JACOBS, KRIS
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1

The role of intermediaries in derivatives markets: Evidence..:

Jacobs, Kris ; Mai, Anh Thu
Journal of Empirical Finance.  77 (2024)  - p. 101492 , 2024
 
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4

Option Returns, Risk Premiums, and Demand Pressure in Energ..:

Jacobs, Kris ; Li, Bingxin
Journal of Banking & Finance.  146 (2023)  - p. 106687 , 2023
 
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Supply, demand, and risk premiums in electricity markets:

Jacobs, Kris ; Li, Yu ; Pirrong, Craig
Journal of Banking & Finance.  135 (2022)  - p. 106390 , 2022
 
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11

Characterizing the Variance Risk Premium: The Role of the L..:

Hu, Guanglian ; Jacobs, Kris ; Seo, Sang Byung.
The Review of Asset Pricing Studies.  12 (2021)  2 - p. 500-542 , 2021
 
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13

Predictive Modeling, Volatility, and Risk Management in Fin..:

Diebold, Francis X ; Garcia, René ; Jacobs, Kris
Journal of Financial Econometrics.  18 (2020)  3 - p. 471-472 , 2020
 
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14

Option-Based Estimation of the Price of Coskewness and Coku..:

Christoffersen, Peter ; Fournier, Mathieu ; Jacobs, Kris.
Journal of Financial and Quantitative Analysis.  56 (2020)  1 - p. 65-91 , 2020
 
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15

Pricing structured products with economic covariates:

Choi, Yong Seok ; Doshi, Hitesh ; Jacobs, Kris.
Journal of Financial Economics.  135 (2020)  3 - p. 754-773 , 2020
 
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