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subject:"Erdöl"
~isPartOf:"International journal of economics and finance"
~isPartOf:"The review of financial studies"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Option pricing theory
Commodity derivative
21
Rohstoffderivat
21
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12
Petroleum
9
Theorie
6
Theory
6
Volatility
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Ahmad, Wasim
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International journal of economics and finance
The review of financial studies
Energy economics
88
The journal of futures markets
24
Finance research letters
17
Journal of banking & finance
15
The energy journal
15
International Journal of Energy Economics and Policy : IJEEP
13
Applied economics
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11
International review of financial analysis
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International review of economics & finance : IREF
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European journal of operational research : EJOR
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OPEC energy review
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Research in international business and finance
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American journal of agricultural economics
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Applied economics letters
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International journal of theoretical and applied finance
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of forecasting
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Journal of commodity markets
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Journal of international money and finance
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The empirical economics letters : a monthly international journal of economics
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Agricultural finance review
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Annals of finance
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Asia-Pacific financial markets
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Canadian journal of agricultural economics : CJAE
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
9
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1
The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Pan, Xuhui
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
Saved in:
2
Derivatives supply and corporate hedging : evidence from the Safe Harbor Reform of 2005
Giambona, Erasmo
;
Wang, Ye
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5015-5050
Persistent link: https://www.econbiz.de/10012387414
Saved in:
3
Exploration activity, long-run decisions, and the risk premium in energy futures
David, Alexander
- In:
The review of financial studies
32
(
2019
)
4
,
pp. 1536-1572
Persistent link: https://www.econbiz.de/10012033720
Saved in:
4
Determinants of trader profits in commodity futures markets
Dewaly, Michaël
;
Ederington, Louis H.
;
Fernando, Chitru S.
- In:
The review of financial studies
26
(
2013
)
10
,
pp. 2648-283
Persistent link: https://www.econbiz.de/10010207243
Saved in:
5
An examination of price discovery and volatility spillovers of crude oil in globally linked commodity markets
Sehgal, Sanjay
;
Berlia, Neha
;
Ahmad, Wasim
- In:
International journal of economics and finance
5
(
2013
)
5
,
pp. 15-34
Persistent link: https://www.econbiz.de/10009746946
Saved in:
6
Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
- In:
The review of financial studies
26
(
2013
)
5
,
pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
Saved in:
7
Conditional correlations between stock index, investment grade yield, high yield and commodities (gold and oil) during stable and crisis periods
Tuysuz, Sukriye
- In:
International journal of economics and finance
5
(
2013
)
9
,
pp. 28-44
Persistent link: https://www.econbiz.de/10010190858
Saved in:
8
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
9
Hedging long-term exposures with multiple short-term futures contracts
Neuberger, Anthony
- In:
The review of financial studies
12
(
1999
)
2
,
pp. 429-459
Persistent link: https://www.econbiz.de/10001421830
Saved in:
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