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Search: subject_exact:"Commodity hedging"
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Hedging
9,164
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3,615
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3,615
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2,223
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2,223
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2,000
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2,000
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1,346
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1,312
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1,201
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945
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944
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906
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897
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788
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785
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630
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628
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556
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550
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550
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530
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487
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471
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438
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Broll, Udo
170
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88
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70
Wahl, Jack E.
67
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33
Zilcha, Itzhak
33
Acharya, Viral V.
31
Hammoudeh, Shawkat
29
Platen, Eckhard
29
Hull, John
28
Lo, Andrew W.
28
Alexander, Carol
26
Madan, Dilip B.
26
Engle, Robert F.
25
Mensi, Walid
23
Fabozzi, Frank J.
22
Giglio, Stefano
22
Kang, Sang Hoon
22
Cotter, John
21
Dionne, Georges
21
Bouri, Elie
20
Conlon, Thomas
20
Hau, Harald
20
Chang, Chia-Lin
19
Eckwert, Bernhard
19
Korn, Olaf
19
Agarwal, Vikas
18
Caballero, Ricardo J.
18
Frey, Rüdiger
18
Li, Johnny Siu-Hang
18
Lucey, Brian M.
18
Melʹnikov, Aleksandr V.
18
Schweizer, Martin
18
Adam-Müller, Axel F. A.
17
Brown, Stephen J.
17
Guirguis, Michel
17
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17
Sherris, Michael
17
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17
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16
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65
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9
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6
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6
Bonn Graduate School of Economics
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
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4
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4
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3
Deutsche Forschungsgemeinschaft
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Rodney L. White Center for Financial Research
3
School of Finance and Business Economics <Perth, Western Australia>
3
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3
Springer Fachmedien Wiesbaden
3
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3
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3
Chambre de commerce et d'industrie de Paris
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
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2
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2
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2
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2
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2
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2
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2
University of York / Department of Economics and Related Studies
2
Verlag Dr. Kovač
2
Vrije Universiteit Amsterdam / Department of Finance
2
Walter de Gruyter GmbH & Co. KG
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
World Bank
2
École des Hautes Études Commerciales <Lausanne>
2
AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance <(2003 :Snowbird, Utah)>
1
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Australian National University / Faculty of Economics and Commerce
1
Banco de Portugal / Departamento de Estatística e Estudos Económicos
1
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The journal of futures markets
328
Energy economics
116
International journal of theoretical and applied finance
115
Journal of banking & finance
113
Finance research letters
100
International review of financial analysis
78
Finance and stochastics
73
International review of economics & finance : IREF
73
Insurance / Mathematics & economics
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
NBER working paper series
65
Journal of financial economics
61
Working paper / National Bureau of Economic Research, Inc.
55
Applied economics
54
The review of financial studies
54
Economic modelling
53
Journal of multinational financial management
51
Applied mathematical finance
50
The North American journal of economics and finance : a journal of financial economics studies
50
The journal of finance : the journal of the American Finance Association
47
Journal of economic dynamics & control
46
European journal of operational research : EJOR
45
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
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
38
Research in international business and finance
38
Risks : open access journal
38
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Applied financial economics
35
American journal of agricultural economics
34
Journal of risk and financial management : JRFM
33
Swiss Finance Institute Research Paper
33
Journal of international money and finance
32
Discussion paper / Centre for Economic Policy Research
31
The journal of corporate finance : contracting, governance and organization
31
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ECONIS (ZBW)
9,163
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2
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3401
The profiles of merged hedge funds, funds of hedge funds, and CTA
Gregoriou, Greg N.
;
Kooli, Maher
- In:
The journal of asset management
18
(
2017
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10011592761
Saved in:
3402
Finanzmathematik in der Bankpraxis : vom Zins zur Option
Heidorn, Thomas
;
Schäffler, Christian
-
2017
-
7. Auflage
Persistent link: https://www.econbiz.de/10011533230
Saved in:
3403
Hedging efficiency of Indian commodity futures : an empirical analysis
Gupta, Shashi
;
Choudhary, Himanshu
;
Agarwal, D. R.
- In:
Paradigm : the journal of Institute of Management Technology
21
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012160882
Saved in:
3404
Tracking hedge funds returns using sparse clones
Giuzio, Margherita
- In:
Essays in portfolio selection
,
(pp. 37-62)
.
2017
Persistent link: https://www.econbiz.de/10012111505
Saved in:
3405
Can liquidity risk explain diseconomies of scale in hedge funds?
Shawky, Hany A.
;
Wang, Ying
- In:
The quarterly journal of finance
7
(
2017
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011724094
Saved in:
3406
Optimal policy in a hybrid manufacturing/remanufacturing system with financial hedging
Sun, Hong
;
Chen, Weida
;
Ren, Zhiliang
;
Liu, Biyu
- In:
International journal of production research
55
(
2017
)
19/20
,
pp. 5728-5742
Persistent link: https://www.econbiz.de/10011724210
Saved in:
3407
The use of otc derivatives by italian regions : for hedging or trading purposes?
