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Journal of financial economics
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116
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ECONIS (ZBW)
389
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1
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
2
Derivative disclosures and managerial opportunism
He, Guanming
;
Ren, Helen Mengbing
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 384-419
Persistent link: https://www.econbiz.de/10014475490
Saved in:
3
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
4
A tale of two premiums revisited
Maréchal, Loïc
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 580-614
Persistent link: https://www.econbiz.de/10014293173
Saved in:
5
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
6
Hedging commodities in times of distress : the case of COVID-19
Magalhães, Luiz Augusto
;
Silva, Thiago Christiano
; …
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1941-1959
Persistent link: https://www.econbiz.de/10013465831
Saved in:
7
How do firms hedge in financial distress?
Dudley, Evan
;
Andrén, Niclas
;
Jankensgård, Håkan
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1324-1351
Persistent link: https://www.econbiz.de/10013287960
Saved in:
8
Dynamic connectedness between energy markets and the Brazilian cash market : an empirical analysis pre- and post-COVID-19
Palazzi, Rafael Baptista
;
Assaf, Ata
;
Klotzle, Marcelo Cabus
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 27-56
Persistent link: https://www.econbiz.de/10014475422
Saved in:
9
Hedging performance analysis of energy markets : evidence from copula quantile regression
Ren, Xianling
;
Yu, Xinping
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 432-450
Persistent link: https://www.econbiz.de/10014475503
Saved in:
10
The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century
Go, You-How
;
Teo, Jia-Jun
;
Chan, Kam Fong
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1559-1575
Persistent link: https://www.econbiz.de/10014432916
Saved in:
11
Dynamic correlations and volatility spillovers between subsectoral clean-energy stocks and commodity futures markets : a hedging perspective
Coskun, Merve
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1727-1749
Persistent link: https://www.econbiz.de/10014433002
Saved in:
12
International Conference on futures and other derivatives
International Conference on Futures and Other …
-
2023
Persistent link: https://www.econbiz.de/10014339367
Saved in:
13
Carbon assets and Bitcoin : hedging roles in global stock markets during the tranquil and turbulent periods?
Jiang, Wei
;
Zhang, Yanyu
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1183-1203
Persistent link: https://www.econbiz.de/10014339387
Saved in:
14
Global climate change and commodity markets : a hedging perspective
Jia, Shanghui
;
Chen, Xinhui
;
Han, Liyan
;
Jin, Jiayu
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1393-1422
Persistent link: https://www.econbiz.de/10014339447
Saved in:
15
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
16
A good hedge or safe haven? : the hedging ability of China's commodity futures market under extreme market conditions
Huang, Huilian
;
Xiong, Tao
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 968-1035
Persistent link: https://www.econbiz.de/10014293273
Saved in:
17
What are the events that shake our world? : measuring and hedging global COVOL
Engle, Robert F.
;
Campos-Martins, Susana
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 221-242
Persistent link: https://www.econbiz.de/10013546063
Saved in:
18
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
19
Speculation or hedging? : options trading prior to FOMC announcements
Jiang, George J.
;
Pan, Guanzhong
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 212-230
Persistent link: https://www.econbiz.de/10012817855
Saved in:
20
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
Saved in:
21
The hedging pressure hypothesis and the risk premium in the soybean reverse crush spread
Li, Ziran
;
Hayes, Dermot James
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 428-445
Persistent link: https://www.econbiz.de/10012817939
Saved in:
22
International Conference on futures and other derivatives
International Conference on Futures and Other …
-
2022
Persistent link: https://www.econbiz.de/10013465939
Saved in:
23
GARCH pricing and hedging of VIX options
Liu, Qiang
;
Jiao, Yuhan
;
Guo, Shuxin
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1039-1066
Persistent link: https://www.econbiz.de/10013287915
Saved in:
24
Hedging pressure and liquidity provision in commodity options markets
Zhang, Tianyang
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1212-1233
Persistent link: https://www.econbiz.de/10013287942
Saved in:
25
Can unpredictable risk exposure be priced?
Barahona, Ricardo
;
Driessen, Joost
;
Frehen, Rik
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 522-544
Persistent link: https://www.econbiz.de/10012693684
Saved in:
26
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
27
Hedging demand and market intraday momentum
Baltussen, Guido
;
Da, Zhi
;
Lammers, Sten
;
Martens, Martin
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
Saved in:
28
Pre-trade hedging : Evidence from the issuance of retail structured products
Henderson, Brian J.
;
Pearson, Neil D.
