal of economics & business
27
NBER working paper series
27
Applied economics letters
26
Journal of econometrics
26
Global finance journal
25
International finance discussion papers
25
The American economic review
25
The journal of fixed income
25
Discussion paper / Tinbergen Institute
24
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ECONIS (ZBW)
5,522
RePEc
5
EconStor
2
BASE
1
Showing
1
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10
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5,530
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date (newest first)
date (oldest first)
1
The dynamics of commodity spot and futures markets : a primer
Pindyck, Robert S.
- In:
The energy journal
22
(
2001
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001594337
Saved in:
2
Commodity Market
Volatility
in the Presence of U.S. and Chinese Macroeconomic News
Smales, Lee A.
-
2020
Utilising a comprehensive sample of U.S. and Chinese macroeconomic news announcements, we determine that
volatility
in … prices (PPI). Much of this effect appears to be driven by
volatility
in the Energy markets. During the 2007-09 crisis …
Persistent link: https://www.econbiz.de/10012854925
Saved in:
3
The role of emerging economies in the global price formation process of commodities : evidence from Brazilian and U.S. coffee markets
Bohl, Martin T.
;
Gross, Christian
;
Souza, Waldemar
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 203-215
Persistent link: https://www.econbiz.de/10012203969
Saved in:
4
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
5
Oil price fluctuations and energy commodity prices : an analysis of asymmetric effects
Thai-Ha Le
;
Youngho, Chang
;
Park, Donghyun
- In:
The Singapore economic review
67
(
2022
)
6
,
pp. 1811-1833
Persistent link: https://www.econbiz.de/10014240133
Saved in:
6
The information content of implied
volatility
in agricultural commodity markets
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001696228
Saved in:
7
The information content of implied
volatility
in agricultural commodity markets
Giot, Pierre
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 441-454
Persistent link: https://www.econbiz.de/10001769698
Saved in:
8
Unspanned stochastic
volatility
and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
9
Intermediate
volatility
forecasts using implied forward
volatility
: the performance of selected agricultural commodity options
Egelkraut, Thorsten Michael
;
García, Philip
- In:
Journal of agricultural and resource economics : JARE ; …
31
(
2006
)
3
,
pp. 508-528
Persistent link: https://www.econbiz.de/10003416262
Saved in:
10
Volatility
and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
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