Research classified by Journal of Economic Literature (JEL) codes

2015

• Pereira da Silva, Paulo & Vieira, Isabel & Vieira, Carlos, 2015, "M&A operations: Further evidence of informed trading in the CDS market," Journal of Multinational Financial Management, Elsevier, volume 32, issue , pages 116-130, DOI: 10.1016/j.mulfin.2015.10.002.
• Daugherty, Mary Schmid & Jithendranathan, Thadavillil, 2015, "A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy," Journal of Multinational Financial Management, Elsevier, volume 32, issue , pages 95-115, DOI: 10.1016/j.mulfin.2015.10.003.
• Lee, Jaeram & Kang, Jangkoo & Ryu, Doojin, 2015, "Common deviation and regime-dependent dynamics in the index derivatives markets," Pacific-Basin Finance Journal, Elsevier, volume 33, issue C, pages 1-22, DOI: 10.1016/j.pacfin.2015.02.001.
• Baik, Bok & Kim, Young Jun & Kim, Jungbae & Lee, Su Jeong, 2015, "Usefulness of earnings in credit markets: Korean evidence," Pacific-Basin Finance Journal, Elsevier, volume 33, issue C, pages 93-113, DOI: 10.1016/j.pacfin.2015.01.009.
• Zheng, Yao, 2015, "The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 128-142, DOI: 10.1016/j.qref.2015.02.008.
• Değerli, Ahmet & Fendoğlu, Salih, 2015, "Reserve option mechanism as a stabilizing policy tool: Evidence from exchange rate expectations," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 166-179, DOI: 10.1016/j.iref.2014.09.011.
• Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael, 2015, "Sentiment-prone investors and volatility dynamics between spot and futures markets," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 180-196, DOI: 10.1016/j.iref.2014.09.013.
• Chang, Charles & Lin, Emily, 2015, "Cash-futures basis and the impact of market maturity, informed trading, and expiration effects," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 197-213, DOI: 10.1016/j.iref.2014.09.003.
• Suh, Sangwon, 2015, "Measuring sovereign risk contagion in the Eurozone," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 45-65, DOI: 10.1016/j.iref.2014.09.002.
• Lo, C.F. & Hui, C.H. & Fong, T. & Chu, S.W., 2015, "A quasi-bounded target zone model — Theory and application to Hong Kong dollar," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 1-17, DOI: 10.1016/j.iref.2014.10.010.
• Jin, Xiaoye, 2015, "Asymmetry in return and volatility spillover between China's interbank and exchange T-bond markets," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 340-353, DOI: 10.1016/j.iref.2014.12.005.
• Kamoto, Shinsuke, 2015, "Strategic capacity expansion under a potential entry threat," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 157-177, DOI: 10.1016/j.iref.2015.01.006.
• Gonzalez-Perez, Maria T., 2015, "Model-free volatility indexes in the financial literature: A review," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 141-159, DOI: 10.1016/j.iref.2015.02.018.
• Hui, Cho-Hoi & Fong, Tom Pak-Wing, 2015, "Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 174-190, DOI: 10.1016/j.iref.2015.02.011.
• Balcilar, Mehmet & Gungor, Hasan & Hammoudeh, Shawkat, 2015, "The time-varying causality between spot and futures crude oil prices: A regime switching approach," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 51-71, DOI: 10.1016/j.iref.2015.02.008.
• Karagiannidis, Iordanis & Sykes Wilford, D., 2015, "Modeling fund and portfolio risk: A bi-modal approach to analyzing risk in turbulent markets," Review of Financial Economics, Elsevier, volume 25, issue C, pages 19-26, DOI: 10.1016/j.rfe.2015.02.005.
• Orlowski, Lucjan T., 2015, "From pit to electronic trading: Impact on price volatility of U.S. Treasury futures," Review of Financial Economics, Elsevier, volume 25, issue C, pages 3-9, DOI: 10.1016/j.rfe.2015.02.001.
• Schalck, Christophe & Chenavaz, Régis, 2015, "Oil commodity returns and macroeconomic factors: A time-varying approach," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 290-303, DOI: 10.1016/j.ribaf.2014.05.002.
• Leo Krippner, 2015, "A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-48, Dec.
• Javier Prado-Dominguez & Carlos Fernández-Herráiz, 2015, "A Sharpe-ratio-based measure for currencies," European Journal of Government and Economics, Europa Grande, volume 4, issue 1, pages 67-75, June.
• Leiss, Matthias & Nax, Heinrich H. & Sornette, Didier, 2015, "Super-exponential growth expectations and the global financial crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65434, Jun.
