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
~source:"econis"
~subject:"Option pricing theory"
~subject:"Risk"
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
Distributed Generation Investm...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Risk
Volatilität
38,879
Volatility
38,867
Theorie
10,796
Theory
10,795
Börsenkurs
9,097
Share price
9,094
Estimation
8,511
Schätzung
8,507
Capital income
6,914
Kapitaleinkommen
6,914
ARCH model
6,170
ARCH-Modell
6,170
Aktienmarkt
5,647
Stock market
5,631
Welt
5,129
World
5,129
USA
4,729
United States
4,707
Exchange rate
4,492
Wechselkurs
4,492
Prognoseverfahren
3,850
Forecasting model
3,849
Optionspreistheorie
3,834
Stochastischer Prozess
3,802
Stochastic process
3,800
Electricity
3,782
Elektrizität
3,495
Zeitreihenanalyse
3,176
Time series analysis
3,172
Erdgas
2,692
Natural gas
2,609
Risiko
2,525
Elektrizitätswirtschaft
2,514
Electric power industry
2,492
Oil price
2,402
Ölpreis
2,401
Spillover effect
2,210
Spillover-Effekt
2,210
more ...
less ...
Online availability
All
Free
2,217
Undetermined
2,141
Type of publication
All
Article
3,726
Book / Working Paper
2,509
Type of publication (narrower categories)
All
Article in journal
3,579
Aufsatz in Zeitschrift
3,579
Graue Literatur
855
Non-commercial literature
855
Arbeitspapier
792
Working Paper
792
Aufsatz im Buch
138
Book section
138
Hochschulschrift
134
Thesis
92
Conference paper
26
Konferenzbeitrag
26
Collection of articles of several authors
25
Sammelwerk
25
Collection of articles written by one author
23
Sammlung
23
Aufsatzsammlung
14
Forschungsbericht
13
Bibliografie enthalten
8
Bibliography included
8
Lehrbuch
7
Systematic review
6
Textbook
6
Übersichtsarbeit
6
Amtsdruckschrift
5
Government document
5
Konferenzschrift
5
Bibliografie
2
Handbook
2
Handbuch
2
Accompanied by computer file
1
Amtliche Publikation
1
CD-ROM, DVD
1
Case study
1
Conference proceedings
1
Elektronischer Datenträger
1
Elektronischer Datenträger als Beilage
1
Fallstudie
1
Ratgeber
1
Reprint
1
more ...
less ...
Language
All
English
6,154
German
77
French
5
Spanish
3
Author
All
Gupta, Rangan
71
Cui, Zhenyu
44
Carr, Peter
28
Bloom, Nicholas
26
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Härdle, Wolfgang
23
Jacobs, Kris
23
Zhang, Jin E.
23
Gatheral, Jim
21
Nguyen, Duy
21
Bekaert, Geert
20
Christoffersen, Peter F.
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Alòs, Elisa
19
Fabozzi, Frank J.
19
Guyon, Julien
19
Fengler, Matthias R.
18
Pierdzioch, Christian
18
Todorov, Viktor
18
Benth, Fred Espen
17
Christiansen, Charlotte
16
Schlag, Christian
16
Wang, Xingchun
16
Caporale, Guglielmo Maria
15
Demirer, Rıza
15
Escobar, Marcos
15
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Jiang, George J.
15
Leippold, Markus
15
Elliott, Robert J.
14
Ewald, Christian-Oliver
14
Forde, Martin
14
Hoerova, Marie
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Lin, Shih-kuei
14
more ...
less ...
