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subject:"Option pricing theory"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
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Search: subject_exact:"Commodity derivative"
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Option pricing theory
ARCH model
Commodity derivative
70
Rohstoffderivat
70
Volatility
22
Volatilität
22
USA
21
United States
21
Commodity exchange
16
Theorie
16
Theory
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Derivative
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Welt
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Oil price
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Rohstoffmarkt
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Schätzung
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Börsenkurs
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Aboura, Sofiane
1
Atukeren, Erdal
1
Bassil, Charbel
1
Carter, Colin Andre
1
Chalfant, James Allen
1
Chevallier, Julien
1
Fassas, Athanasios P.
1
Fernandez-Diaz, Jose M.
1
Foster, F. Douglas
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Haigh, Michael S.
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Hamadi, Hassan
1
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Karali, Berna
1
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1
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1
Koulis, Alexandros
1
Lien, Gudbrand
1
Liu, Pan
1
Mohapatra, Sandeep
1
Morley, Bruce
1
Nehme, Tamara
1
Papadamou, Stephanos
1
Power, Gabriel J.
1
Ramírez, Octavio A.
1
Reis, Jorge
1
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Xu, Wei
1
Ye, Shiyu
1
Çevik, Emrah İsmail
1
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American journal of agricultural economics
Research in international business and 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
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
Applied economics letters
6
European journal of operational research : EJOR
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
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of forecasting
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Quantitative finance
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Cogent economics & finance
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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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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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ECONIS (ZBW)
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1
Implied volatility surface construction for commodity futures options traded in China
Xu, Wei
;
Šević, Aleksandar
;
Šević, Željko
- In:
Research in international business and finance
61
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014246888
Saved in:
2
Volatility spillovers between WTI and Brent spot crude oil prices : an analysis of granger causality in variance patterns over time
Atukeren, Erdal
;
Çevik, Emrah İsmail
;
Korkmaz, Turhan
- In:
Research in international business and finance
56
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013267899
Saved in:
3
Price discovery in bitcoin futures
Fassas, Athanasios P.
;
Papadamou, Stephanos
;
Koulis, …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012543280
Saved in:
4
Commodity financialization and sector ETFs : Evidence from crude oil futures
Liu, Pan
;
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
Research in international business and finance
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012208332
Saved in:
5
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
6
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:
7
News surprises and volatility spillover among agricultural commodities : the case of corn, wheat, soybean and soybean oil
Hamadi, Hassan
;
Bassil, Charbel
;
Nehme, Tamara
- In:
Research in international business and finance
41
(
2017
),
pp. 148-157
Persistent link: https://www.econbiz.de/10011912988
Saved in:
8
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
Saved in:
9
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:
10
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
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