• Daniël Linders & Jan Dhaene & Wim Schoutens, 2015, "Option prices and model-free measurement of implied herd behavior in stock markets," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 485228.
• Niaz Bashiri Behmiri & Matteo Manera, 2015, "The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices," Working Papers, Fondazione Eni Enrico Mattei, number 2015.77, Sep.
• Yang-Ho Park, 2015, "The Effects of Asymmetric Volatility and Jumps on the Pricing of VIX Derivatives," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-71, Sep, DOI: 10.17016/FEDS.2015.071.
• Marianne Andries & Thomas M. Eisenbach & R. Jay Kahn & Martin C. Schmalz, 2015, "The term structure of the price of variance risk," Staff Reports, Federal Reserve Bank of New York, number 736, Aug.
• Piotr Giruæ, 2015, "Hedging strategies of derivatives instruments for commodity trading entities," GUT FME Conference Publications, Faculty of Management and Economics, Gdansk University of Technology, chapter 2, in: Blazej Prusak, "ENTERPRISES IN UNSTABLE ECONOMY".
• Robert J Bianchi & Michael E Drew & John Hua Fan, 2015, "Microscopic momentum in commodity futures," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201510, Oct.
• Andreas W. Rathgeber & David Rudolph & Stefan Stöckl, 2015, "Pricing Anomaly at the First Sight: Same Borrower in Different Currencies Faces Different Credit Spreads―An Explanation by Means of a Quanto Option," Post-Print, HAL, number hal-01371712, DOI: 10.1007/s11147-014-9106-z.
• A. Leonhardt & Andreas W. Rathgeber & J. Stadler & Stefan Stöckl, 2015, "Pricing fx Forwards in OTC Markets," Post-Print, HAL, number hal-01371713, DOI: 10.1080/00036846.2015.1011309.
• Christophe Schalck & Régis Chenavaz, 2015, "Oil commodity returns and macroeconomic factors: A time-varying approach," Post-Print, HAL, number hal-01457334, Jan, DOI: 10.1016/j.ribaf.2014.05.002.
• Paolo Mazza & Mikael Petitjean, 2015, "How integrated is the European carbon derivatives market?," Post-Print, HAL, number hal-01526028, Nov, DOI: 10.1016/j.frl.2015.07.005.
• Julien Chevallier & Sofiane Aboura, 2015, "Geographical Diversification with a World Volatility Index," Post-Print, HAL, number hal-01529755, DOI: 10.1016/j.mulfin.2015.03.001.
• Tim Xiao, 2015, "Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds," Post-Print, HAL, number hal-01812928, DOI: 10.1504/IJFMD.2015.066436.
• Philippe Bertrand & Jean-Luc Prigent, 2015, "On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)," Post-Print, HAL, number hal-01833074.
• Green, Rikard, 2015, "A Power Market Forward Curve with Hydrology Dependence An Approach based on Artificial Neural Networks," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2015/1, Jan.
• Green, Rikard, 2015, "No 2015:3 Closed Form Valuation of Three-Asset Spread Options With a view towards Clean Dark Spreads," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2015/3, May.
• Misund, Bård & Oglend, Atle, 2015, "Supply and Demand Determinants of Natural Gas Price Volatility in the U.K.: A Vector Autoregression Approach," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/10, Dec.
• Asche, Frank & Misund, Bard, 2015, "Hedging Efficiency of Atlantic Salmon Futures," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/12, Dec.
• Asche, Frank & Misund, Bard & Oglend, Atle, 2015, "Production Risk and the Futures Price Risk Premium?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/13, Dec.
• Asche, Frank & Misund, Bard & Oglend, Atle, 2015, "The Spot-Forward Relationship in the Atlantic Salmon Market," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/16, Dec.
• Misund, Bård & Osmundsen, Petter, 2015, "Probable Oil and Gas Reserves and Shareholder Returns: The Impact of Shale Gas," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/17, Dec.
• C. H. Hui & C. F. Lo & T. Fong, 2015, "A Quasi-Bounded Model for Swiss Franc's One-Sided Target Zone During 2011-2015," Working Papers, Hong Kong Institute for Monetary Research, number 152015, Jul.
• Cho-Hoi Hui & Chi-Fai Lo & Xiao-Fen Zheng & Tom Fong, 2015, "Measuring Contagion-Induced Funding Liquidity Risk in Sovereign Debt Markets," Working Papers, Hong Kong Institute for Monetary Research, number 182015, Aug.
• Jun-Biao Lin, 2015, "Hedging Strategy Comparisons Of Volatility Index Options Using Diffusion Models," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 3, pages 59-69.
