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type_genre:"Collection of articles of several authors"
subject:"United States"
~type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
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United States
Theorie
437
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437
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127
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123
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123
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105
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69
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69
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66
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66
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43
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43
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39
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105
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Lien, Da-hsiang Donald
4
Brorsen, B. Wade
3
Jordan, James V.
3
Bali, Turan G.
2
Fleming, Jeff
2
Gay, Gerald D.
2
Hayenga, Marvin L.
2
Kolb, Robert W.
2
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2
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2
Najand, Mohammad
2
Ostdiek, Barbara
2
Webb, Robert I.
2
Williams, Jeffrey
2
Wolf, Avner S.
2
Wright, Brian D.
2
Alcock, Jamie
1
Ané, Thierry
1
Arias, Joaquín
1
Babcock, Bruce A.
1
Banerjee, Aniruddha
1
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1
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1
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1
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1
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Chao Yang
1
Chen, Zhiyao
1
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1
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1
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1
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1
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The journal of futures markets
European journal of operational research : EJOR
327
The American economic review
282
American journal of agricultural economics
229
The review of economics and statistics
229
The review of financial studies
228
Computers & operations research : and their applications to problems of world concern ; an international journal
210
The journal of finance : the journal of the American Finance Association
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
186
Journal of monetary economics
182
Journal of political economy
181
Economics letters
176
Applied economics
155
International journal of production research
148
Journal of money, credit and banking : JMCB
147
Southern economic journal
141
Economic inquiry : journal of the Western Economic Association International
140
Journal of banking & finance
132
Journal of financial economics
127
The quarterly journal of economics
115
International economic review
113
Journal of macroeconomics
113
Public choice
110
Journal of urban economics
106
Journal of public economics
99
Journal of economic dynamics & control
98
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
97
Applied economics letters
95
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
92
Journal of applied econometrics
92
Journal of econometrics
92
International journal of production economics
88
Journal of economic behavior & organization : JEBO
88
Journal of labor economics
88
Journal of the Operational Research Society : OR
84
The journal of real estate finance and economics
83
Journal of financial and quantitative analysis : JFQA
82
National tax journal
78
The journal of law, economics, & organization
78
Review of economic dynamics
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ECONIS (ZBW)
105
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105
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1
US experience with futures transaction taxes
Mixon, Scott
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012817935
Saved in:
2
Hedging under model misspecification : all risk factors are equal, but some are more equal than others ...
Branger, Nicole
;
Krautheim, Eva
;
Schlag, Christian
; …
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 397-430
Persistent link: https://www.econbiz.de/10010218780
Saved in:
3
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
4
Local trader profitability in futures markets : liquidity and position taking profits
Frino, Alex
;
Jarnecic, Elvis
;
Feletto, Roger
- In:
The journal of futures markets
30
(
2010
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003962216
Saved in:
5
Trinomial or binomial : accelerating American put option price on trees
Chan, Jiun Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 826-839
Persistent link: https://www.econbiz.de/10003900848
Saved in:
6
The specification of GARCH models with stochastic covariates
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
Saved in:
7
Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
Saved in:
8
Dynamic hedging with futures : a copula-based GARCH model
Hsu, Chih-chiang
;
Tseng, Chih-Ping
;
Wang, Yaw-Huei
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1095-1116
Persistent link: https://www.econbiz.de/10003770071
Saved in:
9
Nonparametric American option pricing
Alcock, Jamie
;
Carmichael, Trent
- In:
The journal of futures markets
28
(
2008
)
8
,
pp. 717-748
Persistent link: https://www.econbiz.de/10003746342
Saved in:
10
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 127-150
Persistent link: https://www.econbiz.de/10010190357
Saved in:
11
Implied correlation index : a new measure of diversification
Skintzi, Vasiliki D.
;
Refenes, Apostolos-Paul
- In:
The journal of futures markets
25
(
2005
)
2
,
pp. 171-197
Persistent link: https://www.econbiz.de/10002535466
Saved in:
12
Position limits for cash-settled derivative contracts
Dutt, Hans R.
