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~subject:"Option pricing theory"
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Search: "Volatilität"
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Option pricing theory
Volatility
598
Volatilität
598
Oil price
363
Ölpreis
363
ARCH model
212
ARCH-Modell
212
Welt
205
World
205
Commodity derivative
145
Rohstoffderivat
145
Estimation
142
Schätzung
142
Börsenkurs
123
Share price
123
Oil market
113
Ölmarkt
112
Forecasting model
107
Prognoseverfahren
107
Spillover effect
104
Spillover-Effekt
104
Stock market
102
Aktienmarkt
100
Capital income
88
Kapitaleinkommen
88
Erdöl
78
Petroleum
78
Time series analysis
67
Zeitreihenanalyse
67
Risk
64
Risiko
62
China
59
Energiemarkt
58
Energy market
58
Theorie
55
Theory
55
Crude oil
50
Electricity price
48
Strompreis
48
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United States
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19
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Ignatieva, Ekaterina
2
Schmeck, Maren Diane
2
Algieri, Bernardina
1
Almansour, Abdullah
1
Baba, Amina
1
Benth, Fred Espen
1
Birkelund, Ole Henrik
1
Brix, Anne Floor
1
Campbell, Kevin
1
Caporin, Massimiliano
1
Cartea, Álvaro
1
Chiarella, Carl
1
Creti, Anna
1
Crosby, John
1
Frau, Carme
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
González-Pedraz, Carlos
1
Gudkov, Nikolay
1
Haugom, Erik
1
Kang, Boda
1
Kemper, Annika
1
Kh.Balci, Anna
1
Kiesel, Rüdiger
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Leccadito, Arturo
1
Lorentzen, Sindre
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Lunde, Asger
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Piccirilli, Marco
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1
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Energy economics
International journal of theoretical and applied finance
156
Quantitative finance
100
The journal of futures markets
77
Journal of banking & finance
74
Applied mathematical finance
72
The journal of computational finance
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
International journal of financial engineering
47
Finance research letters
43
European journal of operational research : EJOR
40
Finance and stochastics
40
Journal of econometrics
39
The North American journal of economics and finance : a journal of financial economics studies
38
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Computational economics
35
Journal of economic dynamics & control
35
Journal of mathematical finance
35
Risks : open access journal
28
Research paper series / Swiss Finance Institute
27
Insurance / Mathematics & economics
26
Journal of financial economics
26
Review of quantitative finance and accounting
26
Annals of finance
24
International review of economics & finance : IREF
22
The European journal of finance
22
Applied economics
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Journal of empirical finance
18
Journal of risk and financial management : JRFM
18
Asia-Pacific financial markets
16
Economic modelling
16
International review of financial analysis
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Journal of financial and quantitative analysis : JFQA
15
Asia-Pacific journal of financial studies
14
Discussion paper / Tinbergen Institute
14
Mathematics and financial economics
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ECONIS (ZBW)
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1
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
2
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
3
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:
4
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:
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
Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca
;
Sgarra, Carlo
- In:
Energy economics
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
Saved in:
7
Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli, Marco
;
Schmeck, Maren Diane
;
Vargiolu, Tiziano
- In:
Energy economics
95
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012816581
Saved in:
8
What can be learned from the free destination option in the LNG imbroglio?
Baba, Amina
;
Creti, Anna
;
Massol, Olivier
- In:
Energy economics
89
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012516968
Saved in:
9
Option prices and implied volatility in the crude oil market
Soini, Vesa
;
Lorentzen, Sindre
- In:
Energy economics
83
(
2019
),
pp. 515-539
Persistent link: https://www.econbiz.de/10012176275
Saved in:
10
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Brix, Anne Floor
;
Lunde, Asger
;
Wei, Wei
- In:
Energy economics
72
(
2018
),
pp. 560-582
Persistent link: https://www.econbiz.de/10011972455
Saved in:
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