{"entities":{"Q2422168":{"pageid":2432911,"ns":120,"title":"Item:Q2422168","lastrevid":53449571,"modified":"2026-01-24T23:44:10Z","type":"item","id":"Q2422168","labels":{"en":{"language":"en","value":"Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7067793"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$70F314D2-62A2-4845-A2BD-098AB0EF8EED","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"3a426c7690bcafe260c05ec8f91a59476c70415f","datavalue":{"value":{"text":"Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2422168$96810596-53D5-4DBE-B677-6EF9C4D68A1C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9083e982ef98ae74dfa6b80f34569d54e65c41ac","datavalue":{"value":"1410.91465","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2422168$7019EB2B-570B-41FA-B300-FA7E28757A56","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"cc45e6b9322bed7360e4aac2a42f8c73614b44f3","datavalue":{"value":{"entity-type":"item","numeric-id":1787138,"id":"Q1787138"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$A2C39CA1-8FE7-44A9-9389-360D7AF4F60F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"04061c7719791c02ab0e42797a5afb2547b88aee","datavalue":{"value":{"entity-type":"item","numeric-id":253092,"id":"Q253092"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$5E0B594A-89A0-4951-A8DE-65DF312DED55","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"001edf23e586a650fb6b34425b0aaf644eda2260","datavalue":{"value":{"time":"+2019-06-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2422168$BB07AF9C-8177-40DA-913A-A9294DC55505","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2422168$74C88891-1FFA-4502-841D-10E106FC5F06","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2422168$242DB098-CDE9-49C1-9591-EF76C3D5821A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"609422dcf8781868317347c1a8d59820cdb68047","datavalue":{"value":"7067793","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2422168$468D802C-801C-45DF-AC31-1FD38FE38CC8","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e6e9ec2694020d68efbc73b2a81bd2ea54cd7a41","datavalue":{"value":"oil commodity","type":"string"},"datatype":"string"},"type":"statement","id":"Q2422168$D1954A8F-FD5D-492F-93AC-A0BB6DBFE4C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"92f3b7d24b507e5bdd6cba2275fa002eda582e54","datavalue":{"value":"Barndorff-Nielsen and Shephard model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2422168$28BB2A07-87A2-4B57-805E-345ADDE9E4D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2422168$9C44B15D-D052-4763-9CB9-505277CA8965","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b3aa9f0a06acd42c4f3dda48ef6b9590547df616","datavalue":{"value":"options and swaps","type":"string"},"datatype":"string"},"type":"statement","id":"Q2422168$54A6EE27-F1FC-4F4F-8087-DF45F1B52110","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"233d649b0a5a6795d343426787a9beb2f4458ae8","datavalue":{"value":"quadratic hedging","type":"string"},"datatype":"string"},"type":"statement","id":"Q2422168$95903AF5-AAD2-4EBA-B5B8-7C917B38124B","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"4654ccc7922b75e744807f495aca96c90d193ce9","datavalue":{"value":{"entity-type":"item","numeric-id":25076,"id":"Q25076"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$4D74F7BF-D6C0-41AA-8016-A9B43D61F3E5","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$471197CE-8554-40BC-99F1-5A0D8DFDEB5F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"d798506a382d00422d056a769876ef080edb01fb","datavalue":{"value":"https://doi.org/10.1007/s11579-018-0225-4","type":"string"},"datatype":"url"},"type":"statement","id":"Q2422168$870F37F0-9C96-4317-A503-DC0551A45F16","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"3df5cd04dbba0697447f0dcc161593601421d7af","datavalue":{"value":"W2886923869","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2422168$B310BC43-755A-42DC-8BF7-5A71EC026717","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"b8014e95761ed10f7ba28aeb1de072c4dc2d920a","datavalue":{"value":{"entity-type":"item","numeric-id":2752947,"id":"Q2752947"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$9E74B7AA-FCCE-42F7-81C4-822F07220F25","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"878ff87b60ffe71ea559a9a31efdab88474cf45e","datavalue":{"value":{"entity-type":"item","numeric-id":4828199,"id":"Q4828199"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$24BBCE01-B52F-4C7E-A4F4-3DDBC8BA0EB9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7ecb824c90dc5773b2d97c32f9c85877aa1e5611","datavalue":{"value":{"entity-type":"item","numeric-id":4236695,"id":"Q4236695"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$C88E6F4F-E745-467A-A885-7B6C9AB59F28","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64617d61cbfb16e867bea7fd1f875298a19a8692","datavalue":{"value":{"entity-type":"item","numeric-id":2729107,"id":"Q2729107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$B5FF12E4-ADB0-434B-B4A6-BC1EF9ED8749","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"63418bc48e81527d0926b400626725e5dd3dde4b","datavalue":{"value":{"entity-type":"item","numeric-id":2738733,"id":"Q2738733"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$DEE5C7EF-E9BD-4F65-BA1A-9C5693CDCF36","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d1deb47fee2be0b3254a13252906b5b59c73cb34","datavalue":{"value":{"entity-type":"item","numeric-id":4821616,"id":"Q4821616"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$B1B7B505-66D3-4899-9A06-32CC52270914","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"09a1aea9d7eb6c0f2594bea83814794efc313631","datavalue":{"value":{"entity-type":"item","numeric-id":2488481,"id":"Q2488481"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$2709CF2C-318F-4A41-8D75-9987843212D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