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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of banking & finance"
~subject:"Derivat"
~subject:"Risikoprämie"
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Derivat
Risikoprämie
Volatility
536
Volatilität
534
Börsenkurs
164
Share price
164
Capital income
137
Kapitaleinkommen
137
Oil price
129
Ölpreis
129
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120
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78
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Prokopczuk, Marcel
3
Skiadopoulos, George
3
Wese Simen, Chardin
3
Doran, James S.
2
Escobar, Marcos
2
Konstantinidi, Eirini
2
Mele, Antonio
2
Obayashi, Yoshiki
2
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International Journal of Energy Economics and Policy : IJEEP
Journal of banking & finance
The journal of futures markets
61
Journal of financial economics
48
Energy economics
45
Finance research letters
41
International journal of theoretical and applied finance
41
International review of financial analysis
40
International review of economics & finance : IREF
36
Working paper / National Bureau of Economic Research, Inc.
33
NBER working paper series
32
Journal of empirical finance
31
The North American journal of economics and finance : a journal of financial economics studies
26
Applied mathematical finance
25
Journal of econometrics
25
NBER Working Paper
23
Research paper series / Swiss Finance Institute
23
Applied economics
22
Applied financial economics
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Quantitative finance
21
Review of derivatives research
20
The European journal of finance
20
Journal of financial markets
19
Journal of international financial markets, institutions & money
19
Journal of international money and finance
19
The review of financial studies
19
Working paper
19
Applied economics letters
18
Journal of economic dynamics & control
18
Research in international business and finance
17
Economic modelling
16
Finance and economics discussion series
16
The journal of finance : the journal of the American Finance Association
16
European journal of operational research : EJOR
15
International journal of financial engineering
15
Journal of risk and financial management : JRFM
15
Pacific-Basin finance journal
15
Review of quantitative finance and accounting
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Swiss Finance Institute Research Paper
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Discussion papers / CEPR
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ECONIS (ZBW)
78
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1
The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad
;
Al-Damour, Saba Bassam
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
Saved in:
2
Futures trading, spot price volatility and structural breaks : evidence from energy sector
Shirodkar, Sanjeeta
;
Raju, Guntur Anjana
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
4
,
pp. 230-239
Persistent link: https://www.econbiz.de/10012623501
Saved in:
3
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
4
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
5
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
6
Impact of solar and wind prices on the integrated global electricity spot and options markets : a time series analysis
Alsaedi, Yasir
;
Tularam, Gurudeo Anand
;
Wong, Victor
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 337-353
Persistent link: https://www.econbiz.de/10012488423
Saved in:
7
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
8
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
9
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
10
Moment risk premia and the cross-section of stock returns in the European stock market
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012221095
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