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  • Search: subject:"Futures hedging"
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Year of publication
Subject
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Hedging 24 Derivat 18 Derivative 18 Theorie 16 Theory 16 Futures hedging 15 Commodity derivative 12 Rohstoffderivat 12 ARCH model 7 ARCH-Modell 7 futures hedging 7 Commodity exchange 6 Futures 6 Volatility 6 Volatilität 6 Warenbörse 6 Estimation 5 GARCH 5 Risiko 5 Risikomanagement 5 Risk 5 Risk management 5 Schätzung 5 Futures Hedging 4 Hedging Horizon 4 Index futures 4 Index-Futures 4 Markov chain 4 Markov-Kette 4 Risikoaversion 4 Risk aversion 4 Downside risk 3 Energy hedging 3 Markov regime switching 3 Portfolio selection 3 Portfolio-Management 3 cross hedging 3 index futures hedging 3 optimal hedge ratio 3 Capital budget 2
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Online availability
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Undetermined 19 Free 13
Type of publication
All
Article 30 Book / Working Paper 9
Type of publication (narrower categories)
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Article in journal 22 Aufsatz in Zeitschrift 22 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article 1
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Language
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English 28 Undetermined 11
Author
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Conlon, Thomas 7 Cotter, John 7 Lee, Hsiang-Tai 5 Kit, Pong Wong 3 Bonga-Bonga, Lumengo 2 Fu, Junhui 2 Furió, Dolores 2 Gençay, Ramazan 2 Jin, Hyun Joung 2 Koo, Won W. 2 Torró, Hipòlit 2 Umoetok, Ekerete 2 Alexander, Carol 1 Bangsgaard, Christine 1 Barbosa, Andreza 1 Barneto, Pascal 1 Boutabba, Mohamed Amine 1 Broll, Udo 1 Chang, Tsangyao 1 Coble, Keith H. 1 Dark, Jonathan 1 Ennabli, Asma 1 Gencay, Ramazan 1 Giri, Anil K. 1 Grieves, Robin 1 Hinkelmann, Christoph 1 Ho, Chia-Fan 1 Hsu, Wen Chung 1 Hsu, Wen-Chung 1 Kofman, Paul 1 Kokholm, Thomas 1 Lai, Yu-Sheng 1 Leatham, David J. 1 Lee, Chien-Chiang 1 Li, Yanyan 1 Maples, William E. 1 Marcus, Alan J. 1 McGlenchy, Patrick 1 Rannou, Yves 1 Su, Kuangxi 1
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Institution
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Geary Institute, University College Dublin 2 Department of Agribusiness and Applied Economics, North Dakota State University 1 Econometric Society 1 Henley Business School, University of Reading 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Energy economics 4 The empirical economics letters : a monthly international journal of economics 2 The journal of futures markets 2 UCD Geary Institute discussion paper series 2 Working Papers / Geary Institute, University College Dublin 2 Agribusiness & Applied Economics Report 1 Applied Financial Economics 1 Applied economic perspectives and policy 1 Applied economics 1 Bulletin of economic research 1 Decisions in Economics and Finance 1 Decisions in economics and finance : DEF ; a journal of applied mathematics 1 Econometric Society 2004 Australasian Meetings 1 Economic Modelling 1 Economic modelling 1 Economic research 1 Economics Letters 1 Energy Economics 1 Finance research letters 1 ICMA Centre Discussion Papers in Finance 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 International journal of financial markets and derivatives 1 International review of financial analysis 1 Journal of banking & finance 1 Journal of financial markets 1 MPRA Paper 1 Review of Financial Economics 1 The European journal of finance 1 The Journal of Real Estate Finance and Economics 1 The North American journal of economics and finance : a journal of financial economics studies 1
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Source
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ECONIS (ZBW) 24 RePEc 13 BASE 1 EconStor 1
Showing 1 - 10 of 39
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Selective futures hedging in the Nordic electricity market
Furió, Dolores; Torró, Hipòlit - In: Finance research letters 85 (2025) 4, pp. 1-11
Persistent link: https://www.econbiz.de/10015580388
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The lead-lag relation between VIX futures and SPX futures
Bangsgaard, Christine; Kokholm, Thomas - In: Journal of financial markets 67 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10014491067
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The effects of skewness on hedging decisions: an application of the skew-normal distribution in WTI and Brent futures
Yu, Xing; Wang, Xinxin; Wang, Yuxia; Li, Yanyan - In: Economic research 35 (2022) 1,3, pp. 3099-3118
Persistent link: https://www.econbiz.de/10014383582
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A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai; Lee, Chien-Chiang - In: International review of financial analysis 84 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
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A Markov regime-switching Cholesky GARCH model for directly estimating the dynamic of optimal hedge ratio
Lee, Hsiang-Tai - In: The journal of futures markets 42 (2022) 3, pp. 389-412
Persistent link: https://www.econbiz.de/10012817925
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Impact of government programs on producer demand for hedging
Maples, William E.; Giri, Anil K.; Coble, Keith H.; … - In: Applied economic perspectives and policy 44 (2022) 3, pp. 1126-1138
Persistent link: https://www.econbiz.de/10013383221
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Cross hedging stock sector risk with index futures by considering the global equity systematic risk
Hsu, Wen Chung; Lee, Hsiang-Tai - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-17
This article investigates the effectiveness of TAIEX (Taiwan Stock Exchange) futures, Taiwan 50 futures, and nonfinance nonelectronics subindex (NFNE) futures for cross hedging the price risk of stock sector indices traded on the Taiwan stock exchange. A state-dependent volatility spillover...
Persistent link: https://www.econbiz.de/10011883272
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Cross hedging stock sector risk with index futures by considering the global equity systematic risk
Hsu, Wen-Chung; Lee, Hsiang-Tai - In: International Journal of Financial Studies 6 (2018) 2, pp. 1-17
This article investigates the effectiveness of TAIEX (Taiwan Stock Exchange) futures, Taiwan 50 futures, and nonfinance nonelectronics subindex (NFNE) futures for cross hedging the price risk of stock sector indices traded on the Taiwan stock exchange. A state-dependent volatility spillover...
Persistent link: https://www.econbiz.de/10011996114
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Hedging futures performance with denoising and noise-assisted strategies
Zheng, Chengli; Su, Kuangxi; Yao, Yinhong - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013186418
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Are green bond and carbon markets in Europe complements or substitutes? : insights from the activity of power firms
Rannou, Yves; Boutabba, Mohamed Amine; Barneto, Pascal - In: Energy economics 104 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013364386
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