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subject:"Hedging"
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Alghalith, Moawia
1
Bertrand, Philippe
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Chen, Chuang
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Economic modelling
The journal of futures markets
109
Energy economics
44
International journal of theoretical and applied finance
34
Journal of banking & finance
28
International review of economics & finance : IREF
19
International review of financial analysis
18
Finance research letters
16
Journal of multinational financial management
16
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Applied mathematical finance
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Applied economics
13
Journal of financial economics
13
Applied financial economics
11
Journal of risk and financial management : JRFM
11
The journal of finance : the journal of the American Finance Association
11
Working paper
10
Journal of economic dynamics & control
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Review of derivatives research
9
Review of quantitative finance and accounting
9
The journal of fixed income
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Computational economics
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
European journal of operational research : EJOR
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of financial engineering
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ECONIS (ZBW)
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1
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
2
Does foreign exchange derivatives market promote R&D? : International industry-level evidence
Hao, Xiangchao
;
Sun, Qinru
;
Xie, Fang
- In:
Economic modelling
91
(
2020
),
pp. 33-42
Persistent link: https://www.econbiz.de/10012429014
Saved in:
3
Equilibrium of financial derivative markets under portfolio insurance constraints
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 278-291
Persistent link: https://www.econbiz.de/10011645654
Saved in:
4
An improved framework for approximating option prices with application to option portfolio hedging
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
; …
- In:
Economic modelling
59
(
2016
),
pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
Saved in:
5
The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi
;
Kim, Hyung-Gun
;
Park, Sung Y.
- In:
Economic modelling
51
(
2015
),
pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
Saved in:
6
Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Economic modelling
42
(
2014
),
pp. 15-19
Persistent link: https://www.econbiz.de/10010478302
Saved in:
7
Operational risk of option hedging
Mitra, Sovan
- In:
Economic modelling
33
(
2013
),
pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
Saved in:
8
The interaction among production, hedging and investment decisions
Alghalith, Moawia
- In:
Economic modelling
30
(
2013
),
pp. 193-195
Persistent link: https://www.econbiz.de/10009703688
Saved in:
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