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type:"book"
~isPartOf:"CREDIT research paper"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Rohstoffderivat"
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Rohstoffderivat
Commodity derivative
14
Option pricing theory
5
Optionspreistheorie
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Volatility
5
Volatilität
5
Derivat
4
Derivative
4
Developing countries
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Entwicklungsländer
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Erdöl
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Estimation
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Hedging
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Oil price
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Petroleum
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Schätzung
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Stochastic process
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Stochastischer Prozess
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Yield curve
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Zinsstruktur
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Ölpreis
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Commodity exchange
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Commodity price
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Interest rate
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Interest rate risk
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Rohstoffpreis
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Warenbörse
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Welt
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World
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Zins
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Zinsrisiko
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correlations
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stochastic interest rates
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1990-2009
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1990-2010
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1997-2005
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ARCH model
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ARCH-Modell
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Agrarprodukt
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Agricultural product
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Arbeitspapier
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Graue Literatur
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English
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Schlögl, Erik
5
Chiarella, Carl
4
Nikitopoulos, Christina Sklibosios
4
Cheng, Benjamin
3
Kang, Boda
3
Morgan, C. W.
3
Clewlow, Les
1
Duong, Thuy
1
Ennew, Christine T.
1
Karlsson, Patrik
1
Pilz, K. F.
1
Pilz, Kay Frederik
1
Rayner, Anthony J.
1
Röthig, Andreas
1
Silvennoinen, Annastiina
1
Sklibosios Nikitopoulosa, Christina
1
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CREDIT research paper
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper
37
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
28
Working paper / National Bureau of Economic Research, Inc.
22
NBER working paper series
20
NBER Working Paper
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Econometric Institute research papers
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CESifo working papers
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Discussion paper / Centre for Economic Policy Research
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IMF working papers
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USAEE Working Paper
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Wiley trading series
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Working papers / Österreichische Forschungsstiftung für Internationale Entwicklung
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ZEF discussion papers on development policy
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Discussion paper / Tinbergen Institute
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Special memorandum / London & Cambridge Economic Service
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Stocks of staple commodities
6
AFI
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Schriftenreihe Finanzmanagement
5
SpringerLink / Bücher
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Wiley finance
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CAMA working paper series
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CREATES research paper
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IMF Working Papers
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Queen's Economics Department working paper
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SFB 649 discussion paper
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3
CESifo Working Paper Series
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ECONIS (ZBW)
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1
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
2
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
3
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
4
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
5
The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Sklibosios Nikitopoulosa, …
-
2013
Persistent link: https://www.econbiz.de/10009789508
Saved in:
6
Humps in the volatility structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
Saved in:
7
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
-
2011
Persistent link: https://www.econbiz.de/10009564623
Saved in:
8
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
-
2010
Persistent link: https://www.econbiz.de/10008662204
Saved in:
9
A hybrid commodity and interest rate
Pilz, K. F.
;
Schlögl, Erik
-
2009
Persistent link: https://www.econbiz.de/10008662358
Saved in:
10
Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
Röthig, Andreas
;
Chiarella, Carl
-
2006
Persistent link: https://www.econbiz.de/10003325225
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