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~isPartOf:"International journal of theoretical and applied finance"
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Search: Energiepreis OR Energieversorgung OR Erd%C3%B6lpreis OR %C3%96lpreis OR Rohstoff OR Rohstoffpreis
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Hedging
115
Option pricing theory
67
Optionspreistheorie
67
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61
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40
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40
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37
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Benth, Fred Espen
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1
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International journal of theoretical and applied finance
Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
3,923
Netzpraxis : Magazin für Energieversorgung, Planung, Bau, Betrieb, Service ; NP
2,078
Energy economics
2,039
EVU-Betriebspraxis : Zeitschrift für die Elektrofachkräfte in der Energieversorgung
1,034
International Journal of Energy Economics and Policy : IJEEP
867
The journal of futures markets
535
The energy journal
467
Energy policy
452
Energiewirtschaftliche Tagesfragen : et ; Zeitschrift für Energiewirtschaft, Recht, Technik und Umwelt
384
Working paper
325
NBER working paper series
323
Working paper / National Bureau of Economic Research, Inc.
293
Applied economics
273
NBER Working Paper
262
Economic modelling
252
Finance research letters
247
IMF working papers
233
CESifo working papers
231
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
220
International review of economics & finance : IREF
203
Zeitschrift für Energiewirtschaft : ZfE
194
International review of financial analysis
188
Policy research working paper : WPS
186
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
184
SpringerLink / Bücher
183
Journal of banking & finance
181
Discussion paper / Centre for Economic Policy Research
175
Intereconomics : review of European economic policy
175
The electricity journal
170
OPEC energy review
153
Cambridge working papers in economics
150
Applied economics letters
146
American journal of agricultural economics
136
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
135
Resource and energy economics
135
European journal of operational research : EJOR
128
Journal of economic dynamics & control
126
World Bank E-Library Archive
126
IMF working paper
122
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ECONIS (ZBW)
133
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1
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
2
A structural risk-neutral model of electricity prices
Ai͏̈d, René
;
Campi, Luciano
;
Huu, Adrien Nguyen
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 925-947
Persistent link: https://www.econbiz.de/10003928763
Saved in:
3
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:
4
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
Saved in:
5
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
6
Regime-switched volatility of brent crude oil futures with Markov-switching ARCH model
Chiu, Tien-yu
;
Shieh, Shwu-Jane
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 113-124
Persistent link: https://www.econbiz.de/10003855754
Saved in:
7
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:
8
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:
9
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
10
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
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