| Pricing risk‐adjusted deposit insurance: An option‐based model EI Ronn, AK Verma The Journal of Finance 41 (4), 871-895, 1986 | 1080 | 1986 |
| Valuation of commodity-based swing options P Jaillet, EI Ronn, S Tompaidis Management science 50 (7), 909-921, 2004 | 428 | 2004 |
| Computing the market price of volatility risk in the energy commodity markets JS Doran, EI Ronn Journal of Banking & Finance 32 (12), 2541-2552, 2008 | 146 | 2008 |
| A characterization of the daily and intraday behavior of returns on options AM Sheikh, EI Ronn The Journal of Finance 49 (2), 557-579, 1994 | 137 | 1994 |
| Estimating the commodity market price of risk for energy prices SP Kolos, EI Ronn Energy Economics 30 (2), 621-641, 2008 | 123 | 2008 |
| Real options and energy management: using options methodology to enhance capital budgeting decisions EI Ronn (No Title), 2002 | 102 | 2002 |
| A new linear programming approach to bond portfolio management EI Ronn Journal of Financial and Quantitative Analysis 22 (4), 439-466, 1987 | 96 | 1987 |
| Risk-based capital adequacy standards for a sample of 43 major banks EI Ronn, AK Verma Journal of Banking & Finance 13 (1), 21-29, 1989 | 92 | 1989 |
| The valuation of default risk in corporate bonds and interest rate swaps SS Nielsen, EI Ronn Wharton Financial Institutions Center, Wharton School of the University of …, 1996 | 80 | 1996 |
| The box spread arbitrage conditions: theory, tests, and investment strategies AG Ronn, EI Ronn Review of Financial Studies 2 (1), 91-108, 1989 | 72 | 1989 |
| The impact of large changes in asset prices on intra-market correlations in the stock and bond markets E Ronn Manuscript, Department of Finance, University of Texas, Austin, 1998 | 63 | 1998 |
| The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets JS Doran, EI Ronn Review of Derivatives Research 8, 177-198, 2005 | 57 | 2005 |
| A Utility‐Based Model of Common Stock Price Movements RH Litzenberger, EI Ronn The Journal of Finance 41 (1), 67-92, 1986 | 49 | 1986 |
| Arbitrage‐Based Estimation of Nonstationary Shifts in the Term Structure of Interest Rates RR Bliss Jr, EI Ronn The Journal of Finance 44 (3), 591-610, 1989 | 48 | 1989 |
| Valuation of the operational flexibility of natural gas storage reservoirs S Maragos, E Ronn Real Options and Energy Management Using Options Methodology to Enhance …, 2002 | 42 | 2002 |
| Using the binomial model for the valuation of real options in computing optimal subsidies for Chinese renewable energy investments X Liu, EI Ronn Energy Economics 87, 104692, 2020 | 41 | 2020 |
| Financial and energy security analysis of China’s loan-for-oil deals E Gholz, U Awan, E Ronn Energy Research & Social Science 24, 42-50, 2017 | 41 | 2017 |
| Callable US Treasury bonds: Optimal calls, anomalies, and implied volatilities RR Bliss, EI Ronn The Journal of Business 71 (2), 211-252, 1998 | 33 | 1998 |
| A multi-attribute comparative evaluation of relative risk for a sample of banks EI Ronn, AK Verma Journal of Banking & Finance 11 (3), 499-523, 1987 | 25 | 1987 |
| The impact of large changes in asset prices on intra‐market correlations in the domestic and international markets EI Ronn, A Sayrak, S Tompaidis Financial Review 44 (3), 405-436, 2009 | 22 | 2009 |
Robert BlissWake Forest UniversityVerified email at wfu.edu
