//--> //--> //-->
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
~language:"eng"
~person:"Yamada, Yuji"
~subject:"Electric power industry"
~subject:"Share price"
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 moment computation algorithm...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Electric power industry
Share price
Hedging
10
Derivat
7
Derivative
7
Option pricing theory
7
Optionspreistheorie
7
Theorie
5
Theory
5
Portfolio selection
4
Portfolio-Management
4
Weather
4
Wetter
4
Forecasting model
3
Japan
3
Prognoseverfahren
3
Cross hedge
2
Elektrizitätswirtschaft
2
Incomplete market
2
Minimum variance hedge
2
Non-parametric regression
2
Transaction costs
2
Transaktionskosten
2
Unvollkommener Markt
2
Weather derivatives
2
2013-2016
1
Additive models
1
Anlageverhalten
1
Barrier options
1
Basket barrier options
1
Behavioural finance
1
Börsenkurs
1
Cap futures
1
Capital structure
1
Cointegration
1
Commodity derivative
1
Conditional mean-variance optimization
1
Corporate Governance
1
Corporate finance
1
Corporate governance
1
Debt financing
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Aufsatz im Buch
1
Book section
1
Language
All
English
Author
All
Yamada, Yuji
Matsumoto, Takuji
2
Primbs, James A.
2
Bunn, Derek W.
1
Rathinam, Muruhan
1
Published in...
All
Energy economics
1
Quantitative finance
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal trading with cointegrated pairs of stocks
Yamada, Yuji
;
Primbs, James A.
- In:
Recent advances in financial engineering 2011: …
,
(pp. 183-202)
.
2012
Persistent link: https://www.econbiz.de/10009573431
Saved in:
2
Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Energy economics
95
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816562
Saved in:
3
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->