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Commodity derivative
46
Rohstoffderivat
46
Derivat
45
Derivative
45
Volatility
36
Volatilität
36
Theorie
27
Theory
27
Estimation
23
Schätzung
23
Welt
21
World
21
Credit derivative
19
Hedging
19
Kreditderivat
19
Commodity exchange
17
Warenbörse
17
Börsenkurs
16
Share price
16
ARCH model
15
ARCH-Modell
15
Credit risk
14
Kreditrisiko
14
Currency derivative
13
Index derivative
13
Indexderivat
13
Option pricing theory
13
Optionspreistheorie
13
Portfolio selection
13
Portfolio-Management
13
Währungsderivat
13
Oil price
12
Ölpreis
12
Efficient market hypothesis
11
Effizienzmarkthypothese
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Erdöl
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Financial crisis
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Finanzkrise
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129
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García, Philip
5
Hammoudeh, Shawkat
3
Irwin, Scott H.
3
Roca, Eduardo
3
Wang, Tianyi
3
Bouri, Elie
2
DeBoyrie, Maria Eugenia
2
Deng, Jun
2
Etienne, Xiaoli Liao
2
Fonseca, José da
2
Goutte, Stéphane
2
Han, Chulwoo
2
Hatemi-J, Abdulnasser
2
Indriawan, Ivan
2
Kumar, Satish
2
Li, Xiaolong
2
Luo, Jiawen
2
Pal, Debdatta
2
Pavlova, Ivelina
2
Ran, Guanghe
2
Roubaud, David
2
Shahzad, Syed Jawad Hussain
2
Shen, Bing
2
Tiwari, Aviral Kumar
2
Todorova, Neda
2
Yoon, Seong-min
2
Yu, Mei
2
Zhao, Xiaokang
2
Zhu, Huiming
2
Abid, Ilyes
1
Agiakloglou, Christos N.
1
Ahalawat, Shweta
1
Aiube, Fernando Antônio Lucena
1
Alam, Md Rafayet
1
Alañón Pardo, Ángel
1
Alfano, Simon
1
Alizadeh-Masoodian, Amir H.
1
Allen, William A.
1
Almeida, Rodrigo Borges de
1
Aloui, Chaker
1
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Applied economics
The journal of futures markets
841
Energy economics
359
Journal of banking & finance
329
International journal of theoretical and applied finance
222
International review of financial analysis
177
NBER working paper series
175
IMF Working Papers
167
Finance research letters
166
Working paper / National Bureau of Economic Research, Inc.
157
Journal of international money and finance
147
NBER Working Paper
144
International review of economics & finance : IREF
137
The journal of finance : the journal of the American Finance Association
134
Applied financial economics
133
Journal of financial economics
127
The journal of derivatives : the official publication of the International Association of Financial Engineers
116
Journal of financial and quantitative analysis : JFQA
115
Journal of international financial markets, institutions & money
113
The journal of fixed income
113
The review of financial studies
111
Working paper
106
Economic modelling
105
Applied economics letters
99
Applied mathematical finance
99
The North American journal of economics and finance : a journal of financial economics studies
99
The European journal of finance
97
Review of derivatives research
94
Advances in futures and options research : a research annual
90
IMF Staff Country Reports
90
Economics letters
88
SpringerLink / Bücher
85
Discussion paper / Centre for Economic Policy Research
84
Quantitative finance
83
The journal of structured finance
83
IMF working papers
75
Research in international business and finance
75
European journal of operational research : EJOR
74
Journal of empirical finance
73
Global finance journal
71
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ECONIS (ZBW)
129
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1
Should dominant contracts move to nearby months? : evidence from Chinese agricultural futures markets
Xie, Wei
;
Yi An
- In:
Applied economics
55
(
2023
)
41
,
pp. 4817-4840
Persistent link: https://www.econbiz.de/10014334766
Saved in:
2
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
3
Spot market and
derivative
segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
4
The distribution of commodity futures : a test of the generalized hyperbolic process
Pal, Debdatta
- In:
Applied economics
56
(
2024
)
15
,
pp. 1763-1783
Persistent link: https://www.econbiz.de/10014473212
Saved in:
5
An ARDL approach to study the cointegration relations between the Shanghai crude oil futures and global markets
Wang, Hongxia
;
Qiu, Shushu
;
Wang, Jianli
;
Yick, Ho Yin
- In:
Applied economics
56
(
2024
)
10
,
pp. 1208-1219
Persistent link: https://www.econbiz.de/10014446559
Saved in:
6
Effects of the Fed's enhanced swap line with the ECB on CIP deviations
Moessner, Richhild
;
Allen, William A.
- In:
Applied economics
53
(
2021
)
10
,
pp. 1178-1183
Persistent link: https://www.econbiz.de/10012425457
Saved in:
7
Speculation and food-grain prices
Lawson, Joshua
;
Alam, Md Rafayet
;
Etienne, Xiaoli Liao
- In:
Applied economics
53
(
2021
)
20
,
pp. 2305-2321
Persistent link: https://www.econbiz.de/10012501199
Saved in:
8
ETFs and information asymmetry of underlying securities : evidence on the volume-conditioned return autocorrelation
Kang, Moonsoo
- In:
Applied economics
55
(
2023
)
46
,
pp. 5434-5450
Persistent link: https://www.econbiz.de/10014335213
Saved in:
9
Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
Saved in:
10
Relationship between ETFs and underlying indices : a fractional cointegration approach
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Applied economics
55
(
2023
)
27
,
pp. 3184-3193
Persistent link: https://www.econbiz.de/10014299141
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