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Hedging
117
Derivat
43
Derivative
43
Volatility
38
Volatilität
38
Oil price
33
Ölpreis
33
Theorie
31
Theory
31
Portfolio selection
29
Portfolio-Management
29
Commodity derivative
28
Rohstoffderivat
28
Risikomanagement
23
Risk management
23
Spillover effect
21
Spillover-Effekt
21
ARCH model
20
ARCH-Modell
20
Welt
20
World
20
Estimation
19
Schätzung
19
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Elektrizitätswirtschaft
16
Energiemarkt
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Energy market
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Börsenkurs
11
Share price
11
Aktienmarkt
10
Erdöl
10
Hedging effectiveness
10
Option pricing theory
10
Optionspreistheorie
10
Petroleum
10
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117
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Hammoudeh, Shawkat
5
Cotter, John
4
Biggar, Darryl
3
Chang, Chia-Lin
3
Hanly, Jim
3
Hesamzadeh, Mohammad Reza
3
Kang, Sang Hoon
3
McAleer, Michael
3
Nguyen, Duc Khuong
3
Antonakakis, Nikolaos
2
Arouri, Mohamed
2
Batten, Jonathan A.
2
Benth, Fred Espen
2
Bunn, Derek W.
2
Cuñado Eizaguirre, Juncal
2
Dai, Zhifeng
2
Demirer, Rıza
2
Dionne, Georges
2
Ernstsen, Rune Ramsdal
2
Filis, George
2
Frestad, Dennis
2
Gabauer, David
2
Kinateder, Harald
2
Lin, Boqiang
2
López Cabrera, Brenda
2
McIver, Ron
2
Mensi, Walid
2
Mnasri, Mohamed
2
Perez de Gracia, Fernando
2
Power, Gabriel J.
2
Ravichandran K. Subramaniam
2
Sadorsky, Perry A.
2
Saltyte Benth, Jurate
2
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2
Skajaa, Anders
2
Suleman, Muhammad Tahir
2
Szilágyi, Péter G.
2
Tegnér, Martin
2
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2
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2
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Energy economics
The journal of futures markets
328
IMF Working Papers
161
International journal of theoretical and applied finance
119
Journal of banking & finance
113
Finance research letters
100
International review of financial analysis
79
Finance and stochastics
75
International review of economics & finance : IREF
74
IMF Staff Country Reports
71
Insurance / Mathematics & economics
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
NBER working paper series
65
MPRA Paper
64
Journal of financial economics
62
Applied economics
56
Economic modelling
55
Working paper / National Bureau of Economic Research, Inc.
55
The review of financial studies
54
Journal of multinational financial management
51
The North American journal of economics and finance : a journal of financial economics studies
51
Applied mathematical finance
50
European journal of operational research : EJOR
48
The journal of finance : the journal of the American Finance Association
47
International Journal of Theoretical and Applied Finance (IJTAF)
46
Journal of economic dynamics & control
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
The European journal of finance
44
NBER Working Paper
43
Research paper series / Swiss Finance Institute
42
Finance and Stochastics
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Quantitative finance
40
Journal of international financial markets, institutions & money
39
Risks : open access journal
39
Research in international business and finance
38
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Applied financial economics
35
Economics Papers from University Paris Dauphine
35
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ECONIS (ZBW)
117
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1
Determinants and real effects of joint
hedging
: an empirical analysis of US oil and gas producers
Dionne, Georges
;
El Hraiki, Rayane
;
Mnasri, Mohamed
- In:
Energy economics
124
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014482808
Saved in:
2
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi
;
Bouri, Elie
- In:
Energy economics
119
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
Saved in:
3
Natural gas and the utility sector nexus in the U.S. : quantile connectedness and portfolio implications
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
;
Do, Hung Xuan
- In:
Energy economics
120
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014285867
Saved in:
4
Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities
Shahid, Muhammad Naeem
;
Wajahat Azmi
;
Ali, Mohsin
; …
- In:
Energy economics
120
(
2023
),
pp. 1-44
Persistent link: https://www.econbiz.de/10014285871
Saved in:
5
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Nguyen, Hoang
;
Virbickaitė, Audronė
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480067
Saved in:
6
Who's afraid of a Texas hedge?
Power, Gabriel J.
;
Vedenov, Dmitrij V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489962
Saved in:
7
Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
Saved in:
8
Time-frequency connectedness and spillover among carbon, climate, and energy futures : determinants and portfolio risk management implications
Mohammad Enamul Hoque
;
Low, Soo Wah
;
Syed Mabruk Billah
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014490834
Saved in:
9
Pricing and
hedging
wind power prediction risk with binary option contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
Saved in:
10
Do green and dirty investments hedge each other?
Kazi Sohag
;
Hassan, M. Kabir
;
Bakhteyev, Stepan
; …
- In:
Energy economics
120
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014284560
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