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Commodity derivative
52
Rohstoffderivat
52
Volatility
44
Volatilität
44
Derivat
32
Derivative
32
Theorie
28
Theory
28
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24
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China
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Forecasting model
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Hedging
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Option pricing theory
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Optionspreistheorie
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Risikoprämie
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Risk premium
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Time series analysis
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Zeitreihenanalyse
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Currency derivative
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105
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Beckmann, Joscha
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Chen, Jilong
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Czudaj, Robert
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Hao, Xiangchao
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2
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2
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2
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1
Aizenman, Joshua
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Alghalith, Moawia
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Andrieş, Alin Marius
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Arouri, Mohamed
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Azad, A. S. M. Sohel
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Aït-Youcef, Camille
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Bao, Qunfang
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Economic modelling
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
Applied economics
129
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
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)
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1
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
2
How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome
- In:
Economic modelling
97
(
2021
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
Saved in:
3
Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao
;
Dong, Yizhe
;
Sun, Mingli
;
Shi, Baofeng
;
Ji, Hao
- In:
Economic modelling
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
4
Counterparty choice in the UK credit default swap market : an empirical matching approach
Ferrara, Gerardo
;
Kim, Jun Sung
;
Koo, Bonsoo
;
Liu, Zijun
- In:
Economic modelling
94
(
2021
),
pp. 58-74
Persistent link: https://www.econbiz.de/10012694709
Saved in:
5
Price explosiveness in nonferrous metal futures markets
Ma, Richie Ruchuan
;
Xiong, Tao
- In:
Economic modelling
94
(
2021
),
pp. 75-90
Persistent link: https://www.econbiz.de/10012694717
Saved in:
6
Cross-border Italian sovereign risk transmission in EMU countries
Capasso, Salvatore
;
D'Uva, Marcella
;
Fiorelli, Cristiana
; …
- In:
Economic modelling
126
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014462235
Saved in:
7
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
8
Do exchange-traded fund activities destabilize the stock market? : evidence from the China securities index 300 stocks
Chen, Jilong
;
Xu, Liao
- In:
Economic modelling
127
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014464128
Saved in:
9
Revisiting time series momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
10
Does foreign exchange derivatives market promote R&D? : International industry-level evidence
Hao, Xiangchao
;
Sun, Qinru
;
Xie, Fang
- In:
Economic modelling
91
(
2020
),
pp. 33-42
Persistent link: https://www.econbiz.de/10012429014
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