Janis Back

WHU - Otto Beisheim School of Management

Burgplatz 2

D-56179 Vallendar

Germany

SCHOLARLY PAPERS

3

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1,985

TOTAL CITATIONS
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Top 40,874

in Total Papers Citations

25

Scholarly Papers (3)

1.

Seasonality and the Valuation of Commodity Options

Journal of Banking and Finance, Vol. 37, No. 2, 2013
Number of pages: 61 Posted: 29 Nov 2009 Last Revised: 02 Jan 2013
WHU - Otto Beisheim School of Management, University of Reading - ICMA Centre and WHU Otto Beisheim Graduate School of Management
Downloads 867 (58,136)
Citation 15

Abstract:

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Commodities, Seasonality, Options Pricing

2.

Commodity Price Dynamics and Derivatives Valuation: A Review

International Journal of Theoretical and Applied Finance, Vol. 16, No. 6, 2013
Number of pages: 39 Posted: 22 Aug 2012 Last Revised: 29 Dec 2013
Janis Back and Marcel Prokopczuk
WHU - Otto Beisheim School of Management and University of Reading - ICMA Centre
Downloads 724 (74,099)
Citation 3

Abstract:

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commodities, derivatives, review

3.

Seasonal Stochastic Volatility: Implications for the Pricing of Commodity Options

Journal of Banking and Finance, Vol. 66, 2016
Number of pages: 53 Posted: 05 Jul 2011 Last Revised: 22 Mar 2019
University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students, WHU - Otto Beisheim School of Management, University of Reading - ICMA Centre, University of Mannheim - Department of Business Administration and Finance and WHU Otto Beisheim Graduate School of Management
Downloads 394 (155,932)
Citation 7

Abstract:

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commodities, seasonality, stochastic volatility, options pricing, natural gas, corn