• Woradee Jongadsayakul, 2015, "Determinants Of Silver Futures Price Volatility: Evidence From The Thailand Futures Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 4, pages 81-87.
• Eduardo Sandoval, 2015, "Small Vs Large Caps. Evidence From Developed And Emerging Stock Markets During Periods With And Without Financial Crisis, Small Vs Large Caps. Evidencia De Mercados Accionarios Desarrollados Y Emergentes En Periodos Con Vs Sin Crisis Financiera," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 8, issue 4, pages 27-44.
• García-Machado, Juan J. & Rybczynski, Jaroslaw, 2015, "Three-Point Volatility Smile Classification: Evidence From The Warsow Stock Exchange During Volatile Summer 2011 / Clasificación De Las Sonrisas De Volatilidad Según Tres Puntos De Monetización: Evidencia Empírica Para La Bolsa De Varsovia Durante El," Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 21, issue 1, pages 17-25.
• Tim Xiao, 2015, "Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 4, issue 1, pages 1-25.
• Tetsuya Adachi & Yoshihiko Uchida, 2015, "Variation of Wrong-Way Risk Management and Its Impact on Security Price Changes," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-11, Jul.
• Nidhi Aggarwal, 2015, "Limits to arbitrage: The case of single stock futures and spot prices," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-010, May.
• Rohini Grover, 2015, "The informational role of algorithmic traders in the option market," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-012, May.
• Aguilar-Juárez, Isabel Patricia. & Venegas-Martínez, Francisco., 2015, "Una estrategia de inversión y cobertura mediante la combinación de notas estructuradas," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 20, pages 7-46, primer se.
• Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015, "“Sovereigns and banks in the euro area: a tale of two crises”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201504, Jan, revised Jan 2015.
• Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "“Bank risk behavior and connectedness in EMU countries”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201517, Jun, revised Jun 2015.
• Maul Daniel & Fischer Martin & Schiereck Dirk, 2015, "Spekulation am Terminmarkt und die Preisentwicklung von Agrarrohstoffen am Kassamarkt: Eine Zeitreihenanalyse der CFTC Berichte für Weizen, Mais und Sojabohnen / Speculation in Futures Markets and the Impact on Agricultural Commodity Prices: A Time S," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 235, issue 6, pages 608-629, December, DOI: 10.1515/jbnst-2015-0606.
• Dilip Madan, 2015, "Asset pricing theory for two price economies," Annals of Finance, Springer, volume 11, issue 1, pages 1-35, February, DOI: 10.1007/s10436-014-0255-8.
• Robert Elliott & Jia Shen, 2015, "Dynamic optimal capital structure with regime switching," Annals of Finance, Springer, volume 11, issue 2, pages 199-220, May, DOI: 10.1007/s10436-015-0260-6.
• Robert Elliott & Jia Shen, 2015, "Credit risk and contagion via self-exciting default intensity," Annals of Finance, Springer, volume 11, issue 3, pages 319-344, November, DOI: 10.1007/s10436-015-0259-z.
• Kazuhiro Yoshikawa, 2015, "An Approximation Scheme for Diffusion Processes Based on an Antisymmetric Calculus over Wiener Space," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 22, issue 2, pages 185-207, May, DOI: 10.1007/s10690-014-9199-2.
• Paulo Silva, 2015, "The information content of the open interest of credit default swaps," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 4, pages 381-427, November, DOI: 10.1007/s11408-015-0258-0.
• Jyh-Bang Jou & Tan (Charlene) Lee, 2015, "How Do Density Ceiling Controls Affect Housing Prices and Urban Boundaries?," The Journal of Real Estate Finance and Economics, Springer, volume 50, issue 2, pages 219-241, February, DOI: 10.1007/s11146-014-9460-5.
• Geonwoo Kim & Hyuncheul Lim & Sungchul Lee, 2015, "On pricing options with stressed-beta in a reduced form model," Review of Derivatives Research, Springer, volume 18, issue 1, pages 29-50, April, DOI: 10.1007/s11147-014-9103-2.
• Andrés Mirantes & Javier Población & Gregorio Serna, 2015, "Commodity derivative valuation under a factor model with time-varying market prices of risk," Review of Derivatives Research, Springer, volume 18, issue 1, pages 75-93, April, DOI: 10.1007/s11147-014-9104-1.
• Andreas Rathgeber & David Rudolph & Stefan Stöckl, 2015, "Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads—an explanation by means of a quanto option," Review of Derivatives Research, Springer, volume 18, issue 2, pages 107-143, July, DOI: 10.1007/s11147-014-9106-z.
