Keywords: G13; L71; Q41; Swaps market; Futures market; WTI crude derivatives;
مقالات ISI (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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.
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: E44; F30; G12; G13; G15; Speculation ratio; Returns volatility; Chinese futures markets; Agricultural commodities;
Keywords: Banks; Contingent capital; Risk-shifting; Financial leverage; G13; G21; G28;
Keywords: G12; G13; G32; Derivatives; Risk management; Asset pricing; Financial distress risk;
Keywords: Crude oil; Futures; Options; Speculation; Risk aversion; Risk premium; G13; G17;
Keywords: Power markets; Risk management; Structural model; Hedging; Weather-risks; Climate change economics; G10; G13; Q40; Q42;
Keywords: Latent factors; Jumps; Non-Gaussian state space models; Modified Kalman filter; Commodity futures; G13; C58;
Keywords: Idiosyncratic volatility; Anomalies; Mispricing; Fama-French model; Asset pricing; G13;
Keywords: Portfolio selection; Kalman filter; Mean reversion; G11; G13;
Keywords: F34; G12; G13; G15; H63; Credit risk; Sovereign debt; Governance; International financial markets;
Keywords: Futures options pricing; Stochastic interest rates; Correlations; Long-dated crude oil derivatives; C13; C60; G13; Q40;
Keywords: Financialization; Commodities; Liquidity; Financial crisis; Index funds; G10; G12; G13; G23;
Keywords: Commodity prices; Futures prices; Convenience yield; Risk premium; Scarcity; Investment; Irreversibility; General equilibrium; Simulated Method of Moments (SMM); Regime-switching model; C0; G12; G13; D51; D81; E2,;
Keywords: E31; E44; G13; Inflation compensation; Inflation options; Risk-neutral densities; Inflation risk aversion; Balance of inflation risks;
Keywords: Dated Brent; Physical crude oil; Benchmark assessment; Brent futures; G13; G14; Q02; Q41;
Keywords: Entropy; Coentropy; Term structure; Yields; Excess returns; Affine models; Recursive preferences; Disasters; G12; G13;
Keywords: G01; G13; G20; G21; G28; Options; Information efficiency; Opaqueness; Short-sell ban; Banking;
Keywords: G11; G13; G15; G23; Crisis; Hedging; Commodity markets; Stock markets;
Keywords: Q43; C53; G11; G13; Crude oil futures; Density forecasts; Forecast combination; Risk and returns;
Keywords: Credit default swap; Recovery rates; Implied tree models; Implied volatility; Local volatility; Option pricing; C02; C13; G12; G13;
Keywords: Option-implied volatility; Oil prices; Volatility risk; Cross-section; Factor-mimicking portfolios; Financial intermediaries; G12; G13; E44; Q02;
Keywords: Buyouts; Real options; Fear of preemption; G34; G13; G32;
Keywords: M52; M55; J33; G34; G32; G13; M41; Performance-vesting provisions; Executive compensation; Stock awards; Option awards; Time-vesting; Performance measures; CEO pay; Corporate governance;
Keywords: Incomplete markets; No arbitrage; Option pricing bounds; Bid-ask spread; Volatility bounds; G12; G13;
Keywords: Barrier options; Black-Scholes equation; Discontinuous payoff; Fractional moments; Maximum entropy; Mellin transform; C02; C65; G13;
Keywords: Commodity futures prices; Breakeven inflation; Bayesian VAR; Bai-Perron multiple breakpoint regression; GARCH; C58; G13;
Keywords: C22; G12; G13; G14; Feedback trading; Stock index futures; Market efficiency; South Africa;
Keywords: C53; C22; G14; G13; R21; R31; House price forecasting; DMA; Rolling forecasting; MCS;
Keywords: C58; G13; G17; Q40; Q41; Q47; Crude oil; Crack spread; Gasoline; Futures; Downside risk; Hedging; Copula; Risk management; Dependence;
Keywords: G12; G13; Volatility; Expected option return; Cross-section of option returns;
Keywords: G13; Q3; C02; Discounted cash flow; Real options valuation; Geometric Brownian Motion; Commodity price; Volatility; Implicit FDM and explicit FDM; Radial basis function; Exchange rate;
Keywords: G13; G14; Q10; Contango and backwardation; Weak-form market efficiency; Investor demand; Spot-futures relation; Crude palm oil;
Keywords: Local regime-switching model; Closed system; Optimal control problem; Tikhonov regularization; C51; C61; G13;
Keywords: Commodities; Variance risk premia; Variance swaps; G12; G13;
Keywords: Parameter estimation risk; Bayesian option pricing; Greeks; Probability of default; G13; G17; G32; C53;
Keywords: Dividends; Retained earnings; Growth options; Real options; Capital structure; Default; Debt costs; G31; G13;
Keywords: C22; C51; C52; G13; Volumetric risk; Spot electricity price; Wind power production; Time-varying copula model; Risk management; Correlation risk;
Keywords: Growth option; Contingent capital; Agency conflicts; G13; G31; G32; G33;
Keywords: American options; Early exercise premium; Hyper-exponential jump-diffusion model; Maturity randomization; Jump-diffusion disentanglement; G01; G12; G13; C51; C52; C61;
Keywords: G13; G14; C13; Options-implied PDFs; Futures; Options; Oil;
Keywords: 60G40; 62L15; 91G20; 91G80; C41; D53; G13; Optimal multiple stopping; Storage cost; Agricultural futures; Mean reversion; Non-convergence; Basis;
Keywords: G13; G14; G18; G28; Adequate speculation; Excess speculation; Crude oil futures market; Volatility;
Keywords: G12; G13; Return risk premia; Volatility risk premia; Linear factor models; Default premium; Return and volatility market segmentation;
Keywords: Real option; Capital budgeting; G13; G31;
Keywords: G1; G12; G13; Liquidity risk; Credit default swap; Corporate bond; Bid-ask spread; Credit spread;
Keywords: Commodity futures; Crude oil; Index investment; Mapping algorithm; D84; G13; Q13; Q41;
Keywords: Fund manager compensation; Risk-taking incentives; Managerial skill; Abnormal return; Private equity; Buyout funds; G13; G23; G24;
Keywords: Commodities; Multifactor models; Stochastic volatility; Derivatives; G13; Q41; C33;
Keywords: Futures; Options; Production; State-dependent preferences; D21; D81; G13;
Keywords: Hog spread; Multiple bubbles; Commodities; Cointegration; C22; G13; Q14;