;
Harris, Lawrence E.
- In:
The journal of futures markets
25
(
2005
)
10
,
pp. 945-965
Persistent link: https://www.econbiz.de/10003185585
Saved in:
13
Extracting the expected path of monetary policy from futures rates
Sack, Brian
- In:
The journal of futures markets
24
(
2004
)
8
,
pp. 733-754
Persistent link: https://www.econbiz.de/10002138807
Saved in:
14
Hedging long-term commodity risk
Veld- Merkoulova, Yulia
;
Roon, Frans de
- In:
The journal of futures markets
23
(
2002
)
2
,
pp. 109-133
Persistent link: https://www.econbiz.de/10001762665
Saved in:
15
Options on bond futures : isolating the risk premium
Tompkins, Robert G.
- In:
The journal of futures markets
23
(
2002
)
2
,
pp. 169-215
Persistent link: https://www.econbiz.de/10001762673
Saved in:
16
The drift factor in biased futures index pricing models : a new look
Barrett, W. B.
;
Sanders, Thomas B.
- In:
The journal of futures markets
22
(
2002
)
6
,
pp. 579-598
Persistent link: https://www.econbiz.de/10001696657
Saved in:
17
Special issue on trading
Webb, Robert I.
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001582284
Saved in:
18
Predicting monetary policy with federal funds futures prices
Söderström, Ulf
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 377-391
Persistent link: https://www.econbiz.de/10001567708
Saved in:
19
Risk premiums on inventory assets : the case of crude oil and natural gas
Considine, Timothy James
;
Larson, Donald Frederick
- In:
The journal of futures markets
21
(
2001
)
2
,
pp. 109-126
Persistent link: https://www.econbiz.de/10001542985
Saved in:
20
Volatility, global information, and market consitions : a study in futures markets
Fung, Hung-gay
;
Patterson, Gary A.
- In:
The journal of futures markets
21
(
2001
)
2
,
pp. 173-196
Persistent link: https://www.econbiz.de/10001542995
Saved in:
21
Livestock revenue insurance
Hart, Chad E.
;
Babcock, Bruce A.
;
Hayes, Dermot James
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 553-580
Persistent link: https://www.econbiz.de/10001579723
Saved in:
22
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
23
A theory of negative prices for storage
Wright, Brian D.
;
Williams, Jeffrey
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 59-71
Persistent link: https://www.econbiz.de/10001447797
Saved in:
24
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001447798
Saved in:
25
Hedging downside risk under asymmetric taxation
Lien, Da-hsiang Donald
;
Metz, Michael
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 361-374
Persistent link: https://www.econbiz.de/10001485229
Saved in:
26
Optimal hedging under nonlinear borrowing cost, progressive tax rates, and liquidity constraints
Arias, Joaquín
;
Brorsen, B. Wade
;
Harri, Ardian
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 375-396
Persistent link: https://www.econbiz.de/10001485234
Saved in:
27
Modes of fluctuation in metal futures prices
Urich, Thomas
- In:
The journal of futures markets
20
(
2000
)
3
,
pp. 219-241
Persistent link: https://www.econbiz.de/10001485238
Saved in:
28
Trading and hedging in S&P 400 spot and futures markets using genetic programming
Jun, Wang
- In:
The journal of futures markets
20
(
2000
)
10
,
pp. 911-942
Persistent link: https://www.econbiz.de/10001530841
Saved in:
29
Pricing and hedging S&P 500 index options with Hermite polynomial approximation : empirical tests of Madan and Milne's model
Ané, Thierry
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 735-758
Persistent link: https://www.econbiz.de/10001443345
Saved in:
30
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
31
Extracting market views from the price of options on futures
Martinez, Gregory M.
- In:
The journal of futures markets
18
(
1998
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001234362
Saved in:
32
Stochastic volatility functions implicit in Eurodollar futures options
Bhanot, Karan
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 605-627
Persistent link: https://www.econbiz.de/10001249194
Saved in:
33
Continuously traded options on discretely traded commodity futures contracts
Webb, Robert I.
