//--> //--> //--> //-->
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
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Volatility"
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:"Rohstoff"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Hedging
156
Theorie
78
Theory
78
Option pricing theory
67
Optionspreistheorie
67
Derivat
51
Derivative
51
Portfolio selection
45
Portfolio-Management
45
Stochastic process
34
Stochastischer Prozess
34
Volatilität
34
Option trading
24
Optionsgeschäft
24
Commodity derivative
23
Rohstoffderivat
23
Black-Scholes model
16
Black-Scholes-Modell
16
Incomplete market
16
Unvollkommener Markt
16
Risikomanagement
15
Risk management
15
USA
14
United States
14
Börsenkurs
12
Share price
12
hedging
12
Welt
11
World
11
Credit risk
9
Estimation
9
Kreditrisiko
9
Martingal
9
Martingale
9
Schätzung
9
Swap
9
Transaction costs
9
Transaktionskosten
9
Risiko
8
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Language
All
English
34
Author
All
Benth, Fred Espen
3
Carr, Peter
2
Alexander, Carol
1
Amar, Amine Ben
1
An, Yunbi
1
Anderson, Randy I.
1
Arai, Takuji
1
Assaf, Ata
1
Belkhir, Mohamed
1
Chen, Sheng-Hung
1
Chiarella, Carl
1
Chiu, Tien-yu
1
Clark, John M.
1
Clewlow, Les
1
DeMatos, João Amaro
1
Di Graziano, Giuseppe
1
DoRosário, João Sobral
1
El Hajjaji, Omar
1
Felten, Björn
1
Fonseca, José da
1
Fouque, Jean-Pierre
1
Fukasawa, Masaaki
1
Giannetti, Antoine
1
Goutte, Stéphane
1
Grasselli, Martino
1
Grira, Jocelyn
1
Hassan, M. Kabir
1
Herzel, Stefano
1
Hess, Markus
1
Ielpo, Florian
1
Isleimeyyeh, Mohammad
1
Jung, Young Cheol
1
Kang, Boda
1
Kiesel, Rüdiger
1
Kremer, Marcel
1
Li, H. C.
1
Liu, Jiapeng
1
McCarthy, Joseph
1
Menkens, Olaf
1
Meyer, Gunter H.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
184
The journal of futures markets
77
Finance research letters
53
International review of financial analysis
49
International review of economics & finance : IREF
37
Economic modelling
36
Applied economics
32
The North American journal of economics and finance : a journal of financial economics studies
29
Journal of banking & finance
28
Working paper
28
Applied economics letters
23
The energy journal
23
International Journal of Energy Economics and Policy : IJEEP
22
Research in international business and finance
22
American journal of agricultural economics
21
Journal of international financial markets, institutions & money
19
Working paper / National Bureau of Economic Research, Inc.
19
Applied mathematical finance
18
Econometric Institute research papers
18
NBER working paper series
18
IMF working papers
17
Journal of commodity markets
17
Journal of international money and finance
17
NBER Working Paper
15
Quantitative finance
15
Discussion paper / Centre for Economic Policy Research
13
Discussion paper / Tinbergen Institute
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
International journal of finance & economics : IJFE
12
Cogent economics & finance
11
CAMA working paper series
10
Journal of economic dynamics & control
10
Journal of empirical finance
10
Policy research working paper : WPS
10
The journal of finance : the journal of the American Finance Association
10
CESifo working papers
9
Journal of risk and financial management : JRFM
9
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
9
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
2
Natural gas price, market fundamentals and hedging effectiveness
Song Zan Chiou Wei
;
Chen, Sheng-Hung
;
Zhu, Zhen
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 321-337
Persistent link: https://www.econbiz.de/10012431299
Saved in:
3
Asymmetric cyclical connectedness on the commodity markets : further insights from bull and bear markets
Amar, Amine Ben
;
Goutte, Stéphane
;
Isleimeyyeh, Mohammad
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 386-400
Persistent link: https://www.econbiz.de/10013336303
Saved in:
4
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
5
Correlations and volatility spillovers between China and Southeast Asian stock markets
Zhong, Yi
;
Liu, Jiapeng
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 57-69
Persistent link: https://www.econbiz.de/10012656194
Saved in:
6
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
7
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
8
Islamic banks and political risk : international evidence
Belkhir, Mohamed
;
Grira, Jocelyn
;
Hassan, M. Kabir
; …
- In:
The quarterly review of economics and finance : journal …
74
(
2019
),
pp. 39-55
Persistent link: https://www.econbiz.de/10012296875
Saved in:
9
Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
10
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->