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~isPartOf:"Applied economics"
~subject:"ARCH-Modell"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Commodity hedging"
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ARCH-Modell
Optionspreistheorie
Hedging
55
Portfolio selection
24
Portfolio-Management
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Theorie
13
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13
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12
Derivat
11
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Applied economics
International journal of theoretical and applied finance
62
The journal of futures markets
49
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Energy economics
29
Finance and stochastics
29
Applied mathematical finance
28
Journal of banking & finance
28
Quantitative finance
27
Insurance / Mathematics & economics
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Finance research letters
18
Economic modelling
15
Journal of economic dynamics & control
15
Review of derivatives research
15
International review of financial analysis
14
Research paper series / Swiss Finance Institute
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The European journal of finance
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Discussion paper / Tinbergen Institute
12
Risks : open access journal
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European journal of operational research : EJOR
11
International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Risk and decision analysis
9
The journal of computational finance
9
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8
Journal of international financial markets, institutions & money
8
Mathematical methods of operations research
8
Research in international business and finance
8
Swiss Finance Institute Research Paper
8
International journal of financial engineering
7
Journal of risk
7
Cogent economics & finance
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
NBER working paper series
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The journal of asset management
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1
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
2
Petroleum prices and equity sector returns in petroleum exporting and importing countries : an analysis of volatility transmissions and hedging
Bagirov, Miramir
;
Mateus, Cesario
- In:
Applied economics
54
(
2022
)
23
,
pp. 2610-2626
Persistent link: https://www.econbiz.de/10013171109
Saved in:
3
Analytic formula for option margin with liquidity costs under dynamic delta hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
4
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
5
Hedging and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Saved in:
6
Pricing and hedging options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
7
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
8
Is gold a weak or strong hedge and safe haven against stocks? : robust evidences from three major gold-consuming countries
Dar, Arif Billah
;
Maitra, Debasish
- In:
Applied economics
49
(
2017
)
53
,
pp. 5491-5503
Persistent link: https://www.econbiz.de/10011845191
Saved in:
9
Weather derivatives structuring and pricing : a sustainable agricultural approach in Africa
Kermiche, L.
;
Vuillermet, N.
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 165-177
Persistent link: https://www.econbiz.de/10011412618
Saved in:
10
The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010 : evidence from South Africa
Bonga-Bonga, Lumengo
;
Umoetok, Ekerete
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3999-4018
Persistent link: https://www.econbiz.de/10011639941
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