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~subject:"Commodity derivative"
~subject:"Optionsgeschäft"
~subject:"Share price"
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Commodity derivative
Optionsgeschäft
Share price
Derivative
13,916
Derivat
13,898
Theorie
3,937
Theory
3,934
Optionspreistheorie
2,432
Option pricing theory
2,407
Hedging
2,093
USA
1,468
Volatilität
1,453
Volatility
1,443
United States
1,439
Risikomanagement
1,286
Kreditrisiko
1,283
Credit risk
1,265
Risk management
1,165
Portfolio selection
1,155
Portfolio-Management
1,155
Option trading
986
Derivat <Wertpapier>
969
Welt
946
World
946
Börsenkurs
799
Rohstoffderivat
761
Deutschland
740
Germany
702
Warenbörse
665
Commodity exchange
648
Stochastischer Prozess
647
Stochastic process
645
CAPM
613
Risiko
582
Risk
579
Kreditderivat
575
Swap
560
Estimation
547
Zinsstruktur
547
Schätzung
546
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654
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576
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Article
1,463
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993
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3
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95
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9
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1
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Author
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Hull, John
34
Ryu, Doojin
15
Irwin, Scott H.
14
Wang, Xingchun
13
Benth, Fred Espen
11
García, Philip
11
Korn, Olaf
11
Jarrow, Robert A.
10
Till, Hilary
10
Madan, Dilip B.
9
McAleer, Michael
9
Prokopczuk, Marcel
9
Schlögl, Erik
9
Cheng, Benjamin
8
Kräussl, Roman
8
Lien, Da-hsiang Donald
8
Subrahmanyam, Marti G.
8
Brooks, Robert
7
Czerwonko, Michal
7
Jackwerth, Jens Carsten
7
Shea, Gary S.
7
Stork, Philip
7
Brenner, Menachem
6
Chance, Don M.
6
Chang, Chia-Lin
6
Félix, Luiz
6
Kolb, Robert W.
6
Kōnstantinidēs, Giōrgos
6
Mader, Wolfgang
6
Perrakis, Stylianos
6
Puttonen, Vesa
6
Torró, Hipòlit
6
Wagner, Marc
6
Wang, George H. K.
6
Białkowski, Je̜drzej
5
Bühler, Wolfgang
5
Carr, Peter
5
Du, Du
5
Escobar, Marcos
5
Fabozzi, Frank J.
5
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National Bureau of Economic Research
8
School of Finance and Business Economics <Perth, Western Australia>
3
USA / Division of Market Regulation
3
Chambre de commerce et d'industrie de Paris
2
Commodity Research Bureau
2
India / Forward Markets Commission
2
Multi Commodity Exchange of India Limited
2
New York Institute of Finance
2
Pearson Studium
2
USA / Congress / Senate / Committee on Agriculture, Nutrition and Forestry
2
Österreichische Termin- und Optionenbörse <Wien>
2
Bank für Internationalen Zahlungsausgleich
1
Bonn Graduate School of Economics
1
Chicago Mercantile Exchange
1
Chicago, Ill. / Board of Trade
1
City University
1
Commodity Exchange Authority, Washington, D. C.
1
Commodity Research Bureau, inc.
1
Deutsche Forschungsgemeinschaft
1
Development Center for Finance <Quezon>
1
Eberhard Karls Universität Tübingen
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Hebrew University FinTech Center / International Conference <2019, Jerusalem>
1
Indien / Forward Markets Commission
1
Institute for Fiscal Studies
1
International Conference on Financial Derivatives <2010, Puducherry>
1
Iowa State University / Center for Agricultural and Rural Development
1
Islamic Texts Society
1
Kiel Institute of World Economics, Department IV
1
National Bank for Agriculture and Rural Development (India)
1
National Level Workshop cum Seminar on "Indian Commodity Market Derivatives & Risk Management: the Road Ahead"
1
New York Cotton Exchange
1
OECD
1
Oxford Institute for Energy Studies
1
Pondicherry University / Department of Commerce
1
Pondicherry University / Dept. of Commerce
1
Practising Law Institute
1
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The journal of futures markets
70
Energy economics
48
Journal of banking & finance
36
International review of financial analysis
29
International review of economics & finance : IREF
28
International journal of theoretical and applied finance
27
Finance research letters
24
Review of derivatives research
22
Applied mathematical finance
21
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
19
Quantitative finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
Economic modelling
18
European journal of operational research : EJOR
17
International journal of financial engineering
17
The European journal of finance
17
The journal of finance : the journal of the American Finance Association
17
Applied economics letters
16
Journal of financial economics
16
Review of quantitative finance and accounting
15
Applied economics
14
Research in international business and finance
14
Global finance journal
13
Applied financial economics
12
Journal of financial markets
12
The journal of derivatives : JOD
12
Journal of commodity markets
11
Pacific-Basin finance journal
11
Risks : open access journal
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Journal of mathematical finance
10
Annals of finance
9
Journal of economic dynamics & control
9
Journal of empirical finance
9
Journal of risk and financial management : JRFM
9
The energy journal
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Working paper
9
Working paper / National Bureau of Economic Research, Inc.
9
Advances in futures and options research : a research annual
8
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Source
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ECONIS (ZBW)
2,437
USB Cologne (EcoSocSci)
22
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1
Predicting stock market crises using stock index derivatives : evidence from China
Ma, Xiaohan
;
Lin, Hui
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
3
,
pp. 576-597
Persistent link: https://www.econbiz.de/10014513872
Saved in:
2
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
3
The convenience yield under commodity financialization
Milonas, Nikolaos T.
;
Photina, Evangelia K.
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 631-652
Persistent link: https://www.econbiz.de/10014536663
Saved in:
4
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
5
Network analysis of price comovements among corn futures and cash prices
Xu, Xiaojie
;
Zhang, Yun
- In:
Journal of agricultural & food industrial organization
22
(
2024
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014580878
Saved in:
6
The lead-lag relation between VIX futures and SPX futures
Bangsgaard, Christine
;
Kokholm, Thomas
- In:
Journal of financial markets
67
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491067
Saved in:
7
Accurate delta hedging of european options using conformable calculus
Olmos, Andrés
;
Muriel, Nelson
- In:
EconoQuantum : Revista de Economía y Negocios
21
(
2024
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10014500556
Saved in:
8
Volatility spillover across spot and futures markets : evidence from dual financial system
Elsayed, Ahmed
;
Asutay, Mehmet
;
Alaoui, Abdelkader O. el
; …
- In:
Research in international business and finance
71
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015062170
Saved in:
9
The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad
;
Al-Damour, Saba Bassam
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
Saved in:
10
How likely is an inflation disaster?
Hilscher, Jens
;
Raviv, Alon
;
Reis, Ricardo
-
2024
Persistent link: https://www.econbiz.de/10015055585
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