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~subject:"Derivat"
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Search: subject:"Stochastic Volatility"
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Derivat
Volatility
21
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18
Stochastischer Prozess
18
Stochastic volatility
15
Oil price
9
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Chiarella, Carl
1
Cortazar, Gonzalo
1
Gudkov, Nikolay
1
Ignatieva, Ekaterina
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Kemper, Annika
1
Kh.Balci, Anna
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Lopez, Matias
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Energy economics
International journal of theoretical and applied finance
9
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6
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4
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Finance research letters
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International journal of financial engineering
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The journal of futures markets
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Asia-Pacific journal of financial studies
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Handbook of computational economics : volume 3
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International journal of bonds and derivatives
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The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
2
Electricity price modelling with
stochastic
volatility
and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
3
A multifactor
stochastic
volatility
model of commodity prices
Cortazar, Gonzalo
;
Lopez, Matias
;
Naranjo, Lorenzo
- In:
Energy economics
67
(
2017
),
pp. 182-201
Persistent link: https://www.econbiz.de/10011897898
Saved in:
4
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
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