//--> //--> //--> //-->
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:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~type_genre:"Glossar enthalten"
~type_genre:"Gutachten"
~type_genre:"Working Paper"
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: "Erdölpreis" OR "Nahrungsmittelpreise" OR "Rohstoff" OR "Rohstoffpreis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedging
22
Option pricing theory
13
Optionspreistheorie
13
Stochastic process
11
Stochastischer Prozess
11
Commodity derivative
10
Portfolio selection
10
Portfolio-Management
10
Rohstoffderivat
10
Derivat
8
Derivative
8
Theorie
7
Theory
7
Volatility
7
Volatilität
7
Estimation
5
Schätzung
5
Arbitrage Pricing
4
Arbitrage pricing
4
Bewertung
4
Commodity price
4
Evaluation
4
Incomplete market
4
Oil price
4
Risikoprämie
4
Risk premium
4
Rohstoffpreis
4
Unvollkommener Markt
4
Welt
4
World
4
Ölpreis
4
Capital income
3
Erdöl
3
Interest rate
3
Kapitaleinkommen
3
Pension fund
3
Pensionskasse
3
Petroleum
3
Risikomanagement
3
Risk management
3
more ...
less ...
Online availability
All
Free
35
Type of publication
All
Book / Working Paper
35
Type of publication (narrower categories)
All
Glossar enthalten
Gutachten
Working Paper
Arbeitspapier
35
Graue Literatur
34
Non-commercial literature
34
Language
All
English
35
Author
All
Platen, Eckhard
13
Chiarella, Carl
8
Schlögl, Erik
7
Nikitopoulos, Christina Sklibosios
5
Cheng, Benjamin
4
Kang, Boda
3
Röthig, Andreas
3
Baldeaux, Jan
2
Du, Ke
2
Fergusson, Kevin
2
He, Xue-zhong
2
Hulley, Hardy
2
Ignatieva, Ekaterina
2
Westerhoff, Frank
2
Chauveau, Thierry
1
Cheang, Gerald H. L.
1
Cheung, Gerald H. L.
1
Chewlow, Les
1
Clewlow, Les
1
Corron, Ned
1
Cowell, David
1
Duong, Thuy
1
Flaschel, Peter
1
Fung, Man Chung
1
Gatfaoui, Hayette
1
Hassan, Nadima el
1
Heath, David C.
1
Karlsson, Patrik
1
King, Boda
1
Kwon, Oh Kang
1
Küchler, Uwe
1
Mahayni, Antje
1
McWalter, Thomas A.
1
Miller, Shane M.
1
Mina, Karl
1
Pilz, K. F.
1
Pilz, Kay Frederik
1
Rendek, Renata
1
Semmler, Willi
1
Silvennoinen, Annastiina
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
IMF working papers
214
Working paper / National Bureau of Economic Research, Inc.
207
CESifo working papers
192
Working paper
190
Discussion paper / Centre for Economic Policy Research
162
Policy research working paper : WPS
109
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
97
IMF working paper
90
Discussion paper / Tinbergen Institute
77
Discussion papers / CEPR
64
Working paper / World Institute for Development Economics Research
61
Discussion paper
51
Research paper series / Swiss Finance Institute
44
Working paper series
44
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
43
CAMA working paper series
42
Working paper series / European Central Bank
39
Discussion paper / Center for Economic Research, Tilburg University
35
Working papers
35
Discussion papers / Deutsches Institut für Wirtschaftsforschung
32
Swiss Finance Institute Research Paper
32
Working paper / Federal Reserve Bank of Dallas, Research Department
32
International finance discussion papers
31
Staff working paper / Bank of Canada
31
Econometric Institute research papers
30
Working papers of the Center of Economic Research at ETH Zurich
30
CAMP working paper series
28
Discussion paper series / IZA
28
Finance and economics discussion series
28
Document de travail
27
CFS working paper series
24
Nota di lavoro / Fondazione Eni Enrico Mattei
23
RIETI discussion paper
23
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
22
Documentos de trabajo Banco Central de Chile
22
Travaux / Laboratoire d'Économie et des Ressources Naturelles
22
Volkswirtschaftliche Diskussionsbeiträge
22
Working paper / Norges Bank
22
Temi di discussione / Banca d'Italia
21
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
2
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
3
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
4
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
5
Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003482142
Saved in:
6
Butter mountains, milk lakes and optimal price limiters
Corron, Ned
;
He, Xue-zhong
;
Westerhoff, Frank
-
2005
Persistent link: https://www.econbiz.de/10002931174
Saved in:
7
Commodity markets, price limiters and speculative price dynamics
He, Xue-zhong
;
Westerhoff, Frank
-
2004
Persistent link: https://www.econbiz.de/10002431680
Saved in:
8
Modeling of oil prices
Du, Ke
;
Platen, Eckhard
;
Rendek, Renata
-
2012
Persistent link: https://www.econbiz.de/10009681979
Saved in:
9
Humps in the volatility structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
Saved in:
10
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->