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~subject:"Volatilität"
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Subject
All
Volatilität
Elektrizitätswirtschaft
17,966
Electric power industry
16,390
Derivat
14,008
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
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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Online availability
All
Free
1,072
Undetermined
987
Type of publication
All
Article
1,866
Book / Working Paper
1,261
Type of publication (narrower categories)
All
Article in journal
1,797
Aufsatz in Zeitschrift
1,797
Graue Literatur
510
Non-commercial literature
510
Working Paper
479
Arbeitspapier
463
Hochschulschrift
79
Aufsatz im Buch
64
Book section
64
Thesis
58
Collection of articles written by one author
20
Sammlung
20
Collection of articles of several authors
11
Conference paper
11
Konferenzbeitrag
11
Sammelwerk
11
Aufsatzsammlung
6
Lehrbuch
5
Textbook
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
2
Bibliography included
2
Dissertation u.a. Prüfungsschriften
2
Forschungsbericht
2
Glossar enthalten
2
Glossary included
2
Konferenzschrift
2
Accompanied by computer file
1
Amtsdruckschrift
1
Article
1
CD-ROM, DVD
1
Case study
1
Conference proceedings
1
Doctoral Thesis
1
Elektronischer Datenträger als Beilage
1
Fallstudie
1
Government document
1
Handbook
1
Handbuch
1
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Language
All
English
3,079
German
25
French
14
Spanish
6
Undetermined
2
Italian
1
Dutch
1
Polish
1
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Author
All
Bansal, Ravi
19
Bollerslev, Tim
19
Zhou, Hao
19
Benth, Fred Espen
17
Yaron, Amir
17
Bekaert, Geert
15
McAleer, Michael
14
Prokopczuk, Marcel
14
Zhang, Jin E.
14
Gannon, Gerard L.
12
Sarno, Lucio
12
Schlag, Christian
12
Shaliastovich, Ivan
12
Todorov, Viktor
12
Branger, Nicole
11
Leippold, Markus
11
Nepal, Rabindra
11
Skiadopoulos, George
11
Tauchen, George Eugene
11
Trolle, Anders B.
11
Hoerova, Marie
10
Jamasb, Tooraj
10
Kurz, Mordecai
10
Alexander, Carol
9
Cochrane, John H.
9
Escobar, Marcos
9
Fouque, Jean-Pierre
9
Kogan, Leonid
9
Park, Yang-Ho
9
Schneider, Paul
9
Uppal, Raman
9
Wese Simen, Chardin
9
Byun, Suk Joon
8
Della Corte, Pasquale
8
Do, Hung Xuan
8
Floros, Christos
8
Fusari, Nicola
8
Gupta, Rangan
8
Jones, Christopher S.
8
Packham, Natalie
8
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Institution
All
National Bureau of Economic Research
34
School of Accounting, Economics and Finance <Geelong>
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Instituto Valenciano de Investigaciones Económicas
2
Brookings Institution
1
Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of St. Louis
1
Goethe-Universität Frankfurt am Main
1
Institut für Schweizerisches Bankwesen <Zürich>
1
Internationaler Währungsfonds / Research Department
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Stanford Institute for Economic Policy Research
1
Technische Hochschule Mittelhessen
1
Université Laval / Département d'Economique
1
more ...
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Published in...
All
Energy economics
83
Journal of banking & finance
74
The journal of futures markets
64
Journal of financial economics
50
Finance research letters
49
International review of financial analysis
43
International journal of theoretical and applied finance
41
International review of economics & finance : IREF
40
Working paper / National Bureau of Economic Research, Inc.
35
NBER working paper series
34
Journal of empirical finance
32
Applied mathematical finance
26
Journal of econometrics
26
The North American journal of economics and finance : a journal of financial economics studies
26
NBER Working Paper
25
Quantitative finance
23
Research paper series / Swiss Finance Institute
23
Applied economics
22
Applied financial economics
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
The European journal of finance
22
Working paper
22
Research in international business and finance
21
Journal of international money and finance
20
Review of derivatives research
20
Applied economics letters
19
Journal of financial markets
19
Journal of international financial markets, institutions & money
19
The review of financial studies
19
Economic modelling
18
Journal of economic dynamics & control
18
The journal of finance : the journal of the American Finance Association
17
European journal of operational research : EJOR
16
Finance and economics discussion series
16
Journal of risk and financial management : JRFM
16
International journal of financial engineering
15
Pacific-Basin finance journal
15
Review of quantitative finance and accounting
15
Swiss Finance Institute Research Paper
15
Discussion papers / CEPR
14
more ...
less ...
Source
All
ECONIS (ZBW)
3,100
EconStor
18
USB Cologne (EcoSocSci)
7
USB Cologne (business full texts)
1
OLC EcoSci
1
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1
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:
2
A critical empirical study of three electricity spot price models
Benth, Fred Espen
;
Kiesel, Rüdiger
;
Nazarova, Anna
- In:
Energy economics
34
(
2012
)
5
,
pp. 1589-1616
Persistent link: https://www.econbiz.de/10009687984
Saved in:
3
Electricity futures prices in an emissions constrained economy : evidence from European power markets
Daskalakis, George
;
Symeonidis, Lazaros
;
Markellos, …
- In:
The energy journal
36
(
2015
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011403464
Saved in:
4
Stochastic Volatility Models for the European Electricity Markets : Forecasting and Extracting Conditional Moments for Option Pricing and Implied Market Risk Premiums
Bjarte Solibakke, Per
-
2014
volatility as having its own stochastic process, broadens the applications into
derivative
pricing purposes, risk assessment and …
Persistent link: https://www.econbiz.de/10013050714
Saved in:
5
Risk premia in electricity derivatives markets
Algieri, Bernardina
;
Leccadito, Arturo
;
Tunaru, Diana
- In:
Energy economics
100
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012990257
Saved in:
6
Risk premium, volatility and trading volume in overnight electricity forward markets
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
-
2018
Persistent link: https://www.econbiz.de/10011964127
Saved in:
7
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
8
A comparison of implied and realized volatility in the Nordic power forward market
Birkelund, Ole Henrik
;
Haugom, Erik
;
Molnár, Peter
; …
- In:
Energy economics
48
(
2015
),
pp. 288-294
Persistent link: https://www.econbiz.de/10011533819
Saved in:
9
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
10
Why do electricity prices jump? : empirical evidence from Nordic electricity market
Hellström, Jörgen
;
Lundgren, Jens
;
Yu, Haishan
- In:
Energy economics
34
(
2012
)
6
,
pp. 1774-1781
Persistent link: https://www.econbiz.de/10009687870
Saved in:
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