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subject:"Risk measure"
subject:"Theorie"
~subject:"Hedging"
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ECONIS (ZBW)
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1
Research on tail risk contagion in international energy markets : the quantile time-frequency volatility spillover perspective
Gong, Xiao-Li
;
Zhao, Min
;
Wu, Zhuo-Cheng
;
Jia, Kai-Wen
; …
- In:
Energy economics
121
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014438765
Saved in:
2
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
3
Time-frequency connectedness and spillover among carbon, climate, and energy futures : determinants and portfolio risk management implications
Mohammad Enamul Hoque
;
Low, Soo Wah
;
Syed Mabruk Billah
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014490834
Saved in:
4
Determinants and real effects of joint hedging : an empirical analysis of US oil and gas producers
Dionne, Georges
;
El Hraiki, Rayane
;
Mnasri, Mohamed
- In:
Energy economics
124
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014482808
Saved in:
5
Pricing and hedging wind power prediction risk with binary option contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
Saved in:
6
Modeling extreme risk spillovers between crude oil and Chinese energy futures markets
Ren, Xiaohang
;
Li, Yiying
;
Sun, Xianming
;
Bu, Ruijun
; …
- In:
Energy economics
126
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483599
Saved in:
7
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi
;
Bouri, Elie
- In:
Energy economics
119
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
Saved in:
8
Hedging and investment trade-offs in the U.S. oil industry
Ferriani, Fabrizio
;
Veronese, Giovanni
- In:
Energy economics
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202133
Saved in:
9
Oil uncertainty and firms' risk-taking
Yin, Libo
;
Lu, Man
- In:
Energy economics
108
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013203280
Saved in:
10
Tail risk, systemic risk and spillover risk of crude oil and precious metals
Ahmed, Rizwan
;
Chaudhry, Sajid M.
;
Chamaiporn Kumpamool
; …
- In:
Energy economics
112
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013350761
Saved in:
11
Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Energy economics
95
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816562
Saved in:
12
Regularized quantile regression averaging for probabilistic electricity price forecasting
Uniejewski, Bartosz
;
Weron, Rafał
- In:
Energy economics
95
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012816620
Saved in:
13
Analysis of fixed volume swaps for hedging financial risk at large-scale wind projects
Lucy, Zachary
;
Kern, Jordan
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364079
Saved in:
14
Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
Saved in:
15
Oil stocks, risk factors, and tail behavior
Lian, Ziying
;
Cai, Jun
;
Webb, Robert I.
- In:
Energy economics
91
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
Saved in:
16
Risk spillovers between oil and stock markets : a VAR for VaR analysis
Wen, Danyan
;
Wang, Gang-Jin
;
Ma, Chaoqun
;
Wang, Yudong
- In:
Energy economics
80
(
2019
),
pp. 524-535
Persistent link: https://www.econbiz.de/10012173682
Saved in:
17
Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes
Souhir, Ben Amor
;
Heni, Boubaker
;
Lotfi, Belkacem
- In:
Energy economics
80
(
2019
),
pp. 635-655
Persistent link: https://www.econbiz.de/10012173700
Saved in:
18
On the importance of the long-term seasonal component in day-ahead electricity price forecasting, part II, probabilistic forecasting
Uniejewski, Bartosz
;
Marcjasz, Grzegorz
;
Weron, Rafał
- In:
Energy economics
79
(
2019
),
pp. 171-182
Persistent link: https://www.econbiz.de/10012172272
Saved in:
19
Oil price risk evaluation using a novel hybrid model based on time-varying long memory
Zhao, Lu-Tao
;
Liu, Kun
;
Duan, Xin-Lei
;
Li, Ming-Fang
- In:
Energy economics
81
(
2019
),
pp. 70-78
Persistent link: https://www.econbiz.de/10012172659
Saved in:
20
Mitigating hydrological risk with energy derivatives
Fernandes, Gláucia
;
Gomes, Leonardo Lima
;
Brandão, …
- In:
Energy economics
81
(
2019
),
pp. 528-535
Persistent link: https://www.econbiz.de/10012172789
Saved in:
21
The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei
;
Zhou, Peng
- In:
Energy economics
76
(
2018
),
pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
Saved in:
22
Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang
;
Liu, Bing-Yue
;
Nehler, Henrik
;
Uddin, …
- In:
Energy economics
76
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
Saved in:
23
Credit and market risks measurement in carbon financing for Chinese banks
Zhang, Xi
;
Li, Jian
- In:
Energy economics
76
(
2018
),
pp. 549-557
Persistent link: https://www.econbiz.de/10011976726
Saved in:
24
Crude oil risk forecasting : new evidence from multiscale analysis approach
He, Kaijian
;
Tso, Kwok Fai Geoffrey
;
Zou, Yingchao
;
Liu, Jia
- In:
Energy economics
76
(
2018
),
pp. 574-583
Persistent link: https://www.econbiz.de/10011976731
Saved in:
25
Mitigating market risk for wind power providers via financial risk exchange
Shin, Hunyoung
;
Baldick, Ross
- In:
Energy economics
71
(
2018
),
pp. 344-358
Persistent link: https://www.econbiz.de/10011943056
Saved in:
26
Selection of value at risk models for energy commodities
Laporta, Alessandro G.