;
Iwata, Gyoichi
;
Fujiwara, Koichi
; …
- In:
The journal of futures markets
17
(
1997
)
6
,
pp. 633-666
Persistent link: https://www.econbiz.de/10001228028
Saved in:
34
Derivatives and the price of risk
Bollen, Nicolas P. B.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 839-854
Persistent link: https://www.econbiz.de/10001228456
Saved in:
35
Predicting spot exchange rates in a nonlinear estimation framework using futures prices
Parhizgari, Ali M.
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 935-956
Persistent link: https://www.econbiz.de/10001232833
Saved in:
36
Linear dependence, nonlinear dependence and petroleum futures market efficiency
Fujihara, Roger Arnold
- In:
The journal of futures markets
17
(
1997
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001216341
Saved in:
37
Searching for fractal structure in agricultural futures markets
Corazza, Marco
- In:
The journal of futures markets
17
(
1997
)
4
,
pp. 433-473
Persistent link: https://www.econbiz.de/10001221141
Saved in:
38
International currency relationship information revealed by cross-option prices
Siegel, Andrew F.
- In:
The journal of futures markets
17
(
1997
)
4
,
pp. 369-384
Persistent link: https://www.econbiz.de/10001221162
Saved in:
39
Storage profitability and hedge ratio estimation
Lence, Sergio H.
- In:
The journal of futures markets
16
(
1996
)
6
,
pp. 655-676
Persistent link: https://www.econbiz.de/10001206957
Saved in:
40
S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula
Corrado, Charles Joseph
- In:
The journal of futures markets
16
(
1996
)
6
,
pp. 611-629
Persistent link: https://www.econbiz.de/10001206958
Saved in:
41
Price volatility and futures margins
Hardouvelis, Gikas A.
- In:
The journal of futures markets
16
(
1996
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10001193435
Saved in:
42
The dual listing of stock index futures : arbitrage, spread arbitrage, and currency risk
Board, John L. G.
- In:
The journal of futures markets
16
(
1996
)
1
,
pp. 29-54
Persistent link: https://www.econbiz.de/10001193438
Saved in:
43
An empirical test of the effect of basis risk on cash market positions
Netz, Janet S.
- In:
The journal of futures markets
16
(
1996
)
3
,
pp. 289-311
Persistent link: https://www.econbiz.de/10001198875
Saved in:
44
Simple risk measures when hedging commodities using foreign markets : a note
Novak, Frank S.
- In:
The journal of futures markets
16
(
1996
)
2
,
pp. 211-217
Persistent link: https://www.econbiz.de/10001198880
Saved in:
45
A reexamination of portfolio insurance : the use of index put options
Tian, Yisong Sam
- In:
The journal of futures markets
16
(
1996
)
2
,
pp. 163-188
Persistent link: https://www.econbiz.de/10001198884
Saved in:
46
Predicting stock market volatility : a new measure
Fleming, Jeff
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
Saved in:
47
A statistical model for the relationship between futures contract hedging effectiveness and investment horizon length
Geppert, John M.
- In:
The journal of futures markets
15
(
1995
)
5
,
pp. 507-536
Persistent link: https://www.econbiz.de/10001186659
Saved in:
48
Conditional heteroskedasticity, asymmetry, and option pricing
Kang, Tae-hoon
- In:
The journal of futures markets
15
(
1995
)
8
,
pp. 901-928
Persistent link: https://www.econbiz.de/10001190835
Saved in:
49
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Park, Tae H.
- In:
The journal of futures markets
15
(
1995
)
1
,
pp. 61-67
Persistent link: https://www.econbiz.de/10001178117
Saved in:
50
Price limits as an explanation of thin-tailedness in pork bellies futures prices
Yang, Seung-ryong
- In:
The journal of futures markets
15
(
1995
)
1
,
pp. 45-59
Persistent link: https://www.econbiz.de/10001178120
Saved in:
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