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Review of Derivatives Research

IF0.9
Papers16
Citations
Journal Papers 16
Publication Date
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The role of China's edible oil and oil-seed futures in world related futures market: a look at the impact of extreme shocks
deleteReview of Derivatives Research
IF0.9
delete2026-05-19
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PREAI
deleteZhang, Xiaoyi; Sarmidi, Tamat; Chai, Yongxu; Azam, Abdul Hafiz Mohd; Razak, Muhammad Faliq Abd
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Commodity financialization and electronification: evidence from high-frequency data
deleteReview of Derivatives Research
IF0.9
delete2026-05-19
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deleteLauter, Tobias; Prokopczuk, Marcel; Truck, Stefan
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Stablecoins under global stress tests: evidence across four reserve designs
deleteReview of Derivatives Research
IF0.9
delete2026-05-16
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PREAI
deleteKaramti, Chiraz; Bouabid, Wafa
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American options valuation in time-dependent jump-diffusion models via integral equations and characteristic functions
deleteReview of Derivatives Research
IF0.9
delete2026-04-27
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PREAI
deleteItkin, Andrey
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Derivatives use and credit risk in global banking industry: Does bank specialization matter?
deleteReview of Derivatives Research
IF0.9
delete2026-04-27
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PREAI
deleteChen, Sheng-Hung; Phan, Kieu-Thi; Nguyen, Thi Phuong Chi; Pham, Ca-Van
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How do option contract sizes affect investor composition and market quality?
deleteReview of Derivatives Research
IF0.9
delete2026-04-27
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PREAI
deleteLee, Jaeram; Ryu, Doojin; Webb, Robert
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Financial derivatives usage and stock price crash risk: evidence from the Chinese emerging market
deleteReview of Derivatives Research
IF0.9
delete2026-04-27
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PREAI
deleteZhang, Miaomiao; Su, Kun; Liu, Chengyun; Fu, Senliulu
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Predicting option prices from their price history via machine learning
deleteReview of Derivatives Research
IF0.9
delete2026-04-11
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PREAI
deleteFritzsch, Simon; Irresberger, Felix; Weiss, Gregor
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Inside the mind of retail short sellers
deleteReview of Derivatives Research
IF0.9
delete2026-02-23
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deleteKlocke, Nina; Pelster, Matthias
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An integrated optimisation model for pricing and hedging oil derivatives
deleteReview of Derivatives Research
IF0.9
delete2026-02-17
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deletePennanen, Teemu; Sbaraini Bonatto, Luciane
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The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness
deleteReview of Derivatives Research
IF0.9
delete2026-01-07
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PREAI
deletePapathanasiou, Spyros; Magoutas, Anastasios; Koutsokostas, Drosos
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Beyond pure hype: news sentiment and its role in the BTC and ETH futures market
deleteReview of Derivatives Research
IF0.9
delete2026-01-03
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deleteKreuzer, Christian; Sparrer, Christian; Dorfleitner, Gregor
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Option-pricing formulas with skewness and kurtosis
deleteREVIEW OF DERIVATIVES RESEARCH
IF0.9
delete2025-11-19
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PREAI
deleteAschakulporn, Pakorn; Zhang, Jin E.
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Pricing of geometric Asian power barrier options
deleteREVIEW OF DERIVATIVES RESEARCH
IF0.9
delete2025-11-03
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PREAI
deleteYoon, Hyungkuk; Kim, Bara; Kim, Jeongsim; Kim, Jerim
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Effect of multiple index derivative expiry on volatility, volume, and connectedness: a tale of two stock indices in India
deleteREVIEW OF DERIVATIVES RESEARCH
IF0.9
delete2025-10-14
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PREAI
deleteChhimwal, Bhaskar; Pandey, Vikas; Pandey, Piyush
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Digital assets, bubbles, and derivative prices
deleteREVIEW OF DERIVATIVES RESEARCH
IF0.9
delete2025-10-03
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PREAI
deleteJarrow, Robert A.
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