//--> //--> //--> //-->
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
accessRights:"restricted"
~subject:"Risk premium"
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:"Derivat"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
Derivat
2,054
Derivative
2,054
Option pricing theory
624
Optionspreistheorie
624
Theorie
465
Theory
465
Hedging
439
Volatilität
414
Volatility
413
Option trading
287
Optionsgeschäft
287
Kreditrisiko
285
Credit risk
282
Risikomanagement
260
Risk management
256
Stochastic process
241
Stochastischer Prozess
241
Commodity derivative
239
Rohstoffderivat
239
Portfolio selection
219
Portfolio-Management
219
Kreditderivat
162
Credit derivative
157
Börsenkurs
144
Share price
144
Risk
136
Commodity exchange
135
Warenbörse
135
Risiko
132
Swap
132
Estimation
124
Schätzung
123
Welt
120
World
120
Risikoprämie
117
Derivatives
115
Yield curve
110
Zinsstruktur
110
Finanzkrise
96
more ...
less ...
Online availability
All
Undetermined
Free
137
Type of publication
All
Article
109
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
107
Aufsatz in Zeitschrift
107
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Working Paper
6
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Hochschulschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
117
Author
All
Wang, Xingchun
5
Benth, Fred Espen
4
Acharya, Viral V.
2
Arakelyan, Armen
2
Bunn, Derek W.
2
Burnside, Craig
2
Chen, Son-nan
2
Doshi, Hitesh
2
Eichenbaum, Martin S.
2
Farkas, Walter
2
Gourier, Elise
2
Gouriéroux, Christian
2
Gündüz, Yalın
2
Huitema, Robert
2
Johnson, Tim
2
Junge, Benjamin
2
Leccadito, Arturo
2
Necula, Ciprian
2
Peña Sánchez de Rivera, Juan Ignacio
2
Procasky, William J.
2
Rebelo, Sérgio
2
Rodríguez, Rosa
2
Schertler, Andrea
2
Sebastião, Helder Miguel Correia Virtuoso
2
Serrano, Pedro
2
Stoerch, Saskia
2
Tang, Dan
2
Trolle, Anders B.
2
Tunaru, Radu
2
Van Koten, Silvester
2
Westgaard, Sjur
2
Xu, Guangli
2
Yu, Min-Teh
2
Abate, Guido
1
Ai͏̈d, René
1
Al-Titi, Omar
1
Algieri, Bernardina
1
Alibeiki, Hedayat
1
Ames, Matthew
1
Aramonte, Sirio
1
more ...
less ...
Published in...
All
Energy economics
13
International review of economics & finance : IREF
5
Journal of banking & finance
5
Quantitative finance
4
Review of derivatives research
4
The North American journal of economics and finance : a journal of financial economics studies
4
Annals of finance
3
Discussion paper / Centre for Economic Policy Research
3
European journal of operational research : EJOR
3
International review of financial analysis
3
Journal of financial economics
3
Journal of financial markets
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
3
The energy journal
3
International journal of theoretical and applied finance
2
Journal of economics and finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Pacific-Basin finance journal
2
Research paper series / Swiss Finance Institute
2
Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
The journal of derivatives : JOD
2
The journal of energy markets
2
The journal of futures markets
2
Applied economics
1
Applied mathematical finance
1
Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
1
Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
Discussion papers / CEPR
1
Economic modelling
1
Economic systems
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Essays on the market structure and pricing of credit derivatives
1
European review of agricultural economics
1
Finance research letters
1
Financial markets and asset pricing
1
Insurance / Mathematics & economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
117
Showing
1
-
50
of
117
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The cash-secured put-write strategy and the variance risk premium
Patel, Pratish
;
Raquel, Andrew
;
Chadwick, Savannah
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10014511610
Saved in:
2
Financialization and speculators risk premia in commodity futures markets
Carter, Colin Andre
;
Revoredo Giha, César L.
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471971
Saved in:
3
The pricing of variance risks in agricultural futures markets : do jumps matter?
He, Xinyue
;
Bian, Siyu
;
Serra, Teresa
- In:
European review of agricultural economics
50
(
2023
)
4
,
pp. 1428-1452
Persistent link: https://www.econbiz.de/10014331348
Saved in:
4
Do auditors charge a client business risk premium? : evidence from audit fees and derivative hedging in the U.S. oil and gas industry
Ranasinghe, Tharindra
;
Yi, Lin
;
Zhou, Ling
- In:
Review of accounting studies
28
(
2023
)
2
,
pp. 1107-1139
Persistent link: https://www.econbiz.de/10014336068
Saved in:
5
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
6
Liquidity risk, return performance, and tracking error : synthetic vs. physical ETFs
Kim, Marco Jinhwan
;
Cho, Hoon
;
Seok, Sangik
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014490179
Saved in:
7
Sovereign credit default swaps and the currency forward bias
Calice, Giovanni
;
Lin, Ming-Tsung
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014433385
Saved in:
8
Uncertain tone, asset volatility and credit default swap spreads
Doshi, Hitesh
;
Patel, Saurin
;
Ramani, Srikanth
;
Sooy, …
- In:
Journal of contemporary accounting & economics
19
(
2023
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014483031
Saved in:
9
On the right jump tail inferred from the VIX market
Li, Zhenxiong
;
Yao, Xingzhi
;
Izzeldin, Marwan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248409
Saved in:
10
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Saved in:
11
Convenience yield risk
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014283248
Saved in:
12
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
13
Term structure of credit default swap liquidity premiums
Leal, Diego
;
Stanhouse, Bryan E.
