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~isPartOf:"The journal of futures markets"
~language:"eng"
~subject:"Optionspreistheorie"
~subject:"Volatility"
~type_genre:"Article in journal"
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Optionspreistheorie
Volatility
USA
773
United States
773
Theorie
437
Theory
437
Derivat
383
Derivative
383
Volatilität
344
Hedging
317
Index futures
265
Index-Futures
265
Option pricing theory
252
Commodity exchange
249
Warenbörse
249
Börsenkurs
206
Commodity derivative
206
Rohstoffderivat
206
Share price
206
Estimation
188
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188
Optionsgeschäft
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188
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133
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133
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114
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114
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91
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91
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85
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80
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78
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78
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75
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75
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525
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Zhang, Jin E.
10
Daigler, Robert T.
8
Hung, Mao-Wei
8
Chung, San-lin
7
Câmara, António
7
Kang, Jangkoo
7
Wang, Yaw-huei
7
Bali, Turan G.
6
Ryu, Doojin
6
Corrado, Charles Joseph
5
Ederington, Louis H.
5
Gauthier, Geneviève
5
Kim, Hwa-sung
5
Kwok, Yue-Kuen
5
Liao, Szu-Lang
5
Luo, Xingguo
5
Simon, David P.
5
Wang, George H. K.
5
Chou, Robin K.
4
Gray, Philip K.
4
Guo, Jia-hau
4
Lai, Yu-Sheng
4
Liu, Qiang
4
Lyuu, Yuh-dauh
4
Wang, Xingchun
4
Wang, Zhiguang
4
Agarwalla, Sobhesh Kumar
3
Bohl, Martin T.
3
Bollen, Nicolas P. B.
3
Chatrath, Arjun
3
Chen, Zhiyao
3
Chung, San-Lin
3
Dawson, Paul
3
Elder, John
3
Elliott, Robert J.
3
Fonseca, José da
3
Fung, Joseph K. W.
3
Guan, Wei
3
Guo, Biao
3
Han, Qian
3
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
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The journal of futures markets
Energy economics
634
Finance research letters
574
International journal of theoretical and applied finance
556
Journal of banking & finance
507
International review of financial analysis
424
Applied economics
397
Economic modelling
371
The North American journal of economics and finance : a journal of financial economics studies
369
International review of economics & finance : IREF
367
Journal of econometrics
347
Mathematical finance : an international journal of mathematics, statistics and financial theory
294
Applied financial economics
292
Applied mathematical finance
283
Journal of empirical finance
281
Applied economics letters
280
Quantitative finance
275
The journal of computational finance
263
Economics letters
261
Research in international business and finance
259
Finance and stochastics
253
The journal of derivatives : the official publication of the International Association of Financial Engineers
247
Journal of international financial markets, institutions & money
242
Journal of economic dynamics & control
240
Journal of financial economics
236
Journal of international money and finance
235
Journal of risk and financial management : JRFM
229
The European journal of finance
209
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
197
Review of derivatives research
191
Pacific-Basin finance journal
175
Computational economics
173
The review of financial studies
167
International Journal of Energy Economics and Policy : IJEEP
166
European journal of operational research : EJOR
163
Risks : open access journal
159
Insurance / Mathematics & economics
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
The journal of finance : the journal of the American Finance Association
151
International journal of forecasting
146
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ECONIS (ZBW)
525
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1
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
2
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
3
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
4
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
5
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
6
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François
;
Boudreault, Mathieu
; …
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
Saved in:
7
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
8
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
9
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
10
Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad
;
Elder, John
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
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