• Chun-Ying Chen & Hsiao-Chuan Wang & Jr-Yan Wang, 2015, "The valuation of forward-start rainbow options," Review of Derivatives Research, Springer, volume 18, issue 2, pages 145-188, July, DOI: 10.1007/s11147-014-9105-0.
• Finbarr Murphy & Ehud Ronn, 2015, "The valuation and information content of options on crude-oil futures contracts," Review of Derivatives Research, Springer, volume 18, issue 2, pages 95-106, July, DOI: 10.1007/s11147-014-9107-y.
• Tianyang Wang & James Dyer & Warren Hahn, 2015, "A copula-based approach for generating lattices," Review of Derivatives Research, Springer, volume 18, issue 3, pages 263-289, October, DOI: 10.1007/s11147-015-9111-x.
• Luiz Vitiello & Ivonia Rebelo, 2015, "A note on the pricing of multivariate contingent claims under a transformed-gamma distribution," Review of Derivatives Research, Springer, volume 18, issue 3, pages 291-300, October, DOI: 10.1007/s11147-015-9112-9.
• Konstantinos Skindilias & Chia Lo, 2015, "Local volatility calibration during turbulent periods," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 3, pages 425-444, April, DOI: 10.1007/s11156-013-0412-6.
• Chien-Hsiu Lin & Shih-Kuei Lin & An-Chi Wu, 2015, "Foreign exchange option pricing in the currency cycle with jump risks," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 4, pages 755-789, May, DOI: 10.1007/s11156-013-0425-1.
• Cheng-Few Lee & Oleg Sokolinskiy, 2015, "R-2GAM stochastic volatility model: flexibility and calibration," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 3, pages 463-483, October, DOI: 10.1007/s11156-014-0443-7.
• Thomas Bollinger & Axel Kind, 2015, "Risk Premiums in the Cross-Section of Commodity Convenience Yields," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-17, Aug.
• Jolanta Zombirt, 2015, "Contingent Convertible Bonds as an Alternative to Strengthen Banks' Ability in Financing a Real Economy," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 3, issue 1, pages 135-149.
• Tai Young-Taft, 2015, "Marx's Theory of Money and 21st-century Macrodynamics," Economics Working Paper Archive, Levy Economics Institute, number wp_841, Jul.
• Sebastian Schich & Arturo Estrella, 2015, "Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 5, pages 19-32, October.
• Antonio Cosma & Stefano Galluccio & Paola Pederzoli & Olivier Scaillet, 2015, "Valuing American options using fast recursive projections," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 15-20.
• Panayiotis Theodossiou, 2015, "Skewed Generalized Error Distribution of Financial Assets and Option Pricing," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 4, pages 223-266, December.
• Gianluca Cassese, 2015, "Nonparametric Estimates of Option Prices Using Superhedging," Working Papers, University of Milano-Bicocca, Department of Economics, number 293, Feb, revised Feb 2015.
• Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2015, "Towards a skewness index for the Italian stock market," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0064, Nov.
• Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli, 2015, "Financial connectedness among European volatility risk premia," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0058, Dec.
• Seema Narayan & Russell Smyth, 2015, "The Financial Econometrics of Price Discovery and Predictability," Monash Economics Working Papers, Monash University, Department of Economics, number 06-15, Jan.
• Skander BEN ABDALLAH & Pierre LASSERRE, 2015, "Optimum Forest Rotations of Alternative Tree Species," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 06-2015.
• Michael Osei & Zhiguang Wang, 2015, "Seasonality and Stochastic Volatility in Wheat Options," Journal of Economic Insight, Missouri Valley Economic Association, volume 41, issue 1, pages 1-20.
• George M. Constantinides & Lei Lian, 2015, "The Supply and Demand of S&P 500 Put Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 21161, May.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015, "The Pricing of Short-Term market Risk: Evidence from Weekly Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 21491, Aug.
• Xiao, Tim, 2015, "An Efficient Lattice Algorithm For The Libor Market Model," arabixiv.org, Center for Open Science, number fvtxd, Jul, DOI: 10.31219/osf.io/fvtxd.
• Xiao, Tim, 2015, "An Efficient Lattice Algorithm For The Libor Market Model," FrenXiv, Center for Open Science, number dxvnw, Jul, DOI: 10.31219/osf.io/dxvnw.
• Xiao, Tim, 2015, "An Efficient Lattice Algorithm For The Libor Market Model," SocArXiv, Center for Open Science, number qmh9c, Jul, DOI: 10.31219/osf.io/qmh9c.