- In:
The journal of derivatives : JOD
30
(
2023
)
4
,
pp. 47-73
Persistent link: https://www.econbiz.de/10014306869
Saved in:
14
CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
Saved in:
15
Credit derivatives and corporate default prediction
Ye, Xiaoxia
;
Yu, Fan
;
Zhao, Ran
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013461780
Saved in:
16
Bitcoin futures risk premia
Shi, Shimeng
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2190-2217
Persistent link: https://www.econbiz.de/10013465876
Saved in:
17
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
18
Deriving equity risk premium using dividend futures
Časta, Martin
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013449236
Saved in:
19
To expand and to abandon : real options under asset variance risk premium
Alibeiki, Hedayat
;
Lotfaliei, Babak
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 771-787
Persistent link: https://www.econbiz.de/10013207304
Saved in:
20
Market makers and liquidity premium in electricity futures markets
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
- In:
The energy journal
43
(
2022
)
2
,
pp. 91-109
Persistent link: https://www.econbiz.de/10013187836
Saved in:
21
Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?
Procasky, William J.
;
Yin, Anwen
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1466-1490
Persistent link: https://www.econbiz.de/10013287989
Saved in:
22
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:
23
The relationship between day-ahead and future prices in electricity markets : an empirical analysis on Italy, France, Germany, and Switzerland
Bonaldo, Cinzia
;
Caporin, Massimiliano
;
Fontini, Fulvio
- In:
Energy economics
110
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013349919
Saved in:
24
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
25
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
Saved in:
26
Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives
Acharya, Viral V.
;
Gündüz, Yalın
;
Johnson, Tim
- In:
Journal of financial intermediation
50
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013348118
Saved in:
27
Higher moments in the fundamental specification of electricity forward prices
Gianfreda, Angelica
;
Scandolo, Giacomo
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2063-2078
Persistent link: https://www.econbiz.de/10013490922
Saved in:
28
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
29
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
30
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
31
Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives
Acharya, Viral V.
;
Gündüz, Yalın
;
Johnson, Tim
-
2021
Persistent link: https://www.econbiz.de/10012667120
Saved in:
32
Analysis of the risk premium in the forward market for salmon
Benth, Fred Espen
;
Eikeset, Anne Maria
;
Levin, Simon Asher
- In:
Journal of commodity markets
21
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012807713
Saved in:
33
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
34
How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome
- In:
Economic modelling
97
(
2021
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
Saved in:
35
Risk premia in electricity derivatives markets
Algieri, Bernardina
;
Leccadito, Arturo
;
Tunaru, Diana
- In:
Energy economics
100
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012990257
Saved in:
36
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
37
Jump, diffusion, and long-term volatility risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
38
The forward premium in electricity markets : an experimental study
Van Koten, Silvester
- In:
Energy economics
94
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012649483
Saved in:
39
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
40
The economics of the financial market for volatility trading
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266318
Saved in:
41
Renewable energy technologies and electricity forward market risks
Koolen, Derck
;
Bunn, Derek W.
;
Ketter, Wolfgang
- In:
The energy journal
42
(
2021
)
4
,
pp. 43-67
Persistent link: https://www.econbiz.de/10013170565
Saved in:
42
Price discovery in CDS and equity markets : default risk-based heterogeneity in the systematic investment grade and high yield sectors
Procasky, William J.
- In:
Journal of financial markets
54
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013273142
Saved in:
43
Pricing catastrophe swaps with default risk and stochastic interest rates
Lo, Chien-Ling
;
Chang, Carolyn C. W.
;
Lee, Jin-Ping
; …
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013332712
Saved in:
44
Risk premium or irrational expectations? : an investigation into the causes of forward discount bias across 27 developed and developing economies forward rates
Miah, Fazlul
;
Al-Titi, Omar
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012658795
Saved in:
45
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
46
Using machine learning to profit on the risk premium of the Nordic electricity futures
Sebastião, Helder Miguel Correia Virtuoso
;
Godinho, …
- In:
Scientific Annals of Economics and Business
67
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668142
Saved in:
47
Which risk factors drive oil futures price curves?
Ames, Matthew
;
Bagnarosa, Guillaume
;
Matsui, Tomoko
; …
- In:
Energy economics
87
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012512291
Saved in:
48
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
49
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
Saved in:
50
Dynamics of variance risk premium : evidence from India
Sankar, Ganesh
;
Ramachandran, Shankar
;
Lukose P. J., Jijo
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 321-334
Persistent link: https://www.econbiz.de/10012486796
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->