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~isPartOf:"Journal of banking & finance"
~subject:"Risikoprämie"
~subject:"Risk"
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Risikoprämie
Risk
Volatility
375
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374
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126
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126
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122
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122
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Prokopczuk, Marcel
3
Wese Simen, Chardin
3
Doran, James S.
2
Jacobs, Kris
2
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2
Mele, Antonio
2
Obayashi, Yoshiki
2
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Journal of banking & finance
Energy economics
94
Finance research letters
93
Working paper / National Bureau of Economic Research, Inc.
63
International review of financial analysis
62
NBER working paper series
61
Journal of financial economics
59
The North American journal of economics and finance : a journal of financial economics studies
58
International review of economics & finance : IREF
56
NBER Working Paper
49
Economic modelling
45
Journal of empirical finance
43
Applied economics
39
Working paper
39
Journal of international money and finance
34
Applied economics letters
33
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32
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30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The review of financial studies
29
Research in international business and finance
28
The journal of futures markets
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Journal of international financial markets, institutions & money
27
CESifo working papers
26
Discussion papers / CEPR
25
Research paper series / Swiss Finance Institute
25
Pacific-Basin finance journal
23
European journal of operational research : EJOR
22
Journal of risk and financial management : JRFM
21
Journal of financial markets
20
Finance and economics discussion series
19
Journal of economic dynamics & control
19
The journal of finance : the journal of the American Finance Association
19
Applied financial economics
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International journal of finance & economics : IJFE
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Review of quantitative finance and accounting
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Department of Economics working paper series
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ECONIS (ZBW)
78
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78
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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
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
3
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
4
Computing the market price of
volatility
risk in the energy commodity markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
Saved in:
5
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
6
Long term spread option valuation and hedging
Dempster, Michael A. H.
;
Medova, Elena
;
Tang, Ke
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2530-2540
Persistent link: https://www.econbiz.de/10003795773
Saved in:
7
Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj
;
Miffre, Joëlle
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
Saved in:
8
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
Saved in:
9
Investable commodity premia in China
Bianchi, Robert
;
Fan, John Hua
;
Zhang, Tingxi
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012820586
Saved in:
10
Option returns, risk premiums, and demand pressure in energy markets
Jacobs, Kris
;
Li, Bingxin
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014248220
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