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On calendar energy options
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Volatility
40,645
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40,376
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22,654
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22,151
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14,743
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14,285
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13,903
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13,869
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190
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164
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154
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152
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141
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134
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133
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124
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123
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121
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120
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118
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111
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104
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103
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103
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96
Bekaert, Geert
95
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94
Gil-Alaña, Luis A.
94
Ma, Feng
94
Carr, Peter
91
Tiwari, Aviral Kumar
91
Jarrow, Robert A.
90
McMillan, David G.
90
Benth, Fred Espen
89
Wahl, Jack E.
89
Lucey, Brian M.
87
Platen, Eckhard
87
Hull, John
85
Prokopczuk, Marcel
85
Hafner, Christian M.
83
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82
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82
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81
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80
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Reserve Bank of Australia
18
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17
Cowles Foundation for Research in Economics, Yale University
17
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1,114
Finance research letters
851
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816
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749
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714
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695
IMF Working Papers
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628
International review of financial analysis
586
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532
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488
Journal of econometrics
473
Economics letters
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438
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Applied economics letters
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Journal of financial economics
377
Journal of empirical finance
372
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358
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Mathematical finance : an international journal of mathematics, statistics and financial theory
349
Journal of international financial markets, institutions & money
342
Research in international business and finance
340
Finance and stochastics
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Applied mathematical finance
326
Journal of international money and finance
326
Quantitative finance
324
Journal of economic dynamics & control
318
The journal of finance : the journal of the American Finance Association
310
The European journal of finance
307
European journal of operational research : EJOR
301
The review of financial studies
298
Journal of risk and financial management : JRFM
295
Discussion paper / Tinbergen Institute
294
The journal of computational finance
290
International Journal of Energy Economics and Policy : IJEEP
273
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ECONIS (ZBW)
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RePEc
4,585
EconStor
1,794
USB Cologne (EcoSocSci)
1,078
USB Cologne (business full texts)
335
Other ZBW resources
263
BASE
208
OLC EcoSci
36
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29
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Showing
1
-
10
of
91,745
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing and
hedging
of energy spread options and
volatility
modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
2
Role of carbon
swap
trading and energy prices in price correlations and volatilities between carbon markets
Kanamura, Takashi
- In:
Energy economics
54
(
2016
),
pp. 204-212
Persistent link: https://www.econbiz.de/10011662814
Saved in:
3
Volatility
and
correlation
in the pricing of equity, FX, and interest-rate options
Rebonato, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10001376705
Saved in:
4
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
5
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
6
Pricing two-asset barrier options under stochastic
correlation
via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
7
Dispersion trading : an empirical analysis on the S&P 100 options
Ferrari, Pierpaolo
;
Poy, Gabriele
;
Abate, Guido
- In:
Investment management and financial innovations
16
(
2019
)
1
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012056045
Saved in:
8
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
9
From the Samuelson
volatility
effect to a Samuelson
correlation
effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
10
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
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