;
Wang, Li
- In:
Journal of financial economics
137
(
2020
)
1
,
pp. 108-128
Persistent link: https://www.econbiz.de/10012631073
Saved in:
29
Time-varying inflation risk and stock returns
Boons, Martijn
;
Duarte, Fernando
;
Roon, Frans de
; …
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 444-470
Persistent link: https://www.econbiz.de/10012545595
Saved in:
30
Global currency hedging with common risk factors
Opie, Wei
;
Riddiough, Steven J.
- In:
Journal of financial economics
136
(
2020
)
3
,
pp. 780-805
Persistent link: https://www.econbiz.de/10012545731
Saved in:
31
Credit migration and covered interest rate parity
Liao, Gordon Y.
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 504-525
Persistent link: https://www.econbiz.de/10012653083
Saved in:
32
Why do discount rates vary?
Kozak, Serhiy
;
Santosh, Shrihari
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 740-751
Persistent link: https://www.econbiz.de/10012588361
Saved in:
33
Public hedge funds
Sun, Lin
;
Teo, Melvyn
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 44-60
Persistent link: https://www.econbiz.de/10012130879
Saved in:
34
Who benefits in a crisis? Evidence from hedge fund stock and option holdings
Aragon, George O.
;
Martin, J. Spencer
;
Shi, Zhen
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 345-361
Persistent link: https://www.econbiz.de/10012131547
Saved in:
35
Do firms hedge with foreign currency derivatives for employees?
Huang, Pinghsun
;
Huang, Hsin-Yi
;
Zhang, Yan
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 418-440
Persistent link: https://www.econbiz.de/10012165368
Saved in:
36
Non-myopic betas
Malamud, Semyon
;
Vilkov, Grigory
- In:
Journal of financial economics
129
(
2018
)
2
,
pp. 357-381
Persistent link: https://www.econbiz.de/10011982246
Saved in:
37
The buyers' perspective on security design : hedge funds and convertible bond call provisions
Grundy, Bruce D.
;
Verwijmeren, Patrick
- In:
Journal of financial economics
127
(
2018
)
1
,
pp. 77-93
Persistent link: https://www.econbiz.de/10011968761
Saved in:
38
Alpha or beta in the eye of the beholder : what drives hedge fund flows?
Agarwal, Vikas
;
Green, Tracy Clifton
;
Ren, Honglin
- In:
Journal of financial economics
127
(
2018
)
3
,
pp. 417-434
Persistent link: https://www.econbiz.de/10011968929
Saved in:
39
The price of variance risk
Dew-Becker, Ian
;
Giglio, Stefano
;
Le, Anh
;
Giudice …
- In:
Journal of financial economics
123
(
2017
)
2
,
pp. 223-250
Persistent link: https://www.econbiz.de/10011748750
Saved in:
40
Offshore activities and financial vs operational hedging
Hoberg, Gerard
;
Moon, S. Katie
- In:
Journal of financial economics
125
(
2017
)
2
,
pp. 217-244
Persistent link: https://www.econbiz.de/10011751686
Saved in:
41
Volatility of aggregate volatility and hedge fund returns
Agarwal, Vikas
;
Arisoy, Yakup Eser
;
Naik, Narayan Y.
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 491-510
Persistent link: https://www.econbiz.de/10011751857
Saved in:
42
Tail risk in hedge funds : a unique view from portfolio holdings
Agarwal, Vikas
;
Ruenzi, Stefan
;
Weigert, Florian
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 610-636
Persistent link: https://www.econbiz.de/10011751864
Saved in:
43
Bank rescues and bailout expectations : the erosion of market discipline during the financial crisis
Hett, Florian
;
Schmidt, Alexander
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 635-651
Persistent link: https://www.econbiz.de/10011818232
Saved in:
44
Special issue from the 5th International Conference on Futures and Other Derivatives Markets
International Conference on Futures and Other …
-
2017
Persistent link: https://www.econbiz.de/10011950646
Saved in:
45
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
46
A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Sheu, Her-jiun
;
Lee, Hsiang-Tai
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10011950956
Saved in:
47
Cross-hedging ambiguous exchange rate risk
Kit, Pong Wong
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 132-147
Persistent link: https://www.econbiz.de/10011669769
Saved in:
48
VIX exchange traded products : price discovery, hedging, and trading strategy
Bordonado, Christoffer
;
Molnár, Peter
;
Samdal, Sven R.
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 164-183
Persistent link: https://www.econbiz.de/10011669792
Saved in:
49
Foreign Central Bank activities in US futures markets
Fishe, Raymond P. H.
;
Robe, Michel A.
;
Smith, Aaron D.
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011567511
Saved in:
50
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
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