//--> //--> //--> //-->
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:"Applied financial economics"
~isPartOf:"Journal of banking & finance"
~subject:"Derivative"
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
Economic linkages across commo...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Volatility
640
Volatilität
639
Capital income
200
Kapitaleinkommen
200
Estimation
178
Schätzung
177
Börsenkurs
172
Share price
172
Theorie
163
Theory
163
ARCH model
121
ARCH-Modell
121
USA
119
United States
119
Aktienmarkt
109
Stock market
109
Option pricing theory
92
Optionspreistheorie
92
Forecasting model
84
Prognoseverfahren
84
Commodity derivative
80
Rohstoffderivat
80
Risikoprämie
67
Risk premium
67
Portfolio selection
60
Portfolio-Management
60
Exchange rate
57
Wechselkurs
57
Welt
57
World
57
Derivat
54
Option trading
52
Optionsgeschäft
52
Stochastic process
52
Stochastischer Prozess
52
CAPM
44
Aktienindex
43
Stock index
43
Time series analysis
40
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Language
All
English
54
Author
All
Chatrath, Arjun
3
Skiadopoulos, George
3
Adrangi, Bahram
2
Christie-David, Rohan
2
Dark, Jonathan
2
Escobar, Marcos
2
Fuertes, Ana María
2
Miffre, Joëlle
2
Ap Gwilym, Owain
1
Baldeaux, Jan
1
Barro, Diana
1
Baule, Rainer
1
Beneda, Nancy
1
Caldana, Ruggero
1
Chan, Yue-cheong
1
Chang, Charles
1
Chang, Eric Chieh
1
Cheng, Benjamin
1
Chiang, I-Hsuan Ethan
1
Chung, San-lin
1
Consigli, Giorgio
1
Dhillon, Upinder S.
1
Dotsis, George
1
Drimbetas, Evangelos
1
Duyvesteyn, Johan
1
Farkas, Walter
1
Fernandez-Perez, Adrian
1
Ferrando, Sebastian
1
Forsyth, Peter A.
1
Frijns, Bart
1
Frino, Alex
1
Fuh, Cheng-der
1
Fusai, Gianluca
1
Gilstrap, Collin
1
Gourier, Elise
1
Grasselli, Martino
1
Groot, Wilma de
1
Grünbichler, Andreas
1
Huang, Hong-Gia
1
Hughen, W. Keener
1
more ...
less ...
Published in...
All
Applied financial economics
Journal of banking & finance
Energy economics
61
The journal of futures markets
56
International journal of theoretical and applied finance
40
International review of economics & finance : IREF
29
International review of financial analysis
28
Finance research letters
26
Applied mathematical finance
25
European journal of operational research : EJOR
23
Review of derivatives research
22
Quantitative finance
20
Research in international business and finance
20
The European journal of finance
18
Applied economics
16
Applied economics letters
15
Economic modelling
14
International journal of financial engineering
13
Journal of econometrics
13
Journal of empirical finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Working paper
12
Journal of risk and financial management : JRFM
11
Journal of commodity markets
10
Journal of economic dynamics & control
10
Risks : open access journal
10
The energy journal
10
Finance and stochastics
9
International journal of bonds and derivatives
9
Finance India : the quarterly journal of Indian Institute of Finance
8
International Journal of Energy Economics and Policy : IJEEP
8
International journal of financial markets and derivatives
8
Journal of financial markets
8
Review of quantitative finance and accounting
8
The journal of computational finance
8
American journal of agricultural economics
7
Applied economic perspectives and policy
7
Cogent economics & finance
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Journal of financial economics
7
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
2
From the Samuelson
volatility
effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
3
Convenience yield, mean reverting prices, and long memory in the petroleum market
Mazaheri, A.
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10001363837
Saved in:
4
Interday variations in
volume
, variance and participation of large speculators
Chang, Eric Chieh
- In:
Journal of banking & finance
21
(
1997
)
6
,
pp. 797-810
Persistent link: https://www.econbiz.de/10001224579
Saved in:
5
Do oil futures prices predict stock returns?
Chiang, I-Hsuan Ethan
;
Hughen, W. Keener
- In:
Journal of banking & finance
79
(
2017
),
pp. 129-141
Persistent link: https://www.econbiz.de/10011815141
Saved in:
6
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
7
Introduction: special issue on commodity and energy markets in the Journal of Banking and
Finance
Roncoroni, Andrea
;
Prokopczuk, Marcel
;
Ronn, Ehud I.
- In:
Journal of banking & finance
95
(
2018
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011966673
Saved in:
8
The impact of commodity benchmarks on derivatives markets : the case of the dated Brent assessment and Brent futures
Frino, Alex
;
Ibikunle, Gbenga
;
Mollica, Vito
;
Steffen, Tom
- In:
Journal of banking & finance
95
(
2018
),
pp. 27-43
Persistent link: https://www.econbiz.de/10011966695
Saved in:
9
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
10
Efficiency and unbiasedness of corn futures markets : new evidence across the financial crisis
Pederzoli, C.
;
Torricelli, Costanza
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1853-1863
Persistent link: https://www.econbiz.de/10010337258
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->