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~subject:"Derivat"
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Derivat
Commodity derivative
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Rohstoffderivat
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Volatility
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Quantitative finance
Energy economics
42
International review of financial analysis
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International review of economics & finance : IREF
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Journal of banking & finance
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The journal of futures markets
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Economic modelling
10
Journal of commodity markets
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The energy journal
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Finance research letters
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Research in international business and finance
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Applied economics
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Applied economics letters
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American journal of agricultural economics
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Applied economic perspectives and policy
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International Journal of Energy Economics and Policy : IJEEP
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Journal of empirical finance
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European journal of operational research : EJOR
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Journal of risk and financial management : JRFM
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Cogent economics & finance
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International journal of financial markets and derivatives
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International journal of theoretical and applied finance
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Journal of agricultural and applied economics : JAEE
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The journal of investment compliance
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Applied financial economics
3
Applied mathematical finance
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Asia Pacific financial markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Research in financial derivatives : commodity, equity, currency, interest rate
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Review of derivatives research
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Risks : open access journal
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The Australian journal of agricultural and resource economics
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The IUP journal of financial risk management : IJFRM
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Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
2
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
3
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
4
Bond flotation with exotic commodity collateral
Dempster, Michael A. H.
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1903-1925
Persistent link: https://www.econbiz.de/10012313526
Saved in:
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