//--> //--> //-->
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
~person:"García Mirantes, Andrés"
~subject:"Commodity price"
~type_genre:"Article in journal"
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: subject_exact:"Rohstoffderivat"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Commodity price
Commodity derivative
2
Commodity prices
2
Kalman filter
2
Rohstoffderivat
2
Rohstoffpreis
2
State space model
2
Stochastic process
2
Stochastischer Prozess
2
Zustandsraummodell
2
Commodity derivatives
1
Commodity exchange
1
Convenience yield
1
Derivat
1
Derivative
1
Market price of risk
1
Option pricing theory
1
Optionspreistheorie
1
Risiko
1
Risikoprämie
1
Risk
1
Risk premium
1
Saisonale Schwankungen
1
Saisonkomponente
1
Seasonal component
1
Seasonal variations
1
Seasonality
1
Stochastic calculus
1
Stochastic processes
1
Theorie
1
Theory
1
Time series analysis
1
Warenbörse
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
García Mirantes, Andrés
Sauerbeck, A.
12
Prokopczuk, Marcel
7
Zaremba, Adam
5
Irwin, Scott H.
4
Mikutowski, Mateusz
4
Narayan, Paresh Kumar
4
Schwartz, Eduardo S.
4
Tang, Ke
4
Thiyagarajan, S.
4
Tiwari, Aviral Kumar
4
Uddin, Mohammed Gazi Salah
4
Westgaard, Sjur
4
Bohl, Martin T.
3
Brooks, Chris
3
Cartwright, Phillip A.
3
Cortazar, Gonzalo
3
Hammoudeh, Shawkat
3
Kang, Sang Hoon
3
Liu, Peng
3
Rajib, Prabina
3
Rathgeber, Andreas W.
3
Riabko, Natalija
3
Sanders, Dwight R.
3
Umar, Zaghum
3
Aiube, Fernando Antônio Lucena
2
Bakas, Dimitrios
2
Bannigidadmath, Deepa
2
Bouri, Elie
2
Carter, Colin Andre
2
Casassus, Jaime
2
Chevallier, Julien
2
Collin-Dufresne, Pierre
2
Ding, Shusheng
2
Dutta, Anupam
2
Fan, John Hua
2
Frechette, Darren L.
2
Frydenberg, Stein
2
Gupta, Rangan
2
Haase, Marco
2
more ...
less ...
Published in...
All
Energy economics
1
Review of derivatives research
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
Saved in:
2
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Energy economics
40
(
2013
),
pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->