• Morana Mesaric & Luka Burilovic, 2015, "Management Of Ict-Based Enterprises - Approach Through Frameworks For Business Architecture, It Governance And It Management," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 11, pages 1027-1038.
• Branimir Dukic & Sanja Coric & Danijel Bara, 2015, "Information System Reengineering Effects Through The Establishment Of The Special Department For Business Intelligence In Business Entities," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 11, pages 936-954.
• Eduardo Rossi & Dean Fantazzini, 2015, "Long Memory and Periodicity in Intraday Volatility," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 4, pages 922-961.
• Chanatip Kitwiwattanachai & Neil D. Pearson, 2015, "Inferring Correlations of Asset Values and Distances-to-Default from CDS Spreads: A Structural Model Approach," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 1, pages 112-154.
• Antje Berndt, 2015, "A Credit Spread Puzzle for Reduced-Form Models," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 1, pages 48-91.
• Siddiqi, Hammad, 2015, "Analogy based Valuation of Commodity Options," MPRA Paper, University Library of Munich, Germany, number 61083, Jan.
• García Muñoz, Luis Manuel & de Lope Contreras, Fernando & Palomar Burdeus, Juan Esteban, 2015, "Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA & FVA," MPRA Paper, University Library of Munich, Germany, number 62086, Feb.
• Siddiqi, Hammad, 2015, "Analogy Based Valuation of Currency Options," MPRA Paper, University Library of Munich, Germany, number 62333, Feb.
• Siddiqi, Hammad, 2015, "Relative Risk Perception and the Puzzle of Covered Call writing," MPRA Paper, University Library of Munich, Germany, number 62763, Mar.
• Bonga-Bonga, Lumengo & Umoetok, Ekerete, 2015, "The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa," MPRA Paper, University Library of Munich, Germany, number 62932, Mar.
• Ibañez, Francisco & Romero-Meza, Rafael & Coronado-Ramírez, Semei & Venegas-Martínez, Francisco, 2015, "Innovaciones financieras en América Latina: mercados de derivados y determinantes de la administración de riesgo
  [Financial Innovations in Latin America: Derivatives markets and Determinants of Risk Management]," MPRA Paper, University Library of Munich, Germany, number 63151, Mar.
• Siddiqi, Hammad, 2015, "Anchoring Heuristic in Option Pricing," MPRA Paper, University Library of Munich, Germany, number 63218, Mar.
• Siddiqi, Hammad, 2015, "Explaining the Smile in Currency Options: Is it Anchoring?," MPRA Paper, University Library of Munich, Germany, number 63528, Apr.
• Cayton, Peter Julian, 2015, "A Nonparametric Option Pricing Model Using Higher Moments," MPRA Paper, University Library of Munich, Germany, number 63755, Apr.
• Hammad, Siddiqi, 2015, "Index Option Returns from an Anchoring Perspective," MPRA Paper, University Library of Munich, Germany, number 65331, Jun.
• Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad & Karimli, Tural, 2015, "Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması
  [Extracting risk-neutral probability distribution from Brent oil options]," MPRA Paper, University Library of Munich, Germany, number 65704, Jul.
• Mehta, Deepshikha, 2015, "Evidences of efficient investment portfolio in Indian capital markets-An analysis based on BSE and NSE indices," MPRA Paper, University Library of Munich, Germany, number 66494, Aug.
• Grothe, Magdalena & Meyler, Aidan, 2015, "Inflation forecasts: Are market-based and survey-based measures informative?," MPRA Paper, University Library of Munich, Germany, number 66982.
• Hertrich, Markus, 2015, "A Note on Credit Spread Forwards," MPRA Paper, University Library of Munich, Germany, number 67838.
• Bornah, Mathew, 2015, "The key characteristics of the EURO 2012 arenas and the sources of their financing," MPRA Paper, University Library of Munich, Germany, number 68203, Dec.
• Siddiqi, Hammad, 2015, "Anchoring and Adjustment Heuristic in Option Pricing," MPRA Paper, University Library of Munich, Germany, number 68595, Dec.
• Cayton, Peter Julian & Ho, Kin-Yip, 2015, "A Nonparametric Option Pricing Model Using Higher Moments," MPRA Paper, University Library of Munich, Germany, number 79134, Apr.
• Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015, "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers, University of Pretoria, Department of Economics, number 201515, Mar.
• Sylvia Sarantopoulou-Chiourea & George Skiadopoulos, 2015, "A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion," Working Papers, Queen Mary University of London, School of Economics and Finance, number 741, Mar.
