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~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Rohstoff-Hedging"
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370
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Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
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Handbook of energy and environment policy
1
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Latin American financial markets : developments in financial innovations
1
Libéralisation des marchés de l'énergie : nouvelles approches, nouveaux problèmes
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Perspectives on energy risk
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ECONIS (ZBW)
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How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
2
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
Saved in:
3
Is gold a hedge or safe haven against oil and currency market movements? : a revisit using multifractal approach
Madani, Mohamed Arbi
;
Ftiti, Zied
- In:
Financial modeling and risk management of energy and …
,
(pp. 367-400)
.
2022
Persistent link: https://www.econbiz.de/10013350020
Saved in:
4
Volatility spillover and hedging effectiveness
Terzioğlu, M. Kenan
- In:
Handbook of energy and environment policy
,
(pp. 33-44)
.
2019
Persistent link: https://www.econbiz.de/10012311351
Saved in:
5
Hedging and speculation: a discussion on the economic role of commodity futures markets (including the oil markets)
Till, Hilary
- In:
Perspectives on energy risk
,
(pp. 145-164)
.
2014
Persistent link: https://www.econbiz.de/10011718066
Saved in:
6
Spot return volatility and hedging with futures contract : empirical evidence from the notional commodity futures indices of India
Santhosh Kumar, V.
- In:
Research in financial derivatives : commodity, equity, …
,
(pp. 259-281)
.
2011
Persistent link: https://www.econbiz.de/10009428270
Saved in:
7
Discrete-time variance-optimal hedging in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Shenkman, Natalia
; …
- In:
Alternative investments and strategies : credit, …
,
(pp. 375-393)
.
2010
Persistent link: https://www.econbiz.de/10008655196
Saved in:
8
Pricing, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
Saved in:
9
Hedging effectiveness with S&P 500 index futures under different volatility regimes
Xu, Weijun
;
Li, Yang
- In:
Financial hedging
,
(pp. 95-117)
.
2009
Persistent link: https://www.econbiz.de/10008799131
Saved in:
10
Identifying, measuring, and hedging currency risk at Merck
Lewent, Judy C.
;
Kearney, A. John
- In:
Corporate risk management
,
(pp. 264-278)
.
2008
Persistent link: https://www.econbiz.de/10003660514
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