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Market making and risk management in options markets
Boyd, Naomi E. - In: Review of derivatives research 18 (2015) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011414104
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On pricing options with stressed-beta in a reduced form model
Kim, Geonwoo; Lim, Hyuncheul; Lee, Sungchul - In: Review of derivatives research 18 (2015) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10011414105
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Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés; Población, Javier; Serna, … - In: Review of derivatives research 18 (2015) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
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Electricity futures prices : indirect storability, expectations, and risk premiums
Huisman, Ronald; Kilic, Mehtap - In: Energy economics 34 (2012) 4, pp. 892-898
Persistent link: https://www.econbiz.de/10009686700
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The valuation and information content of options on crude-oil futures contracts
Murphy, Finbarr; Ronn, Ehud I. - In: Review of derivatives research 18 (2015) 2, pp. 95-106
Persistent link: https://www.econbiz.de/10011477287
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Do correlated defaults matter for CDS premia?
Koziol, Christian; Koziol, Philipp; Schön, Thomas - In: Review of derivatives research 18 (2015) 3, pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
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The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei; Zhou, Peng - In: Energy economics 76 (2018), pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
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Pricing of electricity futures based on locational price differences : the case of Finland
Junttila, Juha; Myllymäki, Valtteri; Raatikainen, Juhani - In: Energy economics 71 (2018), pp. 222-237
Persistent link: https://www.econbiz.de/10011943003
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European natural gas seasonal effects on futures hedging
Martínez, Beatriz; Torró, Hipòlit - In: Energy economics 50 (2015), pp. 154-168
Persistent link: https://www.econbiz.de/10011564010
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Do oil spot and futures prices move together?
Chang, Chun Ping; Lee, Chien-chiang - In: Energy economics 50 (2015), pp. 379-390
Persistent link: https://www.econbiz.de/10011564138