Institution
All
National Bureau of Economic Research
41
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Svenska Handelshögskolan <Helsinki>
4
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of New York
3
Centre of Financial Studies
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Springer Fachmedien Wiesbaden
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Central Electricity Generating Board
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Cornell University / Cornell Food and Nutrition Policy Program
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Goethe-Universität Frankfurt am Main
1
Hochschule für Bankwirtschaft
1
Hong Kong Institute for Monetary and Financial Research
1
IGI Global
1
Institut für Weltwirtschaft
1
Institute of Finance and Accounting <London>
1
Institutt for Foretaksøkonomi <Bergen, Norwegen>
1
International Center for Financial Asset Management and Engineering
1
International Monetary Fund
1
Karlsruher Institut für Technologie
1
Leibniz-Institut für Ost- und Südosteuropaforschung
1
Melbourne Business School
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Mannheim
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
162
Finance research letters
120
Quantitative finance
107
Energy economics
102
Journal of banking & finance
97
The North American journal of economics and finance : a journal of financial economics studies
83
The journal of futures markets
76
Applied mathematical finance
75
International review of financial analysis
65
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
International review of economics & finance : IREF
57
Review of derivatives research
52
Economic modelling
51
Journal of financial economics
51
Applied economics
50
Journal of economic dynamics & control
49
International journal of financial engineering
48
European journal of operational research : EJOR
45
Journal of econometrics
44
Finance and stochastics
43
NBER working paper series
41
Computational economics
40
Journal of empirical finance
40
Journal of mathematical finance
38
The journal of derivatives : the official publication of the International Association of Financial Engineers
38
Working paper / National Bureau of Economic Research, Inc.
37
Management science : journal of the Institute for Operations Research and the Management Sciences
34
Risks : open access journal
34
Working paper
34
Economics letters
33
The European journal of finance
33
Journal of risk and financial management : JRFM
32
Research paper series / Swiss Finance Institute
32
Applied economics letters
31
Review of quantitative finance and accounting
31
Insurance / Mathematics & economics
29
NBER Working Paper
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Research in international business and finance
27
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
40
EconStor
2
BASE
1
Showing
1
-
10
of
6,235
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Flexibility
and risk transfer in
electricity
markets
Crampes, Claude
;
Renault, Jérôme
-
2021
Persistent link: https://www.econbiz.de/10013330962
Saved in:
2
Analysis and forecasting of
electricity
price risks with quantile factor models
Bunn, Derek W.
;
Andresen, Arne
;
Chen, Dipeng
; …
- In:
The energy journal
37
(
2016
)
1
,
pp. 101-122
Persistent link: https://www.econbiz.de/10011437695
Saved in:
3
On the estimation of extreme values for risk assessment and management : the ACER method
Dahlen, Kai Erik
;
Solibakke, Per Bjarte
;
Westgaard, Sjur
; …
- In:
International journal of business
20
(
2015
)
1
,
pp. 33-51
Persistent link: https://www.econbiz.de/10010520743
Saved in:
4
Supply chain 2.0 revisited : a framework for managing
volatility
: induced risk in the supply chain
Christopher, Martin
;
Holweg, Matthias
- In:
International journal of physical distribution & …
47
(
2017
)
1
,
pp. 2-17
Persistent link: https://www.econbiz.de/10011690901
Saved in:
5
The affine styled-facts price dynamics for the natural gas : evidence from daily returns and option
prices
Hsu, Chih-Chen
;
Chen, An-sing
;
Lin, Shih-kuei
- In:
Review of quantitative finance and accounting
48
(
2017
)
3
,
pp. 819-848
Persistent link: https://www.econbiz.de/10011796892
Saved in:
6
Predicting natural gas futures'
volatility
using climate risks
Guo, Kun
;
Liu, Fengqi
;
Sun, Xiaolei
;
Zhang, Dayong
;
Ji, …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473296
Saved in:
7
Macroeconomic uncertainty and natural gas
prices
: revisiting the Asian Premium
Shi, Xunpeng
;
Shen, Yifan
- In:
Energy economics
94
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012649324
Saved in:
8
Pricing and risk of swing contracts in natural gas markets
Kohrs, Hendrik
;
Mühlichen, Hermann
;
Auer, Benjamin R.
; …
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 77-167
Persistent link: https://www.econbiz.de/10012311666
Saved in:
9
Seasonal Stochastic
Volatility
: implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
10
Bayesian SVLEDEJ model for detecting jumps in logarithmic growth rates of one month forward gas contract
prices
Kostrzewski, Maciej
- In:
Central European journal of economic modelling and …
8
(
2016
)
3
,
pp. 161-179
Persistent link: https://www.econbiz.de/10011634897
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