• Zhong Chen & Bo Han & Yeqin Zeng, 2015, "Does Corporate Financial Risk Management Add Value? Evidence from Cross-Border Mergers and Acquisitions," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-04, Apr.
• Cyn-Young Park & Rogelio Mercado & Jaehun Choi & Hosung Lim, 2015, "Price Discovery and Foreign Participation in the Republic of Korea’s Government Bond Cash and Futures Markets," ADB Economics Working Paper Series, Asian Development Bank, number 427, Mar.
• Babu Jose & Daniel Lazar, 2015, "Causality between Indian Futures and Cash Markets - Analysis with Granger Causality Block Exogenity Model," Asian Business Review, Asian Business Consortium, volume 5, issue 3, pages 103-110.
• Adam Zaremba, 2015, "Inflation, Business Cycles, and Commodity Investing in Financialized Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 1-18.
• Ersan Ersoy & Levent Çıtak, 2015, "Intraday Lead-Lag Relationship between Stock Index and Stock Index Futures Markets: Evidence from Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 3, pages 1-18.
• Aparna Bhat & Kirti Arekar, 2015, "An Empirical Test of Efficiency of Exchange-Traded Currency Options in India," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 4, pages 1-17.
• Imlak Shaikh & Puja Padhi, 2015, "On the Relationship of Ex-ante and Ex-post Volatility: A Sub-period Analysis of S&P CNX Nifty Index Options," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 2, pages 140-175, August, DOI: 10.1177/0972652715584266.
• Markus Hertrich, 2015, "A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 151, issue 3, pages 227-260, September.
• Olivares Aguayo, Héctor Alonso & Ortiz Ramírez, Ambrosio & Bucio Pacheco, Christian, 2015, "Escenarios Monte Carlo para estrategias con expectativas de baja volatilidad cambiante mediante opciones europeas de compra y venta / Monte Carlo scenarios for strategies with expectations of changing low volatility using European call and put option," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 65-94, enero-jun.
• Gastón Silverio, Milanesi, 2015, "Modelo binomial borroso, el valor de la firma apalancada y los efectos de la deuda / Fuzzy binomial model, the value of levered firms and the debt effects," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 9-42, enero-jun.
• Eduardo Astorino & Fernando Chague, Bruno Cara Giovannetti, Marcos Eugênio da Silva, 2015, "Variance Premium and Implied Volatility in a Low-Liquidity Option Market," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2015_08, May.
• Pascal François & Sophie Pardo, 2015, "Prepayment risk on callable bonds: theory and test," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 38, issue 2, pages 147-176, October, DOI: 10.1007/s10203-015-0162-0.
• Georg Lehecka, 2015, "Do hedging and speculative pressures drive commodity prices, or the other way round?," Empirical Economics, Springer, volume 49, issue 2, pages 575-603, September, DOI: 10.1007/s00181-014-0886-7.
• David Hobson & Martin Klimmek, 2015, "Robust price bounds for the forward starting straddle," Finance and Stochastics, Springer, volume 19, issue 1, pages 189-214, January, DOI: 10.1007/s00780-014-0249-4.
• Jean-François Chassagneux & Romuald Elie & Idris Kharroubi, 2015, "When terminal facelift enforces delta constraints," Finance and Stochastics, Springer, volume 19, issue 2, pages 329-362, April, DOI: 10.1007/s00780-015-0260-4.
• Peter Bank & Dmitry Kramkov, 2015, "A model for a large investor trading at market indifference prices. I: Single-period case," Finance and Stochastics, Springer, volume 19, issue 2, pages 449-472, April, DOI: 10.1007/s00780-015-0258-y.
• Philipp Mayer & Natalie Packham & Wolfgang Schmidt, 2015, "Static hedging under maturity mismatch," Finance and Stochastics, Springer, volume 19, issue 3, pages 509-539, July, DOI: 10.1007/s00780-014-0254-7.
• Romuald Elie & Emmanuel Lépinette, 2015, "Approximate hedging for nonlinear transaction costs on the volume of traded assets," Finance and Stochastics, Springer, volume 19, issue 3, pages 541-581, July, DOI: 10.1007/s00780-015-0262-2.
• Amel Bentata & Rama Cont, 2015, "Forward equations for option prices in semimartingale models," Finance and Stochastics, Springer, volume 19, issue 3, pages 617-651, July, DOI: 10.1007/s00780-015-0265-z.
• Denis Belomestny & Mark Joshi & John Schoenmakers, 2015, "Addendum to: Multilevel dual approach for pricing American style derivatives," Finance and Stochastics, Springer, volume 19, issue 3, pages 681-684, July, DOI: 10.1007/s00780-015-0267-x.
