TALK KEYWORD INDEX
This page contains an index consisting of author-provided keywords.
A | |
Adaptive Expectations | |
adjustment cost | |
Agents | |
Agricultural Commodities | |
agricultural commodity | |
Agriculture | |
Agriculture-specific common factor | |
aluminium | |
Amaranth | |
American option | |
Aquaculture | |
asset allocation | |
asset prices | |
Asset Pricing | |
Atlantic salmon | |
B | |
Baltic dry index | |
banks | |
Bayesian calibration | |
Behavioral | |
Beta | |
Biased Beliefs | |
Big data | |
Biofuels | |
block trading | |
Box-Cox | |
Brent crude oil market | |
bubbles | |
business cycle | |
C | |
Capital budgeting | |
carbon emissions | |
Carbon Pass-Through Rate | |
Carbon Tax | |
CARMA | |
Cash holdings | |
cash-and-carry arbitrage | |
Chinese Futures Markets | |
climate change | |
cointegration | |
Commodities | |
commodity | |
commodity excess co-movement hypothesis | |
commodity futures | |
commodity futures prices | |
Commodity futures risk premia | |
commodity index | |
Commodity index traders | |
Commodity Market | |
commodity markets | |
commodity price modeling | |
commodity prices | |
commodity pricing | |
commodity risk premia | |
Commodity trading | |
complementarity problems | |
consumption dynamics | |
Continuous time CAPM | |
convenience yield | |
copula models | |
corn | |
Corporate Collateral | |
Corporate Hedging | |
Corporate Objectives | |
Correlation | |
Correlation Swaps | |
Cournot competition | |
crude oil | |
crude oil futures | |
crude oil options | |
crude oil-linked carbon price model | |
Curve | |
D | |
day-ahead electricity prices | |
Day-ahead market | |
decarbonation | |
Default supply auctions | |
Delta hedge | |
Demand | |
derivatives | |
Diamond Stocks | |
Diebold-Mariano test | |
disaster risk | |
discrete time approximation | |
distributed generation | |
Diversification | |
Diversification features | |
Dual bounds | |
dynamic common correlated estimator | |
dynamic oligopoly | |
Dynamic Programming | |
dynamic risk | |
dynamic term structure models | |
E | |
Echo | |
Econometric forecasting | |
Economic Determinants | |
Economic Fundamentals | |
economic growth | |
economic uncertainty | |
economic variables | |
electric vehicle | |
Electricity | |
Electricity Futures | |
Electricity generation | |
electricity markets | |
Electricity price forecasting | |
Electricity prices | |
Electricity Spot and Futures Prices | |
Electricity spot price | |
Elicitability | |
Empirical Asset Pricing | |
Energy | |
Energy commodities | |
Energy Finance | |
Energy forward markets | |
Energy futures market | |
energy imbalance market | |
energy markets | |
Energy trading | |
Ensemble averaging | |
Equilibrium model | |
Equity | |
ethanol | |
EU countries | |
EUA market | |
Excess stock return | |
Exchange‐Traded Products | |
execution costs | |
Exhaustability | |
expectile | |
Exploration | |
expropriation risk | |
extended mean field games (MFGs) | |
F | |
factor model | |
feed-in-tariffs | |
FFT | |
Financial crisis | |
Financial risk and risk management | |
financial transmission rights | |
financialisation | |
financialization | |
Financialization of commodities | |
Fish meal | |
Fish Pool | |
Fish Pool Index | |
forecast | |
Forecast Combinations | |
Forecasting | |
foreign exchange | |
forward prices | |
Forward Risk Premium | |
Forward selection | |
forwards | |
fundamental | |
Futures | |
Futures basis | |
futures contracts in industrial and precious metals | |
Futures market | |
futures markets | |
futures price | |
futures prices | |
futures trading | |
G | |
G7 | |
GARCH model | |
gas storage valuation | |
GAS-Factor Copulas | |
GMM | |
Gold | |
Gold Prices | |
Granger Causality | |
Greeks | |
green certificates | |
Green Paradox | |
Growth opportunities | |
H | |
Heath-Jarrow-Morton approach | |
Hedge | |
Hedging | |
Hedging Effects | |
hedging pressure | |
herding behaviour | |
Heterogeneous Agents | |
heteroscedasticity-corrected correlation | |
high frequency data | |
High-frequency trading | |
Hotelling | |
Hourly Price Forward Curves | |
Hydro and wind generation | |
hydrological scenarios | |
I | |
Impulse Responses | |
Index funds | |
Industrial organization | |
Information | |
information asymmetry | |
insider trading | |
Interest rate hedge | |
intermediaries | |
intraday data | |
Intraday power market | |
Inventories | |
inventory | |
inventory release | |
J | |
jump | |
