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Search: subject:"Minimum-Variance Hedge Ratio"
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Hedging
12
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7
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Minimum variance hedge ratio
6
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6
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ECONIS (ZBW)
11
RePEc
2
BASE
1
EconStor
1
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1
Hedge ratios : theory and applications
Chen, Sheng-syan
;
Lee, Cheng F.
;
Lin, Fu-Lai
;
Shrestha, …
-
2024
Persistent link: https://www.econbiz.de/10015046797
Saved in:
2
Tackling investment risks using equity options during extreme economic upheavals : Indian evidence
Jose, Babu
;
Varghese, James
- In:
Colombo business journal : international journal of …
12
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012807616
Saved in:
3
Hedging with futures during nonconvergence in commodity markets
Goswami, Alankrita
;
Karali, Berna
;
Adjemian, Michael K.
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014495616
Saved in:
4
An asynchronous regime switching GO GARCH model for optimal futures hedging
Lee, Hsiang-Tai
- In:
Global Business & Finance Review (GBFR)
24
(
2019
)
3
,
pp. 65-78
Persistent link: https://www.econbiz.de/10012286686
Saved in:
5
An asynchronous regime switching GO GARCH model for optimal futures hedging
Lee, Hsiang-Tai
- In:
Global business and finance review
24
(
2019
)
3
,
pp. 65-78
Persistent link: https://www.econbiz.de/10012121320
Saved in:
6
Dynamic hedging using the realized
minimum-variance
hedge
ratio
approach : examination of the CSI 300 index futures
Qu, Hui
;
Wang, Tianyang
;
Zhang, Yi
;
Sun, Pengfei
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012170622
Saved in:
7
Quantile hedge ratio for energy markets
Shrestha, Keshab
;
Ravichandran K. Subramaniam
;
Yessy …
- In:
Energy economics
71
(
2018
),
pp. 253-272
Persistent link: https://www.econbiz.de/10011943021
Saved in:
8
Risk management and optimal capital structure under ambiguity
Kim, Hwa-sung
- In:
Finance research letters
40
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012819964
Saved in:
9
Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
Saved in:
10
Crude oil price shocks and hedging performance : a comparison of volatility models
Chun, Dohyun
;
Cho, Hoon
;
Kim, Jihun
- In:
Energy economics
81
(
2019
),
pp. 1132-1147
Persistent link: https://www.econbiz.de/10012173083
Saved in:
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