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isPartOf:"The electricity journal"
~isPartOf:"The journal of futures markets"
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Theory
USA
1,241
United States
1,241
Electric power industry
286
Elektrizitätswirtschaft
286
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185
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185
Derivat
157
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157
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128
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Lien, Da-hsiang Donald
4
Brorsen, B. Wade
3
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3
Bali, Turan G.
2
Costello, Kenneth W.
2
Felder, Frank A.
2
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2
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2
Hayenga, Marvin L.
2
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2
Kolb, Robert W.
2
Malliaris, Anastasios G.
2
Myers, Robert J.
2
Najand, Mohammad
2
Ostdiek, Barbara
2
Webb, Robert I.
2
Williams, Jeffrey
2
Wolf, Avner S.
2
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2
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1
Ané, Thierry
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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1
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1
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1
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1
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1
Carmichael, Trent
1
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1
Chan, Jiun Hong
1
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1
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1
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1
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The electricity journal
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,386
Discussion paper / Centre for Economic Policy Research
363
European journal of operational research : EJOR
337
The American economic review
304
American journal of agricultural economics
238
The review of economics and statistics
231
The review of financial studies
228
Working paper
215
The journal of finance : the journal of the American Finance Association
213
Computers & operations research : and their applications to problems of world concern ; an international journal
210
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162
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155
International journal of production research
148
CESifo working papers
144
Economic inquiry : journal of the Western Economic Association International
141
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135
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127
The quarterly journal of economics
117
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116
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106
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
99
Applied economics letters
95
Discussion paper
95
Journal of economic literature
95
Journal of applied econometrics
94
Journal of econometrics
94
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
92
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ECONIS (ZBW)
125
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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
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