//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
115
Option pricing theory
66
Optionspreistheorie
66
Theorie
61
Theory
61
Derivat
39
Derivative
39
Stochastic process
34
Stochastischer Prozess
34
Portfolio selection
31
Portfolio-Management
31
Volatility
24
Volatilität
24
Option trading
23
Optionsgeschäft
23
Black-Scholes model
16
Black-Scholes-Modell
16
Incomplete market
16
Unvollkommener Markt
16
hedging
12
Commodity derivative
10
Rohstoffderivat
10
Credit risk
8
Kreditrisiko
8
Martingal
8
Martingale
8
Transaction costs
8
Transaktionskosten
8
Swap
7
Börsenkurs
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Share price
6
CAPM
5
Energiemarkt
5
Energy market
5
Experiment
5
Risikomanagement
5
Risk management
5
Yield curve
5
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
128
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
129
Aufsatz in Zeitschrift
129
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
129
Author
All
Benth, Fred Espen
5
Arai, Takuji
3
Hess, Markus
3
Melʹnikov, Aleksandr V.
3
Aurell, Erik
2
Bielecki, Tomasz R.
2
Carr, Peter
2
Charpin, Françoise
2
Chiarella, Carl
2
Crépey, S.
2
Elliott, Robert J.
2
Gulko, Les
2
Hobson, David G.
2
Hubalek, Friedrich
2
Hughston, Lane P.
2
Jeanblanc, Monique
2
Kohlmann, Michael
2
Lacaze, Dominique
2
Meyer-Brandis, Thilo
2
Pallavicini, Andrea
2
Rutkowski, Marek
2
Schoutens, Wim
2
Siu, Tak Kuen
2
Tevzadze, Revaz
2
Wilmott, Paul
2
Yamazaki, Akira
2
Ahcan, Ales
1
Ai͏̈d, René
1
Alexander, Carol
1
An, Yunbi
1
Ankirchner, Stefan
1
Armstrong, John
1
Assaf, Ata
1
Baaquie, Belal E.
1
Back, Janis
1
Barton, Geoff
1
Bender, Christian
1
Bernard, Carole
1
Biagini, Francesca
1
Blais, Marcel
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
3,923
Energy economics
1,188
The journal of futures markets
531
International Journal of Energy Economics and Policy : IJEEP
459
Economic modelling
235
Applied economics
233
Finance research letters
219
NBER working paper series
219
IMF working papers
214
Working paper / National Bureau of Economic Research, Inc.
207
Working paper
202
The energy journal
192
CESifo working papers
190
International review of economics & finance : IREF
190
NBER Working Paper
185
International review of financial analysis
183
Journal of banking & finance
177
Discussion paper / Centre for Economic Policy Research
162
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
156
Applied economics letters
137
Intereconomics : review of European economic policy
132
American journal of agricultural economics
127
OPEC energy review
122
Journal of economic dynamics & control
118
The North American journal of economics and finance : a journal of financial economics studies
117
IMF working paper
114
Journal of international money and finance
110
Policy research working paper : WPS
109
Research in international business and finance
106
Economics letters
98
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
97
Mineral economics : raw materials report
96
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
95
Resource and energy economics
92
CESifo Working Paper Series
86
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
86
Journal of commodity markets
85
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
84
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
more ...
less ...
Source
All
ECONIS (ZBW)
129
Showing
1
-
10
of
129
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
2
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
3
A structural risk-neutral model of electricity prices
Ai͏̈d, René
;
Campi, Luciano
;
Huu, Adrien Nguyen
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 925-947
Persistent link: https://www.econbiz.de/10003928763
Saved in:
4
Regime-switched volatility of brent crude oil futures with Markov-switching ARCH model
Chiu, Tien-yu
;
Shieh, Shwu-Jane
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 113-124
Persistent link: https://www.econbiz.de/10003855754
Saved in:
5
The normal inverse gaussian distribution and spot price modelling in energy markets
Benth, Fred Espen
;
Šaltytė-Benth, Jūratė
- In:
International journal of theoretical and applied finance
7
(
2004
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10002021511
Saved in:
6
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
7
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
8
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
9
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
10
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->