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The mathematics of hedging
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Hedging
140
Derivat
117
Derivative
117
Volatility
80
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80
Commodity derivative
74
Rohstoffderivat
74
Theorie
74
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74
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57
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Welt
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Risk
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Erdöl
25
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Risiko
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Benth, Fred Espen
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Hammoudeh, Shawkat
6
Kang, Sang Hoon
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Tiwari, Aviral Kumar
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Biggar, Darryl
4
Cotter, John
4
Haugom, Erik
4
Hesamzadeh, Mohammad Reza
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Uddin, Mohammed Gazi Salah
4
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3
Chang, Chia-Lin
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Dai, Zhifeng
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3
Fleten, Stein-Erik
3
Gabauer, David
3
Hanly, Jim
3
López Cabrera, Brenda
3
McAleer, Michael
3
Mensi, Walid
3
Müller, Gernot
3
Nguyen, Duc Khuong
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3
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2
Alizadeh-Masoodian, Amir H.
2
Antonakakis, Nikolaos
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Barneto, Pascal
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Będowska-Sójka, Barbara
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2
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2
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2
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2
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2
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Energy economics
The journal of futures markets
743
Journal of banking & finance
337
International journal of theoretical and applied finance
294
Finance research letters
240
NBER working paper series
222
Working paper / National Bureau of Economic Research, Inc.
187
International review of financial analysis
183
IMF Working Papers
171
Journal of financial economics
171
NBER Working Paper
171
International review of economics & finance : IREF
165
The journal of finance : the journal of the American Finance Association
163
European journal of operational research : EJOR
149
The journal of derivatives : the official publication of the International Association of Financial Engineers
143
Applied mathematical finance
141
Finance and stochastics
135
The review of financial studies
135
Management science : journal of the Institute for Operations Research and the Management Sciences
127
Journal of financial and quantitative analysis : JFQA
122
Applied economics
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
117
Quantitative finance
116
The European journal of finance
116
SpringerLink / Bücher
106
The accounting review : a publication of the American Accounting Association
106
The North American journal of economics and finance : a journal of financial economics studies
104
Economic modelling
103
Applied financial economics
102
Economics letters
100
Review of derivatives research
99
Research in international business and finance
97
Discussion paper / Centre for Economic Policy Research
94
Research paper series / Swiss Finance Institute
93
Journal of economic dynamics & control
92
Risks : open access journal
92
Insurance / Mathematics & economics
91
Working paper
89
Journal of international financial markets, institutions & money
88
Pacific-Basin finance journal
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ECONIS (ZBW)
231
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1
A comparison of implied and realized volatility in the Nordic power forward market
Birkelund, Ole Henrik
;
Haugom, Erik
;
Molnár, Peter
; …
- In:
Energy economics
48
(
2015
),
pp. 288-294
Persistent link: https://www.econbiz.de/10011533819
Saved in:
2
Liquidity and dirty
hedging
in the Nordic electricity market
Hintermann, Beat
- In:
Energy economics
34
(
2012
)
5
,
pp. 1341-1355
Persistent link: https://www.econbiz.de/10009688091
Saved in:
3
Option prices and implied volatility in the crude oil market
Soini, Vesa
;
Lorentzen, Sindre
- In:
Energy economics
83
(
2019
),
pp. 515-539
Persistent link: https://www.econbiz.de/10012176275
Saved in:
4
Generating
options
-implied probability densities to understand oil market events
Datta, Deepa Dhume
;
Londono, Juan M.
;
Ross, Landon J.
- In:
Energy economics
64
(
2017
),
pp. 440-457
Persistent link: https://www.econbiz.de/10011758982
Saved in:
5
Common and unique factors influencing daily swap returns in the Nordic electricity market, 1997 - 2005
Frestad, Dennis
- In:
Energy economics
30
(
2008
)
3
,
pp. 1081-1097
Persistent link: https://www.econbiz.de/10003744838
Saved in:
6
Analysis of fixed volume
swaps
for
hedging
financial risk at large-scale wind projects
Lucy, Zachary
;
Kern, Jordan
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364079
Saved in:
7
Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets
Kanamura, Takashi
- In:
Energy economics
54
(
2016
),
pp. 204-212
Persistent link: https://www.econbiz.de/10011662814
Saved in:
8
The overnight risk premium in electricity forward contracts
Fleten, Stein-Erik
;
Hagen, Liv Aune
;
Nygård, Maria Tandberg
- In:
Energy economics
49
(
2015
),
pp. 293-300
Persistent link: https://www.econbiz.de/10011537092
Saved in:
9
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:
10
Cross
hedging
and forward-contract pricing of electricity
Woo, Chi-keung
;
Horowitz, Ira
;
Hoang, Khoa
- In:
Energy economics
23
(
2001
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001552553
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