• Fred Benth & Nils Detering, 2015, "Pricing and hedging Asian-style options on energy," Finance and Stochastics, Springer, volume 19, issue 4, pages 849-889, October, DOI: 10.1007/s00780-015-0270-2.
• Lingfei Li & Vadim Linetsky, 2015, "Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach," Finance and Stochastics, Springer, volume 19, issue 4, pages 941-977, October, DOI: 10.1007/s00780-015-0271-1.
• Udo Broll & Peter Welzel & Kit Wong, 2015, "Futures hedging with basis risk and expectation dependence," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 62, issue 3, pages 213-221, September, DOI: 10.1007/s12232-015-0240-1.
• Terrance Grieb, 2015, "Mean and volatility transmission for commodity futures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 100-118, January, DOI: 10.1007/s12197-012-9245-8.
• Ingo Pies, 2015, "Spekulation mit Agrarrohstoffen – eine Replik," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 95, issue 11, pages 789-795, November, DOI: 10.1007/s10273-015-1903-y.
• Christian Conrad, 2015, "Die Auswirkungen der Spekulation mit Nahrungsmitteln und Rohstoffen," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 95, issue 6, pages 429-435, June, DOI: 10.1007/s10273-015-1843-6.
• Nico Katzke & Chris Garbers, 2015, "Do Long Memory and Asymmetries Matter When Assessing Downside Return Risk?," Working Papers, Stellenbosch University, Department of Economics, number 06/2015.
• Hooi Hooi Lean & Russell Smyth, 2015, "Testing for weak-form efficiency of crude palm oil spot and future markets: new evidence from a GARCH unit root test with multiple structural breaks," Applied Economics, Taylor & Francis Journals, volume 47, issue 16, pages 1710-1721, April, DOI: 10.1080/00036846.2014.1002905.
• Gianfranco Gianfelice & Giuseppe Marotta & Costanza Torricelli, 2015, "A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises," Applied Economics, Taylor & Francis Journals, volume 47, issue 2, pages 129-147, January, DOI: 10.1080/00036846.2014.967379.
• Evangelos C. Charalambakis, 2015, "On the Prediction of Corporate Financial Distress in the Light of the Financial Crisis: Empirical Evidence from Greek Listed Firms," International Journal of the Economics of Business, Taylor & Francis Journals, volume 22, issue 3, pages 407-428, November, DOI: 10.1080/13571516.2015.1020131.
• Daniele Girardi, 2015, "Financialization of food . Modelling the time-varying relation between agricultural prices and stock market dynamics," International Review of Applied Economics, Taylor & Francis Journals, volume 29, issue 4, pages 482-505, July, DOI: 10.1080/02692171.2015.1016406.
• Daniël Linders & Jan Dhaene & Wim Schoutens, 2015, "Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-002/IV/DSF 83, Jan.
• Lin Zhao & Sweder van Wijnbergen, 2015, "Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-104/VI/DSF95, Aug.
• Holmberg, Par & Willems, Bert, 2015, "Relaxing competition through speculation : Committing to a negative supply slope," Other publications TiSEM, Tilburg University, School of Economics and Management, number e39e21c0-d1d3-495e-83c5-b.
• Drelichman, Mauricio & Voth, Hans-Joachim, 2015, "Duplication without Constraints: Alvarez Nogal and Chamley’s Analysis of Debt Policy under Philip II," Economics working papers, Vancouver School of Economics, number mauricio_drelichman-2015-, Sep, revised 02 Sep 2015.
• Drelichman, Mauricio & Hans-Joachim, Voth, 2015, "Returns to Investing in Sovereign Debt: a Response to Alvarez Nogal and Chamley," Economics working papers, Vancouver School of Economics, number mauricio_drelichman-2015-, Sep, revised 02 Sep 2015.
• Mahringer, Steffen & Fuess, Roland & Prokopczuk, Marcel, 2015, "Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach," Working Papers on Finance, University of St. Gallen, School of Finance, number 1512, Jun.
• Mathias Barkhagen & Jörgen Blomvall & Eckhard Platen, 2015, "Recovering the Real-World Density and Liquidity Premia From Option Data," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 363, Sep.
• Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2015, "Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 366, Dec.
• Martina Nardon & Paolo Pianca, 2015, "Probability weighting functions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:29.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2015, "Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-39.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015, "Parametric Inference and Dynamic State Recovery From Option Panels," Econometrica, Econometric Society, volume 83, issue 3, pages 1081-1145, May.
• James D. Hamilton & Jing Cynthia Wu, 2015, "Effects Of Index‐Fund Investing On Commodity Futures Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 1, pages 187-205, February, DOI: 10.1111/iere.12099.
