//--> //--> //-->
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
subject:"Schätzung"
~isPartOf:"Economic modelling"
~subject:"Optionsgeschäft"
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:"Futures"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Optionsgeschäft
Derivat
32
Derivative
32
Commodity derivative
10
Rohstoffderivat
10
Commodity exchange
8
Hedging
8
Option pricing theory
8
Optionspreistheorie
8
Warenbörse
8
Welt
8
World
8
Portfolio selection
7
Portfolio-Management
7
Theorie
7
Theory
7
Volatility
7
Volatilität
7
Börsenkurs
5
Estimation
5
Option trading
5
Share price
5
EU countries
4
EU-Staaten
4
Emissions trading
4
Emissionshandel
4
Erdöl
4
Futures
4
Petroleum
4
Spot market
4
Spotmarkt
4
Capital income
3
Credit derivative
3
Credit risk
3
Forecasting model
3
Greenhouse gas emissions
3
Kapitaleinkommen
3
Kreditderivat
3
Kreditrisiko
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Park, Sung Y.
2
Wang, Yudong
2
Chen, Chuang
1
Chen, Rongda
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Ding, Haoyuan
1
Fan, Kun
1
Ferrara, Gerardo
1
Gao, Y.
1
Kabir, M. Humayun
1
Kim, Bara
1
Kim, Hwa-sung
1
Kim, Hyung-Gun
1
Kim, Hyung-gun
1
Kim, Jerim
1
Kim, Jun Sung
1
Koo, Bonsoo
1
Li, Haiqi
1
Liang, Jin
1
Liu, Zijun
1
Mozumder, Sharif
1
Shen, Yang
1
Siu, Tak Kuen
1
Wang, Rongming
1
Wu, Chongfeng
1
Yu, Dan
1
Yu, Lean
1
Zhang, Yaojie
1
more ...
less ...
Published in...
All
Economic modelling
The journal of futures markets
63
International journal of theoretical and applied finance
25
Applied financial economics
24
Journal of banking & finance
24
Review of derivatives research
21
International review of economics & finance : IREF
19
Applied mathematical finance
17
Finance research letters
17
Journal of financial economics
17
International review of financial analysis
16
Quantitative finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Energy economics
14
The European journal of finance
14
European journal of operational research : EJOR
13
International journal of financial engineering
13
The journal of derivatives : JOD
13
Applied economics letters
12
Journal of financial markets
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Journal of mathematical finance
10
Journal of econometrics
9
The journal of finance : the journal of the American Finance Association
9
Working paper / National Bureau of Economic Research, Inc.
9
Journal of economic dynamics & control
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
NBER working paper series
8
Risks : open access journal
8
Journal of risk and financial management : JRFM
7
Working paper
7
Gabler Edition Wissenschaft
6
International journal of bonds and derivatives
6
Pacific-Basin finance journal
6
Review of financial economics : RFE
6
Review of quantitative finance and accounting
6
The journal of computational finance
6
Always learning
5
Cogent economics & finance
5
Computational economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
2
Counterparty choice in the UK credit default swap market : an empirical matching approach
Ferrara, Gerardo
;
Kim, Jun Sung
;
Koo, Bonsoo
;
Liu, Zijun
- In:
Economic modelling
94
(
2021
),
pp. 58-74
Persistent link: https://www.econbiz.de/10012694709
Saved in:
3
An improved framework for approximating option prices with application to option portfolio hedging
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
; …
- In:
Economic modelling
59
(
2016
),
pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
Saved in:
4
The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi
;
Kim, Hyung-Gun
;
Park, Sung Y.
- In:
Economic modelling
51
(
2015
),
pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
Saved in:
5
Valuing commodity options and futures options with changing economic conditions
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
51
(
2015
),
pp. 524-533
Persistent link: https://www.econbiz.de/10011476145
Saved in:
6
Do net positions in the futures market cause spot prices of crude oil?
Ding, Haoyuan
;
Kim, Hyung-gun
;
Park, Sung Y.
- In:
Economic modelling
41
(
2014
),
pp. 174-190
Persistent link: https://www.econbiz.de/10010438365
Saved in:
7
Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses
Kim, Hwa-sung
;
Kim, Bara
;
Kim, Jerim
- In:
Economic modelling
41
(
2014
),
pp. 15-22
Persistent link: https://www.econbiz.de/10010438507
Saved in:
8
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
9
Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong
;
Wu, Chongfeng
- In:
Economic modelling
33
(
2013
),
pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
Saved in:
10
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->