//--> //--> //-->
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"
~person:"Fernandez-Perez, Adrian"
~person:"Ruas, João Pedro"
~type:"article"
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: Energiepreis OR Energieversorgung OR Erdölpreis OR Ölpreis OR Rohstoff OR Rohstoffpreis
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedging
4
Commodity derivative
3
Derivat
3
Derivative
3
Rohstoffderivat
3
CEV model
2
Capital income
2
Commodity exchange
2
JDCEV model
2
Kapitaleinkommen
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Static hedging
2
Volatility
2
Volatilität
2
Warenbörse
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
American options
1
American-style knock-in options
1
Anlageverhalten
1
Attention
1
Behavioural finance
1
Commodities
1
Commodity futures
1
Commodity price
1
Cross-asset predictability
1
Crude oil market
1
Default
1
Early exercise boundary
1
Erdöl
1
Estimation
1
Fear
1
Forecasting model
1
Futures markets
1
Futures pricing
1
Hazards
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Fernandez-Perez, Adrian
Ruas, João Pedro
Prokopczuk, Marcel
7
Miffre, Joëlle
6
Bianchi, Robert
5
Fan, John Hua
4
Fuertes, Ana María
4
Fernando, Chitru S.
3
Geman, Hélyette
3
Paschke, Raphael
3
Adam, Tim
2
Alexander, Carol
2
Back, Janis
2
Chung, San-lin
2
Coleman, Thomas F.
2
Dark, Jonathan
2
Daskalaki, Charoula
2
Dias, José Carlos
2
Drew, Michael E.
2
Hain, Martin
2
Jacobs, Kris
2
Li, Yuying
2
Marshall, Ben R.
2
Narayan, Paresh Kumar
2
Nikitopoulos, Christina Sklibosios
2
Nunes, Joaõ Pedro Vidal
2
Pirrong, Craig
2
Rallis, Georgios
2
Ratti, Ronald A.
2
Ronn, Ehud I.
2
Rudolf, Markus
2
Salas, Jesus M.
2
Sercu, Piet
2
Sharma, Susan Sunila
2
Skiadopoulos, George
2
Tang, Ke
2
Tsai, Wei-che
2
Tzeng, Larry Y.
2
Uhrig-Homburg, Marliese
2
Wese Simen, Chardin
2
more ...
less ...
Published in...
All
Journal of banking & finance
Applied economics
2
The journal of futures markets
2
Energy economics
1
International review of financial analysis
1
Journal of commodity markets
1
Review of finance : journal of the European Finance Association
1
The energy journal
1
The journal of alternative investments
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
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
Fear of hazards in commodity futures markets
Fernandez-Perez, Adrian
;
Fuertes, Ana María
; …
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521191
Saved in:
4
A comprehensive appraisal of style-integration methods
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Journal of banking & finance
105
(
2019
),
pp. 134-150
Persistent link: https://www.econbiz.de/10012163830
Saved in:
5
Pricing and static hedging of American-style knock-in options on defaultable stocks
Nunes, Joaõ Pedro Vidal
;
Ruas, João Pedro
;
Dias, …
- In:
Journal of banking & finance
58
(
2015
),
pp. 343-360
Persistent link: https://www.econbiz.de/10011544015
Saved in:
6
Pricing and static hedging of American-style options under the jump to default extended CEV model
Ruas, João Pedro
;
Dias, José Carlos
;
Nunes, Joaõ …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4059-4072
Persistent link: https://www.econbiz.de/10010244898
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->