Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
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
A self-exciting threshold jump...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Commodity derivative
1
Derivat
1
Derivative
1
Energy derivatives
1
Erdgas
1
Hedging
1
Jump-diffusion models
1
Natural gas
1
Natural gas options
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Quadratic hedging
1
Resource economics
1
Rohstoffderivat
1
Stochastic process
1
Stochastischer Prozess
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Nawar, Roy
2
Siu, Tak Kuen
2
Ewald, Christian-Oliver
1
Ewald, Christian-Olivier
1
Published in...
All
Energy economics
Insurance / Mathematics & economics
25
Applied mathematical finance
14
Economic modelling
12
Insurance: Mathematics and Economics
12
Applied Mathematical Finance
7
Computational economics
7
Economic Modelling
6
International journal of theoretical and applied finance
6
Annals of finance
5
IMA journal of management mathematics
5
Annals of operations research
4
Asia-Pacific financial markets
4
European journal of operational research : EJOR
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
Journal of economic dynamics & control
3
Operations research letters
3
International journal of production economics
2
Managerial Finance
2
Managerial finance
2
Mathematical methods of operations research
2
Quantitative Finance
2
Risk and decision analysis
2
Risks : open access journal
2
Scandinavian actuarial journal
2
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
2
The journal of futures markets
2
Advances in statistics, probability and actuarial science
1
American journal of agricultural economics
1
Annals of Finance
1
Applied Stochastic Models in Business and Industry
1
Applied economics
1
Business intelligence in economic forecasting : technologies and techniques
1
CRIEFF Discussion Papers
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper series
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy Economics
1
Finance and stochastics
1
Innovative quick response programs in logistics and supply chain management
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
OLC EcoSci
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Minimal variance hedging of natural gas derivatives in exponential Lévy models : theory and empirical performance
Ewald, Christian-Olivier
;
Nawar, Roy
;
Siu, Tak Kuen
- In:
Energy economics
36
(
2013
),
pp. 97-107
Persistent link: https://www.econbiz.de/10009724764
Saved in:
2
Minimal variance hedging of natural gas derivatives in exponential Lévy models: Theory and empirical performance
Ewald, Christian-Oliver
;
Nawar, Roy
;
Siu, Tak Kuen
- In:
Energy economics
36
(
2013
),
pp. 97-107
Persistent link: https://www.econbiz.de/10010083743
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
