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Search: ("Abfallpolitik" OR "Digitalisierung" OR "Rohstoff") AND NOT isPartOf:Wirtschaftsdienst
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Risk measure
Hedging
55
Commodity derivative
46
Rohstoffderivat
46
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42
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42
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32
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32
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Barbi, Massimiliano
1
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1
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Dempsey, Michael
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Applied economics
Energy economics
19
The North American journal of economics and finance : a journal of financial economics studies
8
International review of financial analysis
7
Journal of banking & finance
6
The journal of futures markets
6
Economic modelling
5
Research in international business and finance
5
Risks : open access journal
5
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4
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4
International review of economics & finance : IREF
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Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft
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Pacific-Basin finance journal
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DEM working paper series
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Finance research letters
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
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ECONIS (ZBW)
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1
Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Raheem, I. D.
;
Ji, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
Saved in:
2
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
Saved in:
3
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:
4
Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
5
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:
6
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Saved in:
7
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang
;
Qin, Xiao
;
Diao, Xundi
;
He, Yingchen
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
Saved in:
8
Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
Saved in:
9
The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework
Chang, Kuang-liang
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2627-2640
Persistent link: https://www.econbiz.de/10009379651
Saved in:
10
Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
Lee, Ming-chih
;
Hung, Jui-cheng
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2403-2412
Persistent link: https://www.econbiz.de/10003590359
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