Research classified by Journal of Economic Literature (JEL) codes

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• Gabriel Hawawini & Donald B. Keim, undated, "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 08-99.
• Gary Gorton & Richard Rosen, undated, "Banks and Derivatives," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 6-95.
• Gabriel Hawawini & Donald B. Keim, undated, "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 7-97.
• Francisca Silva & Marta Simões & João Sousa Andrade, 2018, "Health Investment and Long run Macroeconomic Performance:a quantile regression approach," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-01, Jan.
• Márcio Ferreira & Hélder Sebastião, 2018, "The Iberian electricity market:Price dynamics and risk premium in an illiquid market," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-02, Feb.
• Jason West, undated, "2012-02 Marginal abatement cost curves and carbon capture and storage options in Australia," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201202.

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• Pagano Patrizio & Pisani Massimiliano, 2009, "Risk-Adjusted Forecasts of Oil Prices," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-28, June, DOI: 10.2202/1935-1690.1626.
• Ferreira José Luis, 2006, "The Role of Observability in Futures Markets," The B.E. Journal of Theoretical Economics, De Gruyter, volume 6, issue 1, pages 1-24, June, DOI: 10.2202/1534-598X.1266.
• Borovkova Svetlana & Geman Helyette, 2006, "Analysis and Modelling of Electricity Futures Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-16, September, DOI: 10.2202/1558-3708.1372.
• Benth Fred E & Saltyte-Benth Jurate, 2006, "Analytical Approximation for the Price Dynamics of Spark Spread Options," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-28, September, DOI: 10.2202/1558-3708.1355.
• Chan Wing Hong, 2008, "Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 2, pages 1-25, May, DOI: 10.2202/1558-3708.1571.
• Badescu Alex & Kulperger Reg & Lazar Emese, 2008, "Option Valuation with Normal Mixture GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 2, pages 1-42, May, DOI: 10.2202/1558-3708.1580.
• Tseng Tseng-Chan & Chung Huimin & Huang Chin-Sheng, 2009, "Modeling Jump and Continuous Components in the Volatility of Oil Futures," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 3, pages 1-30, May, DOI: 10.2202/1558-3708.1671.
• Berkowitz Jeremy, 2009, "On Justifications for the ad hoc Black-Scholes Method of Option Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 1, pages 1-27, December, DOI: 10.2202/1558-3708.1683.
• Bhar Ramaprasad & Chiarella Carl & Runggaldier Wolfgang J., 2004, "Inferring the Forward Looking Equity Risk Premium from Derivative Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 1, pages 1-26, March, DOI: 10.2202/1558-3708.1141.
• Robles-Fernandez M. Dolores & Nieto Luisa & Fernandez M. Angeles, 2004, "Nonlinear Intraday Dynamics in Eurostoxx50 Index Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 4, pages 1-28, December, DOI: 10.2202/1558-3708.1106.
• Jessica H. Brown, 2018, "Does Public Pre-K Have Unintended Consequences on the Child Care Market for Infants and Toddlers?," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 626, Dec.
• Yasin Kursat Onder, 2023, "Optimal GDP-indexed Bonds," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 51, pages 747-777, December, DOI: 10.1016/j.red.2023.08.002.
• Raphael Paschke & Marcel Prokopczuk, undated, "Integrating multiple commodities in a model of stochastic price dynamics," Journal of Energy Markets, Journal of Energy Markets.
• Szymon Borak & Rafał Weron, undated, "A semiparametric factor model for electricity forward curve dynamics," Journal of Energy Markets, Journal of Energy Markets.
• James L. Smith & Rex Thompson and Thomas K. Lee, undated, "The informational role of spot prices and inventories," Journal of Energy Markets, Journal of Energy Markets.
• Burkhard Raunig & Martin Scheicher, undated, "A value-at-risk analysis of credit default swaps," Journal of Risk, Journal of Risk.
• Hipòlit Torró, undated, "Assessing the influence of spot price predictability on electricity futures hedging," Journal of Risk, Journal of Risk.
• Marc Henrard, undated, "Skewed Libor market model and Gaussian HJM explicit approaches to rolled deposit options," Journal of Risk, Journal of Risk.
• M.H. Middeldorp, 2011, "FOMC Communication Policy and the Accuracy of Fed Funds Futures," Working Papers, Utrecht School of Economics, number 11-13.