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subject:"Commodity derivative"
~isPartOf:"Agricultural finance review"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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Commodity derivative
Option pricing theory
Rohstoffderivat
15
Volatility
5
Volatilität
5
Commodity exchange
4
USA
4
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4
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4
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Ali, Jabir
1
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Dinesh Kumar Sharma
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Agricultural finance review
Energy economics
271
The journal of futures markets
207
International review of financial analysis
62
Finance research letters
60
Journal of banking & finance
53
Economic modelling
52
Applied economics
46
International review of economics & finance : IREF
46
The energy journal
44
Journal of commodity markets
43
American journal of agricultural economics
41
Applied economics letters
39
International Journal of Energy Economics and Policy : IJEEP
38
Research in international business and finance
29
Applied financial economics
26
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
Journal of international money and finance
19
Journal of agricultural and applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
The journal of alternative investments
17
Journal of empirical finance
15
Quantitative finance
15
Agricultural economics : the journal of the International Association of Agricultural Economists
14
European review of agricultural economics : ERAE
14
The European journal of finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The review of financial studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Finance India : the quarterly journal of Indian Institute of Finance
12
Journal of international financial markets, institutions & money
12
Journal of risk and financial management : JRFM
12
Pacific-Basin finance journal
12
Applied economic perspectives and policy
11
Journal of the Royal Statistical Society
11
OPEC energy review
11
The IUP journal of financial risk management : IJFRM
11
Theoretical economics letters
11
Cogent economics & finance
10
International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
An autoregressive approach to modeling commodity prices as a quasi-fractional Brownian motion
Turvey, Calum Greig
;
Wongsasutthikul, Paitoon
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 54-75
Persistent link: https://www.econbiz.de/10011695541
Saved in:
2
Agricultural price volatility and speculation by commodity index funds : a theoretical analysis
Gohin, Alexandre
;
Cordier, Jean
- In:
Agricultural finance review
77
(
2017
)
3
,
pp. 429-444
Persistent link: https://www.econbiz.de/10011799235
Saved in:
3
Predictability of sugar futures : evidence from the Indian commodity market
Misra, Prabhati Kumari
;
Goswami, Kishor
- In:
Agricultural finance review
75
(
2015
)
4
,
pp. 552-564
Persistent link: https://www.econbiz.de/10011434122
Saved in:
4
Determining the effectiveness of optimal time-varying hedge ratios for cattle feeders under multiproduct and single commodity settings
Tejeda, Hernan
;
Feuz, Dillon M.
- In:
Agricultural finance review
74
(
2014
)
2
,
pp. 217-235
Persistent link: https://www.econbiz.de/10011304620
Saved in:
5
Impact of futures trading on volatility of spot market-a case of guar seed
Dinesh Kumar Sharma
;
Malhotra, Meenakshi
- In:
Agricultural finance review
75
(
2015
)
3
,
pp. 416-431
Persistent link: https://www.econbiz.de/10011341934
Saved in:
6
Quantitative finance for agricultural commodities : discussion and extension
Power, Gabriel J.
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 27-41
Persistent link: https://www.econbiz.de/10011695493
Saved in:
7
Price and volatility transmissions between natural gas, fertilizer, and corn markets
Etienne, Xiaoli Liao
;
Trujillo-Barrera, Andrés
; …
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 151-171
Persistent link: https://www.econbiz.de/10011696348
Saved in:
8
Nonparametric estimation of market risk : an application to agricultural commodity futures
Sam, Abdoul G.
- In:
Agricultural finance review
70
(
2010
)
2
,
pp. 285-297
Persistent link: https://www.econbiz.de/10008737452
Saved in:
9
A relaxed lattice option pricing model : implied skewness and kurtosis
Ji, Dasheng
;
Brorsen, B. Wade
- In:
Agricultural finance review
69
(
2009
)
3
,
pp. 268-283
Persistent link: https://www.econbiz.de/10003919645
Saved in:
10
Efficiency in agricultural commodity futures markets in India
Ali, Jabir
;
Gupta, Kriti Bardhan
- In:
Agricultural finance review
71
(
2011
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10009529850
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