//--> //--> //--> //-->
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:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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
45
Theorie
26
Theory
26
Option pricing theory
21
Optionspreistheorie
21
Option trading
12
Optionsgeschäft
12
USA
10
United States
10
Commodity derivative
6
Derivat
6
Derivative
6
Estimation
6
Rohstoffderivat
6
Schätzung
6
Volatility
6
Volatilität
6
Yield curve
6
Zinsstruktur
6
Credit risk
4
Kreditrisiko
4
Stochastic process
4
Stochastischer Prozess
4
Swap
4
Black-Scholes model
3
Black-Scholes-Modell
3
CAPM
3
Convertible bond
3
Wandelanleihe
3
1982-1996
2
Commodity exchange
2
Financial analysis
2
Finanzanalyse
2
Futures
2
Großbritannien
2
Interest rate derivative
2
Interest rate risk
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
more ...
less ...
Type of publication
All
Article
51
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Language
All
English
51
Author
All
Engle, Robert F.
2
Fabozzi, Frank J.
2
Poulsen, Rolf
2
Rosenberg, Joshua V.
2
Agliardi, Rossella
1
AitSahlia, Farid
1
Albrecher, Hansjörg
1
Ammann, Manuel
1
Ayache, E.
1
Bansal, Vipul K.
1
Benth, Fred Espen
1
Berd, Arthur M.
1
Bernard, Carole
1
Bianchi, Michele Leonardo
1
Borovkova, Svetlana
1
Boudoukh, Jacob
1
Boyle, Phelim P.
1
Broadie, Mark
1
Brown, Gregory
1
Cadle, John
1
Carr, Peter
1
Chang, Chuang-Chang
1
Chang, Chuang-chang
1
Chen, Ren-Raw
1
Christoffersen, Peter F.
1
Chung, San-Lin
1
Chung, San-lin
1
Crouhy, Michel
1
Das, Sanjiv R.
1
Dhaene, Jan
1
Diao, Xundi
1
Edwards, Franklin R.
1
Fan, Rong
1
Fengler, Matthias R.
1
Forsyth, Peter A.
1
Galai, Dan
1
Gay, Gerald D.
1
Gemmill, Gordon
1
Gençay, Ramazan
1
Godin, Frédéric
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
3,934
Energy economics
1,262
The journal of futures markets
544
International Journal of Energy Economics and Policy : IJEEP
480
Finance research letters
269
Economic modelling
238
Applied economics
236
Working paper
228
IMF working papers
223
NBER working paper series
222
International review of economics & finance : IREF
210
Working paper / National Bureau of Economic Research, Inc.
207
International review of financial analysis
198
The energy journal
194
CESifo working papers
193
NBER Working Paper
185
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
138
Intereconomics : review of European economic policy
132
International journal of theoretical and applied finance
129
American journal of agricultural economics
128
Research in international business and finance
125
OPEC energy review
123
Journal of economic dynamics & control
122
Journal of international money and finance
117
The North American journal of economics and finance : a journal of financial economics studies
117
IMF working paper
113
Policy research working paper : WPS
109
Mineral economics : raw materials report
102
Economics letters
98
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
97
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
95
Resource and energy economics
94
CESifo Working Paper Series
86
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
86
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
86
Journal of commodity markets
85
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
84
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic jump intensities and risk premiums in crude oil futures and options markets
Christoffersen, Peter F.
;
Jacobs, Kris
;
Li, Bingxin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 8-30
Persistent link: https://www.econbiz.de/10011687332
Saved in:
2
Pricing commodity swaptions in multifactor models
Larsson, Karl
- In:
The journal of derivatives : the official publication …
19
(
2011
)
2
,
pp. 32-44
Persistent link: https://www.econbiz.de/10009413614
Saved in:
3
A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
4
A closed-form solution for the global quadratic hedging of options under geometric Gaussian random walks
Godin, Frédéric
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 97-107
Persistent link: https://www.econbiz.de/10012306177
Saved in:
5
On the estimation of the SABR model's beta parameter : the role of hedging in determining the beta parameter
Zhang, Mengfei
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011687328
Saved in:
6
Counterparty risk minimization by the optimal netting of OTC derivative trades
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 48-65
Persistent link: https://www.econbiz.de/10011687335
Saved in:
7
Robust risk estimation and hedging : a reverse stress testing approach
Kopeliovich, Yaacov
;
Novosyolov, Arcady
;
Satchkov, Daniel
; …
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 10-25
Persistent link: https://www.econbiz.de/10011399737
Saved in:
8
Stochastic alpha-beta-rho hedging for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
Saved in:
9
Hedging through a limit order book with varying liquidity
Agliardi, Rossella
;
Gençay, Ramazan
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 32-49
Persistent link: https://www.econbiz.de/10011311420
Saved in:
10
Static hedging and pricing American knock-out options
Chung, San-lin
;
Shih, Pai-ta
;
Tsai, Wei-che
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 23-48
Persistent link: https://www.econbiz.de/10009760549
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->