"41819e2145c636b2ee2f02ece471376cd12ccab8","datavalue":{"value":{"entity-type":"item","numeric-id":470521,"id":"Q470521"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$8FF45C4D-46CF-47D3-A713-F8FA8DFCDF7A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"20658a435a82b6ce30aaee348937f1697c9648e5","datavalue":{"value":{"entity-type":"item","numeric-id":1782641,"id":"Q1782641"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$D6BBFF8F-FAFC-425D-ABD5-1FE3EDA4D892","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ff099d4595bd857a733f3402d1edff51c91c1700","datavalue":{"value":{"entity-type":"item","numeric-id":2278860,"id":"Q2278860"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$342266C3-9FB5-46E2-9F9F-1E63C8F8BED6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7f46034b27e88bbba59b869a1e7c9aa753e6ba14","datavalue":{"value":{"entity-type":"item","numeric-id":3019508,"id":"Q3019508"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$8192FDB1-1BE9-4FB3-883B-51E136707955","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fe33ee12019e0557b63df89cb5650f8f3e3f4256","datavalue":{"value":{"entity-type":"item","numeric-id":4794127,"id":"Q4794127"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$F32EA6BD-DE40-4F2F-82EC-04152437EB38","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e921c8b38b2b4d8388718156ed68983e4d4d6f45","datavalue":{"value":{"entity-type":"item","numeric-id":1682600,"id":"Q1682600"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$394F1BCB-DBFC-4032-8601-5B0BB962356D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c2a1d2334953b350104a3fcc41823d02c4db152b","datavalue":{"value":{"entity-type":"item","numeric-id":4825509,"id":"Q4825509"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$ACDFDBB6-F9A0-4BD0-AB40-106FBBA87576","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"53fe5f11eaeb5c52b6aaed2fe37acdb50a180ce9","datavalue":{"value":{"entity-type":"item","numeric-id":4937701,"id":"Q4937701"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$667B519B-7389-4583-AE82-781558264B3D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"daa5e39a92fe8db11928b010765376dc48c01584","datavalue":{"value":{"entity-type":"item","numeric-id":4586314,"id":"Q4586314"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$0D01D9F7-516F-4A52-BF26-E78A7C7787A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"768f10a46d723db10d89934f5044822a8415970c","datavalue":{"value":{"entity-type":"item","numeric-id":2800056,"id":"Q2800056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$7D72B28A-14EA-4445-B089-55A2AC55D73E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"33ebe30130b79603f4430c13d3fc0b17dd6fc74a","datavalue":{"value":{"entity-type":"item","numeric-id":2857276,"id":"Q2857276"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$DB9AA363-432C-46A4-B97D-14A3AEC5E7C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a425995b3b2ad37ed716226953a6f77a4013237a","datavalue":{"value":{"entity-type":"item","numeric-id":1162761,"id":"Q1162761"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422168$3E70B246-92BF-4A80-915B-07D460D7D663","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"ec4035473920045e3c5fc322a9e81ce900da5e99","datavalue":{"value":"Q129366969","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2422168$14D2F18A-1E62-47BC-9E73-C184FF5FD6D2","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e46d750dcfcdafa3f25f2a539a1fb34623e70190","datavalue":{"value":"10.1007/S11579-018-0225-4","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2422168$42EA471D-A7A1-4D4D-8E08-FFFDC98A000C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fb3ab8c7f100dd17588d47739fb0fac439629318","datavalue":{"value":{"entity-type":"item","numeric-id":2063058,"id":"Q2063058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"281dee3df02332f87dfb9669bc9126b162b0f167","datavalue":{"value":{"amount":"+0.7653652429580688","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2422168$4173100B-213E-4353-A422-60B3741297EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3e09b2949b7fce5f428c4728265b6f3c27727055","datavalue":{"value":{"entity-type":"item","numeric-id":377447,"id":"Q377447"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"efd3ff0744613849947202db8d8f472538295841","datavalue":{"value":{"amount":"+0.760427713394165","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2422168$726FF697-63CE-4F80-B88E-5F39E6FE3EF0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a91bfa3f2774fedb059a3c487ec8867d9d60a174","datavalue":{"value":{"entity-type":"item","numeric-id":5066304,"id":"Q5066304"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8760520833bc0904402c3a5d2970982688c23ea9","datavalue":{"value":{"amount":"+0.7328408360481262","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2422168$93C703F4-D073-4982-8FAB-91C6B38E7375","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"62f0bd43c59bc81c9066749b209cc55759b2f2e4","datavalue":{"value":{"entity-type":"item","numeric-id":2278860,"id":"Q2278860"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bc6f3d9ef5b04d52745494fcbd72ab42050b69fb","datavalue":{"value":{"amount":"+0.7170162200927734","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2422168$FA922BE2-B4B2-46CC-80FD-D5FF3C8D1A00","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4ed49c31b7d23c3282d719795fbaf4f755b6806c","datavalue":{"value":{"entity-type":"item","numeric-id":3100748,"id":"Q3100748"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"df735614810b6bc395042c15b1bc29ae1ce42805","datavalue":{"value":{"amount":"+0.7156711220741272","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2422168$6F302A82-3902-493F-92E9-B673CFBC4DA9","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2422168","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2422168"}}}}}