//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"The journal of computational finance"
~subject:"CAPM"
~subject:"Commodity derivative"
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:"Termingeschäft"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Commodity derivative
Derivat
220
Derivative
220
Theorie
74
Theory
74
Option pricing theory
62
Optionspreistheorie
62
Credit risk
43
Kreditrisiko
43
Volatility
37
Volatilität
37
Hedging
32
USA
31
United States
31
Stochastic process
24
Stochastischer Prozess
24
Yield curve
23
Zinsstruktur
23
Portfolio selection
20
Portfolio-Management
20
Option trading
18
Optionsgeschäft
18
Börsenkurs
17
Share price
17
Risikomanagement
15
Risk management
15
Credit derivative
13
Kreditderivat
13
Estimation
12
Interest rate derivative
12
Schätzung
12
Zinsderivat
12
Risikoprämie
11
Risk premium
11
Rohstoffderivat
11
Swap
11
Welt
11
World
11
Capital income
10
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Fuertes, Ana María
2
Miffre, Joëlle
2
Arnsdorf, Matthias
1
Barbachan, José Santiago Fajardo
1
Chang, Eric Chieh
1
Cheng, Benjamin
1
Chiang, I-Hsuan Ethan
1
Dark, Jonathan
1
Detemple, Jérôme B.
1
El Karoui, Nicole
1
Escobar, Marcos
1
Farias, Aquiles Rocha de
1
Farkas, Walter
1
Fernandez-Perez, Adrian
1
Figlewski, Stephen
1
Freund, Steven
1
Frijns, Bart
1
Frino, Alex
1
Gay, Gerald D.
1
Gourier, Elise
1
Groot, Wilma de
1
Halperin, Igor
1
Hietala, Pekka T.
1
Hodder, James E.
1
Hughen, W. Keener
1
Huitema, Robert
1
Hwang, Soosung
1
Ibikunle, Gbenga
1
Jackwerth, Jens Carsten
1
Jiao, Ying
1
Jorion, Philippe
1
Kallio, Markku
1
Karstanje, Dennis
1
Kurtz, David
1
Lin, Chen-miao
1
Mollica, Vito
1
Namvar, Ethan
1
Necula, Ciprian
1
Nikitopoulos, Christina Sklibosios
1
Phillips, Blake
1
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of computational finance
Energy economics
42
The journal of futures markets
35
Advances in futures and options research : a research annual
19
Journal of financial and quantitative analysis : JFQA
17
International journal of theoretical and applied finance
16
International review of financial analysis
16
The journal of finance : the journal of the American Finance Association
14
International review of economics & finance : IREF
13
The review of financial studies
13
The European journal of finance
12
Finance research letters
11
Discussion paper / B
10
Economic modelling
10
Journal of commodity markets
10
Applied economics
9
European journal of operational research : EJOR
9
The energy journal
9
Working paper
9
Annals of finance
8
Applied economics letters
8
Journal of empirical finance
8
Journal of financial economics
8
Research in international business and finance
8
Review of derivatives research
8
American journal of agricultural economics
7
Journal of economic dynamics & control
7
Journal of risk and financial management : JRFM
7
Quantitative finance
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Applied economic perspectives and policy
6
Applied mathematical finance
6
Finance and stochastics
6
International Journal of Energy Economics and Policy : IJEEP
6
NBER working paper series
6
Review of quantitative finance and accounting
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper
5
International journal of financial markets and derivatives
5
Journal of mathematical finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
2
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
3
Introduction: special issue on commodity and energy markets in the Journal of Banking and Finance
Roncoroni, Andrea
;
Prokopczuk, Marcel
;
Ronn, Ehud I.
- In:
Journal of banking & finance
95
(
2018
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011966673
Saved in:
4
The impact of commodity benchmarks on derivatives markets : the case of the dated Brent assessment and Brent futures
Frino, Alex
;
Ibikunle, Gbenga
;
Mollica, Vito
;
Steffen, Tom
- In:
Journal of banking & finance
95
(
2018
),
pp. 27-43
Persistent link: https://www.econbiz.de/10011966695
Saved in:
5
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
6
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
7
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
8
Do oil futures prices predict stock returns?
Chiang, I-Hsuan Ethan
;
Hughen, W. Keener
- In:
Journal of banking & finance
79
(
2017
),
pp. 129-141
Persistent link: https://www.econbiz.de/10011815141
Saved in:
9
Do hedge funds dynamically manage systematic risk?
Namvar, Ethan
;
Phillips, Blake
;
Pukthuanthong, Kuntara
; …
- In:
Journal of banking & finance
64
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011634227
Saved in:
10
Exploiting commodity momentum along the futures curves
Groot, Wilma de
;
Karstanje, Dennis
;
Zhou, Weili
- In:
Journal of banking & finance
48
(
2014
),
pp. 79-93
Persistent link: https://www.econbiz.de/10010506936
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->