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Search: subject:"Futures"
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Derivat
124
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124
Option pricing theory
81
Optionspreistheorie
81
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72
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72
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63
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63
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52
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Benth, Fred Espen
6
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5
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4
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3
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3
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3
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2
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2
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2
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1
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Applied economics
Applied mathematical finance
The journal of futures markets
1,125
Energy economics
382
Journal of banking & finance
362
International journal of theoretical and applied finance
221
International review of financial analysis
197
NBER working paper series
188
Working paper / National Bureau of Economic Research, Inc.
179
The journal of finance : the journal of the American Finance Association
172
Applied financial economics
169
International review of economics & finance : IREF
168
Finance research letters
166
Journal of financial economics
166
NBER Working Paper
154
Journal of financial and quantitative analysis : JFQA
149
The review of financial studies
139
Journal of international money and finance
125
The journal of derivatives : the official publication of the International Association of Financial Engineers
125
The European journal of finance
121
The journal of alternative investments
118
Applied economics letters
110
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110
Advances in futures and options research : a research annual
108
Economic modelling
107
Journal of international financial markets, institutions & money
107
IMF Working Papers
105
Journal of empirical finance
101
Review of derivatives research
101
SpringerLink / Bücher
101
The North American journal of economics and finance : a journal of financial economics studies
92
Discussion paper / Centre for Economic Policy Research
86
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84
Wiley finance series
84
Economics letters
83
Pacific-Basin finance journal
82
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78
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ECONIS (ZBW)
233
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1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
The distribution of commodity
futures
: a test of the generalized hyperbolic process
Pal, Debdatta
- In:
Applied economics
56
(
2024
)
15
,
pp. 1763-1783
Persistent link: https://www.econbiz.de/10014473212
Saved in:
3
An ARDL approach to study the cointegration relations between the Shanghai crude oil
futures
and global markets
Wang, Hongxia
;
Qiu, Shushu
;
Wang, Jianli
;
Yick, Ho Yin
- In:
Applied economics
56
(
2024
)
10
,
pp. 1208-1219
Persistent link: https://www.econbiz.de/10014446559
Saved in:
4
Should dominant contracts move to nearby months? : evidence from Chinese agricultural
futures
markets
Xie, Wei
;
Yi An
- In:
Applied economics
55
(
2023
)
41
,
pp. 4817-4840
Persistent link: https://www.econbiz.de/10014334766
Saved in:
5
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
6
Minimum-variance hedging of Bitcoin inverse
futures
Deng, Jun
;
Pan, Huifeng
;
Zhang, Shuyu
;
Zou, Bin
- In:
Applied economics
52
(
2020
)
58
,
pp. 6320-6337
Persistent link: https://www.econbiz.de/10012415993
Saved in:
7
Intraday high-frequency pairs trading strategies for energy
futures
: evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
Saved in:
8
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
9
Nonlinear dynamical analysis of metal
futures
price fluctuations : a recurrence quantification analysis approach
Sun, Xiaotian
;
Fang, Wei
;
Gao, Xiangyun
;
An, Sufang
;
Wu, Tao
- In:
Applied economics
55
(
2023
)
10
,
pp. 1142-1155
Persistent link: https://www.econbiz.de/10013499028
Saved in:
10
Effects of the Fed's enhanced swap line with the ECB on CIP deviations
Moessner, Richhild
;
Allen, William A.
- In:
Applied economics
53
(
2021
)
10
,
pp. 1178-1183
Persistent link: https://www.econbiz.de/10012425457
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