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~isPartOf:"Agricultural finance review"
~isPartOf:"Review of derivatives research"
~subject:"1971-2005"
~subject:"Derivative"
~subject:"United States"
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1971-2005
Derivative
United States
Hedging
42
Derivat
15
Option pricing theory
14
Optionspreistheorie
14
Option trading
11
Optionsgeschäft
11
Theorie
11
Theory
11
Risikomanagement
9
Risk management
9
Portfolio selection
7
Portfolio-Management
7
Volatility
7
Volatilität
7
Weather
7
Wetter
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Agrarversicherung
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Agricultural insurance
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Risk
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Risiko
5
Agriculture
4
Deutschland
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Estimation
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Germany
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Landwirtschaft
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Maisanbau
4
Maize production
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Schätzung
4
Stochastic process
4
Stochastischer Prozess
4
USA
4
ARCH model
3
ARCH-Modell
3
Hedging effectiveness
3
Analysis of variance
2
Anleihe
2
Basis risk
2
Bond
2
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19
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19
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Beisland, Leif Atle
1
Boyd, Naomi E.
1
Branger, Nicole
1
Bühler, Wolfgang
1
Cousin, Areski
1
Cruz, Aricson
1
Crépey, Stéphane
1
Dias, José Carlos
1
El-Osta, Hisham S.
1
Enjolras, Geoffroy
1
Fabozzi, Frank J.
1
Fausti, Scott William
1
Frestad, Dennis
1
García, Philip
1
Guo, Changhao
1
Hayes, Dermot James
1
Jin, Yufei
1
Kan, Yu Hang
1
Kast, Robert
1
Kim, Young Shin
1
Korn, Olaf
1
Lai, Yu-Sheng
1
Lence, Sergio H.
1
Li, Johnny Siu-Hang
1
Lin, Zuodong
1
Mahayni, Antje
1
Mason, Chuck
1
Matsumoto, Koichi
1
Mc Daniel, Kelly
1
Mishra, Ashok K.
1
Musshoff, Oliver
1
Mußhoff, Oliver
1
Nunes, Joaõ Pedro Vidal
1
Odening, Martin
1
Pai, Jeffrey
1
Pelka, Niels
1
Qasmi, Bashir
1
Račev, Svetlozar T.
1
Schöbel, Rainer
1
Sun, Baojing
1
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Agricultural finance review
Review of derivatives research
The journal of futures markets
188
Energy economics
52
Journal of banking & finance
38
International journal of theoretical and applied finance
35
The review of financial studies
34
The journal of finance : the journal of the American Finance Association
31
Working paper / National Bureau of Economic Research, Inc.
30
International review of financial analysis
25
International review of economics & finance : IREF
24
Journal of multinational financial management
23
Journal of financial and quantitative analysis : JFQA
21
Finance research letters
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of financial economics
18
Advances in futures and options research : a research annual
17
American journal of agricultural economics
17
Quantitative finance
17
Applied mathematical finance
16
The journal of fixed income
16
Applied economics
15
Working paper
14
Applied financial economics
13
Review of quantitative finance and accounting
13
The European journal of finance
13
The journal of corporate finance : contracting, governance and organization
13
Journal of risk and financial management : JRFM
12
The North American journal of economics and finance : a journal of financial economics studies
12
NBER working paper series
11
Research in international business and finance
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Journal of economic dynamics & control
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Economic modelling
9
European journal of operational research : EJOR
9
The journal of real estate finance and economics
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Computational economics
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
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ECONIS (ZBW)
19
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1
A note on options and bubbles under the CEV model : implications for pricing and
hedging
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Cruz, Aricson
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10012303226
Saved in:
2
Dynamic
hedging
with futures : a copula-based GARCH model with high-frequency data
Lai, Yu-Sheng
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 307-329
Persistent link: https://www.econbiz.de/10012055744
Saved in:
3
Does ethanol production affect corn basis volatility?
Fausti, Scott William
;
Qasmi, Bashir
;
Mc Daniel, Kelly
- In:
Agricultural finance review
77
(
2017
)
4
,
pp. 506-523
Persistent link: https://www.econbiz.de/10011799263
Saved in:
4
Hedging
crop yield with exchange-traded weather derivatives
Zhou, Rui
;
Li, Johnny Siu-Hang
;
Pai, Jeffrey
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 172-186
Persistent link: https://www.econbiz.de/10011696358
Saved in:
5
How fair-value accounting can influence firm
hedging
Beisland, Leif Atle
;
Frestad, Dennis
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 193-217
Persistent link: https://www.econbiz.de/10009774393
Saved in:
6
Market making and risk management in options markets
Boyd, Naomi E.
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011414104
Saved in:
7
Hedging
effectiveness of weather derivatives in arable farming : is there a need for mixed indices?
Pelka, Niels
;
Mußhoff, Oliver
- In:
Agricultural finance review
73
(
2013
)
2
,
pp. 358-372
Persistent link: https://www.econbiz.de/10010187469
Saved in:
8
Hedging
weather risk for corn production in Northeastern China : the efficiency of weather-indexed insurance
Sun, Baojing
;
Guo, Changhao
;
Van Kooten, Gerrit C.
- In:
Agricultural finance review
74
(
2014
)
4
,
pp. 555-572
Persistent link: https://www.econbiz.de/10011305886
Saved in:
9
Tractable
hedging
with additional hedge instruments
Branger, Nicole
;
Mahayni, Antje
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
Saved in:
10
Option pricing and
hedging
under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
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