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Fabozzi, Frank J.
324
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148
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115
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112
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109
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105
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90
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89
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89
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88
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81
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80
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79
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75
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75
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75
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75
Prokopczuk, Marcel
74
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72
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71
Kraft, Holger
71
Engle, Robert F.
70
Joshi, Mark S.
70
Wong, Wing Keung
67
Carr, Peter
66
Irwin, Scott H.
66
Kelly, Bryan T.
66
Schoutens, Wim
66
Bodie, Zvi
65
Elliott, Robert J.
65
Prigent, Jean-Luc
65
Chang, Chia-Lin
64
Uppal, Raman
64
Zagst, Rudi
61
Escobar, Marcos
60
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60
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59
Wong, Hoi Ying
59
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32
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Springer Fachmedien Wiesbaden
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Ekonomiska forskningsinstitutet <Stockholm>
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Fisher Investments Inc. <Woodside, Calif.>
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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750
International journal of theoretical and applied finance
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NBER working paper series
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Finance research letters
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European journal of operational research : EJOR
529
Insurance / Mathematics & economics
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Energy economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
412
Finance and stochastics
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International review of financial analysis
371
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Journal of economic dynamics & control
361
Journal of financial economics
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Applied economics
333
The journal of finance : the journal of the American Finance Association
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301
The journal of computational finance
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271
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The journal of portfolio management : a publication of Institutional Investor
269
The review of financial studies
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Risks : open access journal
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Discussion paper / Centre for Economic Policy Research
261
The North American journal of economics and finance : a journal of financial economics studies
257
Journal of financial and quantitative analysis : JFQA
253
The European journal of finance
253
International review of economics & finance : IREF
252
Journal of empirical finance
252
SpringerLink / Bücher
247
Management science : journal of the Institute for Operations Research and the Management Sciences
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
240
Applied economics letters
227
Journal of risk and financial management : JRFM
224
Economics letters
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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RePEc
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USB Cologne (business full texts)
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OLC EcoSci
41
BASE
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10
of
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Sort
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date (oldest first)
1
Pricing commodity
index
options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
2
Pricing of Derivatives on Commodity Indices
Rauch, Johannes
-
2014
This paper introduces a novel method for pricing commodity
index
derivatives consistently with market prices of … and barrier options on the Dow Jones UBS Commodity
Index
by replicating the
index
with a portfolio of correlated single …
Persistent link: https://www.econbiz.de/10013065589
Saved in:
3
Measuring
index
investment in commodity futures markets
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
Saved in:
4
A study of first generation commodity indices : indices based on financial diversification
Ahn, Jung-Hyun
;
Six, Pierre
- In:
Finance research letters
30
(
2019
),
pp. 194-200
Persistent link: https://www.econbiz.de/10012420486
Saved in:
5
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
6
Optimal hedging strategy with futures oil markets via FIEGARCH copula model
Ifa, Dhoifli
;
Ghorbel, Ahmed
- In:
American journal of finance and accounting
4
(
2015/2016
)
2
,
pp. 151-171
Persistent link: https://www.econbiz.de/10011607085
Saved in:
7
Pricing of derivatives on commodity indices
Rauch, Johannes
;
Krayzler, Mikhail
;
Brunner, Bernhard
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
Saved in:
8
The order flow cost of
index
rolling in commodity futures markets
Irwin, Scott H.
;
Sanders, Dwight R.
;
Yan, Lei
- In:
Applied economic perspectives and policy
45
(
2023
)
2
,
pp. 1025-1050
Persistent link: https://www.econbiz.de/10014315487
Saved in:
9
Commodity channel
index
: evaluation of trading rule of agricultural commodities
Maitah, Mansoor
;
Procházka, Petr
;
Cermak, Michal
; …
- In:
International journal of economics and financial issues …
6
(
2016
)
1
,
pp. 176-178
Persistent link: https://www.econbiz.de/10011694865
Saved in:
10
Do commodity
index
traders destabilize agricultural futures prices?
Bohl, Martin T.
;
Javed, Farrukh
;
Stephan, Patrick Maurice
- In:
Applied economics quarterly
59
(
2013
)
2
,
pp. 125-148
Persistent link: https://www.econbiz.de/10010198708
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