//--> //--> //--> //-->
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
subject:"Option pricing theory"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"European journal of operational research : EJOR"
~subject:"ARCH model"
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:"Commodity derivative"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
ARCH model
Commodity derivative
48
Rohstoffderivat
48
USA
21
United States
21
Volatility
15
Volatilität
15
Commodity exchange
12
Warenbörse
12
Derivat
11
Derivative
11
Theorie
11
Theory
11
Optionspreistheorie
8
Börsenkurs
7
Share price
7
Commodity market
6
Forecasting model
6
Prognoseverfahren
6
Rohstoffmarkt
6
Sojabohne
6
Soybean
6
Agrarpreis
5
Agrarprodukt
5
Agricultural price
5
Agricultural product
5
Ankündigungseffekt
5
Announcement effect
5
Estimation
5
Schätzung
5
Speculation
5
Spekulation
5
ARCH-Modell
4
Agrarmarkt
4
Agricultural market
4
Commodity price
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Getreide
4
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
12
Author
All
Anh Ngoc Lai
1
Caldana, Ruggero
1
Carter, Colin Andre
1
Chalfant, James Allen
1
Chiu, Mei Choi
1
Date, Paresh
1
Ewald, Christian
1
Foster, F. Douglas
1
Fusai, Gianluca
1
Goodhue, Rachael E.
1
Haigh, Michael S.
1
Hilliard, Jimmy E.
1
Holt, Matthew T.
1
Islyaev, Suren
1
Karali, Berna
1
Koekebakker, Steen
1
Lien, Gudbrand
1
Mellios, Constantin
1
Mohapatra, Sandeep
1
Ramírez, Octavio A.
1
Reis, Jorge
1
Roncoroni, Andrea
1
Six, Pierre
1
Sévi, Benoît
1
Whiteman, Charles H.
1
Wong, Hoi Ying
1
Ye, Shiyu
1
Zhao, Jing
1
Zou, Yihan
1
more ...
less ...
Published in...
All
American journal of agricultural economics
European journal of operational research : EJOR
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
12
International review of financial analysis
12
Working paper
10
Econometric Institute research papers
9
International review of economics & finance : IREF
9
Journal of commodity markets
7
Research in international business and finance
7
Applied economics letters
6
Journal of international financial markets, institutions & money
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
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
3
International journal of bonds and derivatives
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
The European journal of finance
3
The empirical economics letters : a monthly international journal of economics
3
The journal of finance : the journal of the American Finance Association
3
Annals of finance
2
Applied financial economics
2
Applied mathematical finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian
;
Zou, Yihan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
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
Electricity forward curves with thin granularity : theory and empirical evidence in the hourly EPEXspot market
Caldana, Ruggero
;
Fusai, Gianluca
;
Roncoroni, Andrea
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 715-734
Persistent link: https://www.econbiz.de/10011738512
Saved in:
4
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
5
Commodity derivatives pricing with cointegration and stochastic covariances
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Zhao, Jing
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 476-486
Persistent link: https://www.econbiz.de/10011338124
Saved in:
6
Electricity futures price models : calibration and forecasting
Islyaev, Suren
;
Date, Paresh
- In:
European journal of operational research : EJOR
247
(
2015
)
1
,
pp. 144-154
Persistent link: https://www.econbiz.de/10011347115
Saved in:
7
Forecasting the volatility of crude oil futures using intraday data
Sévi, Benoît
- In:
European journal of operational research : EJOR
235
(
2014
)
3
,
pp. 643-659
Persistent link: https://www.econbiz.de/10010341244
Saved in:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->