//--> //--> //-->
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"
~person:"Li, Bingxin"
~person:"Turvey, Calum Greig"
~type_genre:"Article in journal"
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
Commodity derivative
13
Rohstoffderivat
13
Optionspreistheorie
5
Risikoprämie
4
Risk premium
4
Theorie
4
Theory
4
USA
4
United States
4
Volatility
4
Volatilität
4
Commodity exchange
3
Estimation
3
Schätzung
3
Warenbörse
3
Yield curve
3
Zinsstruktur
3
Canada
2
Commodities
2
Commodity futures
2
Commodity price
2
Kanada
2
Oil price
2
Risiko
2
Risk
2
Rohstoffpreis
2
Stochastic process
2
Stochastischer Prozess
2
Ölpreis
2
1998-2008
1
ARCH model
1
ARCH-Modell
1
Agrarprodukt
1
Agricultural product
1
Brent-WTI spread
1
Brownian motion
1
Börsenkurs
1
CAPM
1
Capital income
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
5
Author
All
Li, Bingxin
Turvey, Calum Greig
Benth, Fred Espen
5
Schwartz, Eduardo S.
5
Hilliard, Jimmy E.
4
Back, Janis
3
Mellios, Constantin
3
Nakajima, Katsushi
3
Prokopczuk, Marcel
3
Tang, Ke
3
Łamasz, Bartosz
3
Anh Ngoc Lai
2
Iwaszczuk, Natalia
2
Komar, Sridar
2
Li, Lingfei
2
Liu, Peng
2
Nastasi, Emanuele
2
Nikitopoulos, Christina Sklibosios
2
Omura, Akihiro
2
Pallavicini, Andrea
2
Power, Gabriel J.
2
Reis, Jorge
2
Routledge, Bryan R.
2
Rudolf, Markus
2
Seppi, Duane J.
2
Six, Pierre
2
Wilmot, Neil A.
2
Xu, Wei
2
Zubelli, Jorge P.
2
Abraham, Rebecca
1
Adland, Roar
1
Aiube, Fernando Antônio Lucena
1
Alasseur, C.
1
Albani, Vinícius
1
Alizadeh-Masoodian, Amir H.
1
Almansour, Abdullah
1
Arismendi Zambrano, Juan Carlos
1
Arnold, Tom
1
Ascher, Uri M.
1
Auerbach, Joel
1
Aulerich, Nicole M.
1
more ...
less ...
Published in...
All
Canadian journal of agricultural economics : CJAE
2
Applied economics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic jump intensities and risk premiums in crude oil futures and options markets
Christoffersen, Peter F.
;
Jacobs, Kris
;
Li, Bingxin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 8-30
Persistent link: https://www.econbiz.de/10011687332
Saved in:
2
What explains long memory in futures price volatility?
Power, G. J.
;
Turvey, Calum Greig
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366
Saved in:
3
Martingale restrictions and the implied market price of risk
Turvey, Calum Greig
;
Komar, Sridar
- In:
Canadian journal of agricultural economics : CJAE
55
(
2007
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10003444902
Saved in:
4
Martingale restrictions and the implied market price of risk
Turvey, Calum Greig
;
Komar, Sridar
-
2006
Persistent link: https://www.econbiz.de/10003360141
Saved in:
5
On the pricing of cross currency futures options for Canadian grains and livestock
Turvey, Calum Greig
;
Yin, Shihong
- In:
Canadian journal of agricultural economics : CJAE
50
(
2002
)
3
,
pp. 317-332
Persistent link: https://www.econbiz.de/10001745673
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->