jump diffusion | |
Jump Risk | |
jump-diffusion models | |
L | |
lasso | |
law of one price | |
Law of Small Numbers | |
Least squares Monte Carlo | |
Lévy | |
limits to arbitrage | |
Lines of Credit | |
Liquidity | |
Long-dated crude oil options | |
long-run risk | |
Long-short strategies | |
Long-term seasonal component | |
M | |
Machine learning | |
macroeconomic growth | |
Macrofinance | |
Margined | |
Maritime financial management | |
market coupling | |
market design | |
market efficiency | |
market expectation | |
Market Informedness | |
market price of risk | |
market structure | |
Market timing | |
Markov Chain Monte Carlo | |
Markov switching | |
martingale measure | |
Mass Flows | |
McKean-Vlasov | |
mean reversion | |
mean reverting variance gamma model | |
Mean-Field type control | |
mean-reversion | |
Measures of speculation and hedging | |
metal markets | |
MF Global | |
micro-storage | |
Microscopic Momentum | |
Middle East | |
migration | |
mild explosivity | |
Mixture Distribution | |
model risk | |
model selection | |
model uncertainty | |
modelling | |
Momentum | |
Multi-factor models | |
Multivariate linear regression | |
Multivariate model | |
N | |
Nash equilibrium | |
Natural gas | |
natural gas storage | |
Negative jumps | |
network economics | |
Network Theory | |
Neural network | |
news analytics | |
nonlinear time series analysis | |
Nontradable Risk Market | |
numerical methods | |
Numerical solution methods | |
O | |
oil | |
Oil and gas industry | |
oil futures markets | |
Oil Market | |
oil price | |
oil shocks | |
oil storage | |
open interest | |
optimal decisions | |
Optimal Hedge Ratios | |
Optimal strike convention | |
Option Prices | |
Options | |
Order book | |
Order flow | |
Ornstein-Uhlenbeck process | |
out-of-sample forecasts | |
outlier detection | |
P | |
Parameter Risk | |
partial integro-differential equations | |
Performance | |
petroleum | |
Photovoltaic Panels | |
physical constraints | |
Portfolio | |
portfolio optimization | |
portfolio performance evaluation | |
portfolio risk | |
Power derivatives | |
precious metals | |
Predictability | |
price limit | |
Price spike | |
price volatility | |
Pricing | |
Probability integral transform | |
Probit model | |
production | |
Prospect Theory | |
prosumers | |
Q | |
quantitative strategies | |
R | |
R-squared decomposition | |
Rational Expectations Hypothesis | |
real option | |
Real options | |
Realized Measures | |
Realized Variance | |
Reciprocity | |
Regression | |
regret aversion | |
renewable energy | |
Renewable Policy Target | |
Renewables | |
Return forecasting | |
Return Predictability | |
Returns Volatility | |
risk | |
Risk Aversion | |
Risk levels | |
risk management | |
Risk Measures | |
Risk Premia | |
risk premium | |
S | |
Safe Haven | |
Seasonality | |
Security Design | |
Segmentation | |
sentiment | |
Shipping Markets | |
shock contagion | |
Signal integration | |
skew-Student | |
solar power | |
Soybean meal | |
speculation | |
Speculation Ratio | |
speculative bubbles | |
spot market | |
spot power price | |
Spread options | |
statistical arbitrage | |
sticky-price DSGE model | |
Stochastic calculus | |
stochastic game | |
Stochastic interest rates | |
stochastic optimal control | |
stochastic process | |
stochastic processes | |
Stochastic volatility | |
storage | |
Stress | |
Structural breaks | |
Structural Model | |
structural VAR | |
Supply | |
Survey | |
Survey Forecasts | |
swing options | |
Systemic Risk | |
T | |
tail dependence | |
tail quantile forecasting | |
Tail Risk | |
Technology | |
temperature | |
Term Structure | |
term structure of volatility | |
terrorism | |
the finite element method | |
time series | |
Time series analysis | |
Trade | |
Trading | |
trading activities | |
trading strategy | |
Trading_speed | |
Transaction Costs | |
transform | |
U | |
U.S. monetary policy | |
Univariate model | |
unspanned macroeconomic factors | |
Unspanned Risk | |
V | |
valuation of storage | |
Value | |
Value at Risk | |
VaR and CVaR | |
VARFIMA-BEKK | |
Variable selection | |
Variance stabilizing transformation | |
Variance Swaps | |
VECM | |
Virtual Power Plant | |
Volatility | |
Volatility spill-over | |
Volatility Spillover | |
volatility spillovers | |
Voluntary_liquidity_provision | |
W | |
welfare costs | |
Wheat | |
wind power futures | |
World Market Portfolio | |
WTI | |
WTI crude oil futures |