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~isPartOf:"The journal of futures markets"
~language:"eng"
~subject:"Portfolio-Management"
~subject:"Volatility"
~type_genre:"Article in journal"
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Portfolio-Management
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
Optionspreistheorie
252
Commodity exchange
249
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249
Börsenkurs
206
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206
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English
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Zhang, Jin E.
9
Daigler, Robert T.
8
Lien, Da-hsiang Donald
6
Bali, Turan G.
5
Ederington, Louis H.
5
Simon, David P.
5
Wang, George H. K.
5
Agarwalla, Sobhesh Kumar
4
Fung, Joseph K. W.
4
Lai, Yu-Sheng
4
Luo, Xingguo
4
Brooks, Robert
3
Chatrath, Arjun
3
Chen, Zhiyao
3
Chou, Robin K.
3
Doran, James S.
3
Elder, John
3
Fonseca, José da
3
Gray, Philip K.
3
Guan, Wei
3
Hung, Mao-Wei
3
Kim, Changki
3
Lafuente, J. A.
3
Lioui, Abraham
3
Martens, Martin
3
McMillan, David G.
3
Peterson, David R.
3
Ramchander, Sanjay
3
Robe, Michel A.
3
Shu, Jinghong
3
Varma, Jayanth Rama
3
Wang, Zhiguang
3
Xu, Caihong
3
Alexander, Carol
2
Arisoy, Yakup Eser
2
Badshah, Ihsan Ullah
2
Bohl, Martin T.
2
Bollen, Nicolas P. B.
2
Byun, Suk Joon
2
Cai, Jun
2
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The journal of futures markets
Journal of banking & finance
903
Finance research letters
855
Energy economics
666
International review of financial analysis
641
Applied economics
561
Economic modelling
493
International review of economics & finance : IREF
480
The North American journal of economics and finance : a journal of financial economics studies
453
International journal of theoretical and applied finance
452
European journal of operational research : EJOR
442
Journal of empirical finance
426
Journal of financial economics
420
Insurance / Mathematics & economics
418
Applied economics letters
378
Journal of economic dynamics & control
377
Economics letters
375
Journal of econometrics
369
Applied financial economics
368
Research in international business and finance
365
Quantitative finance
357
Journal of international financial markets, institutions & money
340
The journal of finance : the journal of the American Finance Association
336
Journal of risk and financial management : JRFM
335
Journal of international money and finance
329
The review of financial studies
308
The European journal of finance
303
Pacific-Basin finance journal
284
The journal of asset management
282
The journal of portfolio management : a publication of Institutional Investor
280
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
276
Journal of financial and quantitative analysis : JFQA
271
Mathematical finance : an international journal of mathematics, statistics and financial theory
268
Finance and stochastics
265
Management science : journal of the Institute for Operations Research and the Management Sciences
259
Risks : open access journal
249
Computational economics
206
Review of quantitative finance and accounting
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
192
Applied mathematical finance
180
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ECONIS (ZBW)
417
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417
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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
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:
9
Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit
;
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 484-517
Persistent link: https://www.econbiz.de/10014475505
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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