Ehud I Ronn

Ehud I Ronn

University of Texas Austin - Austin / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1675659
University of Texas at Austin
person_outline Ehud I Ronn's MOST POPULAR ARTICLES
1-) Pricing risk‐adjusted deposit insurance: An option‐based modelEI Ronn, AK VermaThe Journal of Finance 41 (4), 871-895, 198610381986
2-) Valuation of commodity-based swing optionsP Jaillet, EI Ronn, S TompaidisManagement science 50 (7), 909-921, 20044202004
3-) Computing the market price of volatility risk in the energy commodity marketsJS Doran, EI RonnJournal of Banking & Finance 32 (12), 2541-2552, 20081352008
4-) A characterization of the daily and intraday behavior of returns on optionsAM Sheikh, EI RonnThe Journal of Finance 49 (2), 557-579, 19941401994
5-) Estimating the commodity market price of risk for energy pricesSP Kolos, EI RonnEnergy Economics 30 (2), 621-641, 20081282008