• Jaime Casassus & Peng Liu & Ke Tang, 2015, "Maximal Gaussian Affine Models for Multiple Commodities: A Note," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 1, pages 75-86, January.
• Minqiang Li & Fabio Mercurio, 2015, "Analytic Approximation of Finite‐Maturity Timer Option Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 3, pages 245-273, March.
• Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu, 2015, "A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 4, pages 339-356, April.
• Jürgen Gaul & Erik Theissen, 2015, "A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 4, pages 371-384, April.
• Minqiang Li, 2015, "Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 6, pages 582-595, June.
• Lucjan T. Orlowski, 2015, "From pit to electronic trading: Impact on price volatility of U.S. Treasury futures," Review of Financial Economics, John Wiley & Sons, volume 25, issue 1, pages 3-9, April, DOI: 10.1016/j.rfe.2015.02.001.
• Daniël Linders & Jan Dhaene & Wim Schoutens, 2015, "Option prices and model-free measurement of implied herd behavior in stock markets," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 1-35, DOI: 10.1142/S2424786315500127.
• Tristan Guillaume, 2015, "Analytical valuation of autocallable notes," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 1-23, DOI: 10.1142/S2424786315500164.
• Sharif Mozumder & Ghulam Sorwar & Kevin Dowd, 2015, "Revisiting variance gamma pricing: An application to S&P500 index options," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 1-24, DOI: 10.1142/S242478631550022X.
• Taiga Saito, 2015, "Self-financing strategy expression in general shape limit order book with market impacts in continuous time," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 1-19, DOI: 10.1142/S2424786315500346.
• Satoshi Hosokawa & Koichi Matsumoto, 2015, "Pricing interest rate derivatives with model risk," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 1-18, DOI: 10.1142/S2345768615500038.
• Viral V. Acharya & Stephen Schaefer & Yili Zhang, 2015, "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 1-51, DOI: 10.1142/S2010139215500068.
• Anastasios G Malliaris & William T Ziemba (ed.), 2015, "The World Scientific Handbook of Futures Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8984, ISBN: ARRAY(0x75892190), September.
• George M Constantinides, 2015, "Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9259, ISBN: ARRAY(0x74ed43c0), September.
• Paul A. Samuelson, 2015, "Proof that Properly Anticipated Prices Fluctuate Randomly," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Benoit Mandelbrot, 2015, "The Variation of Certain Speculative Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Eugene F. Fama & Kenneth R. French, 2015, "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Ramaprasad Bhar & A. G. Malliaris, 2015, "Volume and Volatility in Foreign Currency Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Claude B. Erb & Campbell R. Harvey, 2015, "The Strategic and Tactical Value of Commodity Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Robert S. Steigerwald, 2015, "Central Counterparty Clearing and Systemic Risk Regulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Barbara J. Mack, 2015, "The Fast Track to the Futures: Technological Innovation, Market Microstructure, Market Participants, and the Regulation of High-Frequency Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Paul E. Peterson & Jin Wook Choi, 2015, "Agricultural Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Raj Aggarwal & Brian Lucey & Fergal O'Connor, 2015, "World Metal Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Bluford H. Putnam, 2015, "Interest Rate Futures: Elements of a Successful Financial Innovation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Tim Weithers, 2015, "Currency Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Betty Simkins & Yuecheng Jia, 2015, "Energy Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Tom Nohel & Steven K. Todd, 2015, "Volatility as an Asset Class," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Jin Wook Choi & Jin Man Lee, 2015, "Housing Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Fotis Giannakoulis & Nikos Gavriilidis & Nikolas Arachovas, 2015, "Freight Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Eirini Konstantinidi & Gkaren Papazian & George Skiadopoulos, 2015, "Modeling the Dynamics of Temperature with a View to Weather Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Paolo Falbo & Daniele Felletti & Silvana Stefani, 2015, "Electricity Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Rita l. D'Ecclesia, 2015, "Climate Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Eleftherios I. Thalassinos & Theodoros Stamatopoulos & Pantelis E. Thalassinos, 2015, "The European Sovereign Debt Crisis and the Role of Credit Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Alexandre Ziegler & William T. Ziemba, 2015, "Returns from Investing in S&P500 Futures Options, 1985–2010," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Sebastien Lleo & William T. Ziemba, 2015, "How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• W. William Woolsey & Scott Sumner, 2015, "Nominal GDP Futures Contract Targeting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Ingo Pies & Matthias Georg Will & Thomas Glauben & Sören Prehn, 2015, "The Ethics of Financial Speculation in Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".