//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Floros, Christos"
~person:"García, Philip"
~subject:"Derivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Futures"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Derivative
26
Volatility
13
Commodity derivative
12
Rohstoffderivat
12
Volatilität
12
Hedging
11
Futures
10
Getreide
10
Grain
10
ARCH model
8
ARCH-Modell
8
Commodity exchange
8
Warenbörse
8
Börsenkurs
7
Share price
7
USA
6
United States
6
Estimation
5
Maismarkt
5
Maize market
5
Schätzung
5
Spillover effect
5
Spillover-Effekt
5
Theorie
5
Theory
5
GARCH
4
Welt
4
World
4
Ankündigungseffekt
3
Announcement effect
3
Bubbles
3
Index futures
3
Index-Futures
3
Option pricing theory
3
Optionspreistheorie
3
Sojabohne
3
Soybean
3
Spekulationsblase
3
Spot
3
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
25
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
26
Author
All
Floros, Christos
García, Philip
Fabozzi, Frank J.
66
Lien, Da-hsiang Donald
50
Hull, John
47
Benth, Fred Espen
41
Broll, Udo
40
Jarrow, Robert A.
40
Gouriéroux, Christian
27
Kit, Pong Wong
27
Härdle, Wolfgang
25
Shiller, Robert J.
25
Platen, Eckhard
24
White, Alan
24
Wolfers, Justin
24
Brigo, Damiano
23
Carr, Peter
23
Joshi, Mark S.
23
Madan, Dilip B.
23
Subrahmanyam, Marti G.
23
Chance, Don M.
22
Irwin, Scott H.
22
Kolb, Robert W.
22
McAleer, Michael
22
Stulz, René M.
22
Kavussanos, Manolis G.
21
Rudolph, Bernd
21
Acharya, Viral V.
20
Leung, Tim
20
Prokopczuk, Marcel
20
Whaley, Robert E.
20
Brooks, Robert
19
Duffie, Darrell
19
Choudhry, Moorad
18
Perrakis, Stylianos
18
Puttonen, Vesa
18
Ryu, Doojin
18
Schoutens, Wim
18
Till, Hilary
18
Chiarella, Carl
17
Figlewski, Stephen
17
more ...
less ...
Published in...
All
American journal of agricultural economics
3
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
3
Applied economic perspectives and policy
2
Applied economics
2
The journal of futures markets
2
Advances in entrepreneurial finance : with applications from behavioral finance and economics
1
Agricultural finance review
1
Annals of financial economics
1
Energy economics
1
European review of agricultural economics : ERAE
1
International journal of computational economics and econometrics : IJCEE
1
International journal of managerial finance : IJMF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of emerging market finance
1
Journal of risk
1
Journal of risk finance : the convergence of financial products and insurance
1
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
1
Operational research : an international journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Futures hedging with stochastic volatility : a new method
Alghalith, Moawia
;
Floros, Christos
- In:
International journal of computational economics and …
10
(
2020
)
2
,
pp. 203-207
Persistent link: https://www.econbiz.de/10012226719
Saved in:
2
On the stationarity of futures hedge ratios
Degiannakis, Stavros
;
Floros, Christos
;
Salvador, Enrique
; …
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633
Saved in:
3
Biodiesel hedging under binding renewable fuel standard mandates
Franken, Jason R. V.
;
Irwin, Scott H.
;
García, Philip
- In:
Energy economics
96
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012816992
Saved in:
4
Option pricing using high-frequency futures prices
Degiannakis, Stavros
;
Floros, Christos
;
Poufinas, Thomas
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 81-101
Persistent link: https://www.econbiz.de/10012593448
Saved in:
5
Is the corn futures market noisier? : the impact of high frequency quoting
Wang, Xiaoyang
;
García, Philip
;
Irwin, Scott H.
- In:
Applied economics
52
(
2020
)
25
,
pp. 2730-2750
Persistent link: https://www.econbiz.de/10012211091
Saved in:
6
Simplified option pricing techniques
Alghalith, Moawia
;
Floros, Christos
;
Poufinas, Thomas
- In:
Annals of financial economics
14
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012015473
Saved in:
7
New evidence that index traders did not drive bubbles in grain futures markets
Etienne, Xiaoli Liao
;
Irwin, Scott H.
;
García, Philip
- In:
Journal of agricultural and resource economics : JARE ; …
42
(
2017
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10011607640
Saved in:
8
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
9
Volatility, trading volume and open interest in futures markets
Floros, Christos
;
Salvador, Enrique
- In:
International journal of managerial finance : IJMF
12
(
2016
)
4
,
pp. 629-653
Persistent link: https://www.econbiz.de/10011627130
Saved in:
10
A note on dynamic hedging : empirical evidence from FTSE-100 and S&P 500 futures markets
Alghalith, Moawia
;
Floros, Christos
;
Lalloo, Ricardo
- In:
Journal of risk finance : the convergence of financial …
16
(
2015
)
2
,
pp. 190-196
Persistent link: https://www.econbiz.de/10010514019
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->