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subject:"Option pricing theory"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Annals of finance"
~subject:"ARCH model"
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Option pricing theory
ARCH model
Commodity derivative
47
Rohstoffderivat
47
USA
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United States
21
Theorie
15
Theory
15
Commodity exchange
12
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Carter, Colin Andre
1
Chalfant, James Allen
1
Dokučaev, Nikolaj G.
1
Foster, F. Douglas
1
Goodhue, Rachael E.
1
Haigh, Michael S.
1
Hilliard, Jimmy E.
1
Holt, Matthew T.
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Karali, Berna
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Koekebakker, Steen
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Lien, Gudbrand
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1
Nakajima, Katsushi
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American journal of agricultural economics
Annals of finance
Energy economics
90
The journal of futures markets
23
Economic modelling
17
Finance research letters
15
Journal of banking & finance
13
Applied economics
12
International Journal of Energy Economics and Policy : IJEEP
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International review of financial analysis
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Econometric Institute research papers
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International review of economics & finance : IREF
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Journal of commodity markets
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Research in international business and finance
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European journal of operational research : EJOR
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Journal of international financial markets, institutions & money
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The North American journal of economics and finance : a journal of financial economics studies
6
The energy journal
6
International journal of theoretical and applied finance
5
Review of derivatives research
5
Review of quantitative finance and accounting
5
Agricultural finance review
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of forecasting
4
Quantitative finance
4
Cogent economics & finance
3
Discussion paper
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International journal of bonds and derivatives
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International journal of finance & economics : IJFE
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International journal of forecasting
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The European journal of finance
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The empirical economics letters : a monthly international journal of economics
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The journal of finance : the journal of the American Finance Association
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1
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
2
Event study of the crude oil futures market : a mixed event response model
Karali, Berna
;
Ye, Shiyu
;
Ramírez, Octavio A.
- In:
American journal of agricultural economics
101
(
2019
)
3
,
pp. 960-985
Persistent link: https://www.econbiz.de/10012114862
Saved in:
3
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
Saved in:
4
Effects of forward sales on spot markets : pre-commitment sales and prices for fresh strawberries
Mohapatra, Sandeep
;
Goodhue, Rachael E.
;
Carter, Colin Andre
- In:
American journal of agricultural economics
92
(
2010
)
1
,
pp. 152-163
Persistent link: https://www.econbiz.de/10008904370
Saved in:
5
Volatility and price jumps in agricultural futures prices : evidence from wheat options
Koekebakker, Steen
;
Lien, Gudbrand
- In:
American journal of agricultural economics
86
(
2004
)
4
,
pp. 1018-1031
Persistent link: https://www.econbiz.de/10002388555
Saved in:
6
Hedging multiple price uncertainty in international grain trade
Haigh, Michael S.
;
Holt, Matthew T.
- In:
American journal of agricultural economics
82
(
2000
)
4
,
pp. 881-896
Persistent link: https://www.econbiz.de/10001527508
Saved in:
7
An application of Bayesian option pricing to the soybean market
Foster, F. Douglas
;
Whiteman, Charles H.
- In:
American journal of agricultural economics
81
(
1999
)
3
,
pp. 722-727
Persistent link: https://www.econbiz.de/10001400366
Saved in:
8
Jump processes in commodity futures prices and options pricing
Hilliard, Jimmy E.
;
Reis, Jorge
- In:
American journal of agricultural economics
81
(
1999
)
2
,
pp. 273-286
Persistent link: https://www.econbiz.de/10001387252
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