Keywords: G13; Derivatives; Transaction costs;
مقالات ISI ترجمه شده
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: G13; G17; Interest rate model; Jump-diffusion stochastic processes; Stochastic volatility; Risk-neutral measure; Numerical differentiation; Nonparametric estimation;
Keywords: G13; Q02; Q58; Emission allowances; Intertemporal trading; Carbon futures; Risk premia; EU ETS;
Keywords: Non-marketability discount; Illiquidity; Thin-traded securities; G01; G12; G13;
Keywords: Commodity; Financialization; Futures prices; Index fund; Investments; Risk premium; Storable; D84; G12; G13; G14; Q13; Q41;
Keywords: G01; G12; G13; Default correlation; Debt market liquidity; Credit default swap (Cds); Debt maturity; Correlation in default probabilities;
Keywords: Real options; Foreign direct investment; Subsidy; Tax reduction; F21; F68; G11; G13;
Keywords: Q54; Q58; H23; G13; Climate change; Uncertainty; Carbon tax; Tradable permits; State-contingent pricing; Prediction markets;
Keywords: C51; G13; L94; Q40; Electricity markets; Default supply auctions; Speculation and hedging; Power derivatives;
Keywords: Term structure of interest rates; Cyclical fluctuations; Bond pricing; TSIR fitting performance; Interest rates forecast; D53; E43; G13; C58; E32; C31;
Keywords: G12; G13; G15; Binomial contingent claim model; Dividend policy; Corporate debt;
Keywords: D43; G13; L12; L13; Q41; Forward pricing; Electricity markets; Market power; Arbitrage;
Keywords: C61; D81; G13; O31; O34; Patent renewal; R&D investment; Real options; Renewal fees; Uncertainty;
Keywords: Money market bubbles; Strict local martingales; Markov chain Monte Carlo; Stochastic volatility models; Benchmark approach; C6; C63; G1; G13;
Keywords: Election risk; State intervention; Expropriation; Options; H13; P16; G13;
Keywords: European vulnerable option; Funding spreads; Collateral; Local volatility; Backward stochastic differential equations; 91G20; 91G40; 91G60; G13; D81;
Keywords: G13; G20; C32; Funding liquidity; Market quality; Price discovery; Market liquidity; Spillover;
Keywords: D46; G12; G13; L94; Q41; Q48; Electricity markets; Electricity prices; Electricity futures; Liquidity; Risk premia;
Keywords: C22; E32; G13; O13; Q02; Economic uncertainty; Commodity prices; Volatility;
Keywords: G13; G14; Q41; Risk premium; Electricity futures; EPAD; Nordic electricity market; Arbitrage;
Keywords: G13; G17; Jump-diffusion stochastic processes; Seasonality; Risk-neutral measure; Numerical differentiation; Nonparametric estimation; Risk premium;
Keywords: Code: C1; G1; G10; G13; C13; C32; Wavelet analysis; CAPM; Equity betas; Sectors;
Keywords: G11; G13; L94; L95; Natural gas market; Electricity market; Futures contracts; Spark spread; Hedging ratio; Seasonal effects;
Keywords: G11; G12; G13; G14; G20; G24; Volatility forecasts; Tanker freight rates; Oil price shocks; GARCH-X models;
Keywords: C32; C58; G13; G15; Q14; Q42; Biofuel; Spot prices; Futures prices; Returns; Volatility; Risk; Co-risk; Bio-ethanol; Corn; Sugarcane; Diagonal BEKK model; Co-volatility spillover effects; Hedging; Risk management;
Keywords: G13; C67; Contingent convertible bond; Capital-ratio trigger; Conversion time; Equity-conversion CoCo; Post-conversion risk premium;
Keywords: Q41; Q47; G13; G17; C53; C58; Volatility forecasting; Investor fear gauge; Crude oil futures; HAR models; Realized volatility;
Keywords: Option pricing; Regime switch; Commodity option; Stochastic volatility; Integration over simplex; C63; G13;
Keywords: Risk-neutral moments; Crude oil; Option returns; Stock returns; Predictability; G12; G13; D47;
Keywords: Variance risk premium; Risk aversion; Stock market returns predictability; G12; G13;
Keywords: G12; G13; Non-affine derivative pricing models; Log volatility models; Quadratic volatility models; Downward volatility jumps; Variance swaps;
Keywords: G13; G18; Q02; Q40; Q42; Futures hedging; Corn; Ethanol; Renewable fuel standard; Data set choice; Model choice; 2013 Corn harvest;
Keywords: Risk premia; Option pricing; Stochastic volatility; Jumps; Unspanned volatility; Hedging; G10; G12; G13;
Keywords: G14; G13; Price discovery; Foreign exchange market; Information share; Macroeconomic news; Market integration and consolidation;
Keywords: G13; G32; C63; 91G60; 62P05; 60E10; 65T60; Market risk; Liquidity risk; Stochastic liquidity horizon; Value-at-Risk; Expected shortfall; Shannon wavelets;
Keywords: Performance sensitive debt; Contingent convertibility; Debt overhang; Asset substitution; G13; G32;
Keywords: G13; G33; G32; Real options; Investment quantity; Capital structure; Liquidation value; Collateral;
Keywords: Lotteries; Gambling; Financial innovation; Cumulative prospect theory; Callable bull/bear contract (CBBC); D03; D81; G12; G13; G23;
Keywords: C62; D50; D82; G13; Bayesian games; Pure-strategy equilibrium; Correlated information; Atomless independent supplement; Radner-Rosenthal (RR) example;
Keywords: C32; F31; G13; G14; Price discovery; Lead-lag relation; Currency market; Error correction model; Cost-of-carry model;
Keywords: Bankruptcy; Adverse selection; Accounting quality; Signaling game; Real options; M&A; D82; G13; G33;
Keywords: C22; G13; Q02; Economic and financial; Uncertainty; Commodity futures markets; Returns; Volatility; Nonparametric causality-in-quantiles test;
Keywords: VIX options; VIX futures; Heston model; Stochastic volatility; Jump-diffusion; Displacement; G12; G13;
Keywords: C60; G12; G13; Q40; Energy markets; Structural models; Derivatives pricing; Electricity forwards; Interconnection;
Keywords: VIX; Implied volatility; Options market; Emerging markets; Market microstructure; F30; G13; G14;
Keywords: Multi-factor stochastic volatility; Futures curve modelling; Option pricing; Calendar spread options; Crude oil; Fourier inversion methods; C02; G13;
Keywords: E43; G12; G13; G17; Bond volatility index; Stock return predictability; Asset allocation; Out-of-sample test; Return decomposition;
Keywords: C4; G13; G32; Tail risk; Leverage effect; Feedback effect; Dynamic conditional correlation; VIX; SKEW; VVIX;
Keywords: C22; C24; G12; G13; G18; Q02; Q11; Range based volatility; Wheat futures; Speculation;
Keywords: Skewness; Commodities; Futures pricing; Selective hedging; G13; G14;