;
Merlo, Luca
;
Petrella, Lea
- In:
Energy economics
74
(
2018
),
pp. 628-643
Persistent link: https://www.econbiz.de/10011972948
Saved in:
27
Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Shahzad, Syed …
- In:
Energy economics
75
(
2018
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011973850
Saved in:
28
Risk transmission mechanism between energy markets : a VAR for VaR approach
Shen, Yifan
;
Shi, Xunpeng
;
Variam, Hari Malamakkavu …
- In:
Energy economics
75
(
2018
),
pp. 377-388
Persistent link: https://www.econbiz.de/10011974354
Saved in:
29
Joint price and volumetric risk in wind power trading : a copula approach
Pircalabu, A.
;
Hvolby, T.
;
Jung, J.
;
Høg, E.
- In:
Energy economics
62
(
2017
),
pp. 139-154
Persistent link: https://www.econbiz.de/10011748068
Saved in:
30
Is hedging the crack spread no longer all it's cracked up to be?
Liu, Pan
;
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
Energy economics
63
(
2017
),
pp. 31-40
Persistent link: https://www.econbiz.de/10011757817
Saved in:
31
The use of nonlinear hedging strategies by US oil producers : motivations and implications
Mnasri, Mohamed
;
Dionne, Georges
;
Gueyie, Jean-Pierre
- In:
Energy economics
63
(
2017
),
pp. 348-364
Persistent link: https://www.econbiz.de/10011758023
Saved in:
32
Hedging size risk : theory and application to the US gas market
Roncoroni, Andrea
;
Brik, Rachid Id
- In:
Energy economics
64
(
2017
),
pp. 415-437
Persistent link: https://www.econbiz.de/10011758971
Saved in:
33
Hedging downside risk of oil refineries : a vine copula approach
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
Energy economics
66
(
2017
),
pp. 493-507
Persistent link: https://www.econbiz.de/10011896556
Saved in:
34
Hedging local volume risk using forward markets : Nordic case
Ernstsen, Rune Ramsdal
;
Boomsma, Trine Krogh
;
Tegnér, …
- In:
Energy economics
68
(
2017
),
pp. 490-514
Persistent link: https://www.econbiz.de/10011906005
Saved in:
35
Risk management of energy system for identifying optimal power mix with financial-cost minimization and environmental-impact mitigation under uncertainty
Nie, S.
;
Li, Y. P.
;
Liu, J.
;
Huang, Charley Z.
- In:
Energy economics
61
(
2017
),
pp. 313-329
Persistent link: https://www.econbiz.de/10011737833
Saved in:
36
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
Balcılar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
54
(
2016
),
pp. 159-172
Persistent link: https://www.econbiz.de/10011662798
Saved in:
37
On the predictability of energy commodity markets by an entropy-based computational method
Benedetto, F.
;
Giunta, G.
;
Mastroeni, L.
- In:
Energy economics
54
(
2016
),
pp. 302-312
Persistent link: https://www.econbiz.de/10011662915
Saved in:
38
Hedging strategy for ethanol processing with copula distributions
Awudu, Iddrisu
;
Wilson, William W.
;
Dahl, Bruce L.
- In:
Energy economics
57
(
2016
),
pp. 59-65
Persistent link: https://www.econbiz.de/10011698281
Saved in:
39
Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
Saved in:
40
Extreme risk spillovers between crude oil and stock markets
Du, Limin
;
He, Yanan
- In:
Energy economics
51
(
2015
),
pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
Saved in:
41
Hedging strategies in energy markets : the case of electricity retailers
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Energy economics
51
(
2015
),
pp. 503-509
Persistent link: https://www.econbiz.de/10011564922
Saved in:
42
A regime switching approach for hedging tanker shipping freight rates
Alizadeh-Masoodian, Amir H.
;
Huang, Chih-Yueh
;
Van …
- In:
Energy economics
49
(
2015
),
pp. 44-59
Persistent link: https://www.econbiz.de/10011536654
Saved in:
43
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
44
Tail risk in energy portfolios
González-Pedraz, Carlos
;
Moreno, Manuel
;
Peña …
- In:
Energy economics
46
(
2014
),
pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
Saved in:
45
Energy risk management through self-exciting marked point process
Herrera, Rodrigo
- In:
Energy economics
38
(
2013
),
pp. 64-76
Persistent link: https://www.econbiz.de/10009763643
Saved in:
46
Selective hedging in hydro-based electricity companies
Sanda, Gaute Egeland
;
Olsen, Eirik Tandberg
;
Fleten, …
- In:
Energy economics
40
(
2013
),
pp. 326-338
Persistent link: https://www.econbiz.de/10010350645
Saved in:
47
Downside risk and the energy hedger's horizon
Conlon, Thomas
;
Cotter, John
- In:
Energy economics
36
(
2013
),
pp. 371-379
Persistent link: https://www.econbiz.de/10009724683
Saved in:
48
Enterprise risk management for the energy industry
Topçu, Bünyamin
;
Güneş, Şule
- In:
Energy economics
,
(pp. 167-188)
.
2012
Persistent link: https://www.econbiz.de/10009700522
Saved in:
49
A utility based approach to energy hedging
Cotter, John
;
Hanly, Jim
- In:
Energy economics
34
(
2012
)
3
,
pp. 817-827
Persistent link: https://www.econbiz.de/10010219885
Saved in:
50
A load factor based meanvariance analysis for fuel diversification
Gotham, Douglas
;
Muthuraman, Kumar
;
Preckel, Paul V.
; …
- In:
Energy economics
31
(
2009
)
2
,
pp. 249-256
Persistent link: https://www.econbiz.de/10003832245
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