Search Results - subject:"Derivative choice"

Derivatives-based portfolio decisions : an expected utility insight

Escobar, Marcos; Davison, Matt; Zhu, Yichen - In: Annals of finance 18 (2022) 2, pp. 217-246

Persistent link: https://www.econbiz.de/10013278982

How Do Firms Hedge Risks? Empirical Evidence from U.S. Oil and Gas Producers

Mnasri, Mohamed; Dionne, Georges; Gueyie, Jean-Pierre - Centre Interuniversitaire sur le Risque, les Politiques … - 2013

Using a unique, hand-collected data set on hedging activities of 150 US oil and gas producers, we study the determinants of hedging strategy choice. We also examine the economic effects of hedging strategy on firms’ risk, value and performance. We model hedging strategy choice as a multi-state...

Persistent link: https://www.econbiz.de/10010638756

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