Fantini, Giulia
;
Olandani, Chiara
- In:
The IUP journal of financial risk management : IJFRM
14
(
2017
)
1
,
pp. 7-15
Persistent link: https://www.econbiz.de/10011724348
Saved in:
3408
On the relationship between oil and equity markets : evidence from South Asia
Noor, Md Hasib
;
Dutta, Anupam
- In:
International journal of managerial finance : IJMF
13
(
2017
)
3
,
pp. 287-303
Persistent link: https://www.econbiz.de/10011729093
Saved in:
3409
Financial option insurance
Wang, Qi-Wen
;
Shu, Jian-Jun
- In:
Risk management : a journal of risk, crisis and disaster
19
(
2017
)
1
,
pp. 72-101
Persistent link: https://www.econbiz.de/10011729330
Saved in:
3410
Superreplication of financial derivatives via convex programming
Kahalé, Nabil
- In:
Management science : journal of the Institute for …
63
(
2017
)
7
,
pp. 2323-2339
Persistent link: https://www.econbiz.de/10011729383
Saved in:
3411
Convex duality with transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Mathematics of operations research
42
(
2017
)
2
,
pp. 448-471
Persistent link: https://www.econbiz.de/10011684447
Saved in:
3412
Managing the financial risks affecting construction contractors : implementing hedging in Sri Lanka
Fernando, Charith Kaushalya
;
Hosseini, M. Reza
; …
- In:
International journal of strategic property management
21
(
2017
)
2
,
pp. 212-224
Persistent link: https://www.econbiz.de/10011684718
Saved in:
3413
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
3414
Dynamic longevity hedging in the presence of population basis risk : a feasibility analysis from technical and economic perspectives
Zhou, Kenneth Q.
;
Siu-Hang Li, Johnny
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 417-437
Persistent link: https://www.econbiz.de/10011685202
Saved in:
3415
Hedging longevity risk in life settlements using biomedical research-backed obligations
MacMinn, Richard D.
;
Zhu, Nan
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 439-458
Persistent link: https://www.econbiz.de/10011685204
Saved in:
3416
Robust mean-variance hedging of longevity risk
Li, Hong
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 459-475
Persistent link: https://www.econbiz.de/10011685211
Saved in:
3417
On the numerical aspects of optimal option hedging with transaction costs
Josephy, Norman H.
;
Kimball, Lucia
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011686780
Saved in:
3418
BBPH : using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs
Barnett, Jason
;
Watson, Jean-Paul
;
Woodruff, David L.
- In:
Operations research letters
45
(
2017
)
1
,
pp. 34-39
Persistent link: https://www.econbiz.de/10011687115
Saved in:
3419
Selective foreign exchange hedging for Korean importers
Yun, Won-Cheol
- In:
Journal of economic research
22
(
2017
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10011687721
Saved in:
3420
A progressive hedging method for the multi-path travelling salesman problem with stochastic travel times
Perboli, Guido
;
Gobbato, Luca
;
Maggioni, Francesca
- In:
IMA journal of management mathematics
28
(
2017
)
1
,
pp. 65-86
Persistent link: https://www.econbiz.de/10011690284
Saved in:
3421
Corporate hedging, firm focus and firm size : the case of REITs
Wei, Peihwang
;
Xu, Li
;
Zeng, Bei
- In:
Managerial finance
43
(
2017
)
3
,
pp. 313-330
Persistent link: https://www.econbiz.de/10011691418
Saved in:
3422
Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits
Feng, Runhuan
;
Jing, Xiaochen
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 36-48
Persistent link: https://www.econbiz.de/10011691495
Saved in:
3423
Redistribution of longevity risk : the effect of heterogeneous mortality beliefs
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 175-188
Persistent link: https://www.econbiz.de/10011694430
Saved in:
3424
Participating contingent premium options
Rajae, Aboulaich
;
Amina, Dchieche
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011697145
Saved in:
3425
On the performance of the comonotonicity approach for pricing Asian options in some benchmark models from equities and commodities
Chen, Jilong
;
Ewald, Christian
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011697161
Saved in:
3426
Optimal asset allocation for strategic investors
Laborda, Ricardo
;
Olmo, Jose
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 970-987
Persistent link: https://www.econbiz.de/10011746933
Saved in:
3427
Does gold hedge stock market, inflation and exchange rate risks? : an econometric investigation
Iqbal, Javed
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011747062
Saved in:
3428
Pricing and hedging options with rollover parameters
Kim, Sol
- In:
Journal of risk
19
(
2017
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011747093
Saved in:
3429
Different strokes by different folks : the dynamics of hedge fund systematic risk exposure and performance
Huang, Ying
;
Chen, Carl R.
;
Kato, Isamu
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 367-388
Persistent link: https://www.econbiz.de/10011747317
Saved in:
3430
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
3431
Option pricing and hedging for discrete time regime-switching models
Rémillard, Bruno
;
Hocquard, Alexandre
;
Lamarre, Hugo
; …
- In:
Modern economy
8
(
2017
)
8
,
pp. 1005-1032
Persistent link: https://www.econbiz.de/10011748340
Saved in:
3432
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:
3433
Single- and cross-generation natural hedging of longevity and financial risk
Luciano, Elisa
;
Regis, Luca
;
Vigna, Elena
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 961-986
Persistent link: https://www.econbiz.de/10011749228
Saved in:
3434
Managing mortality risk with longevity bonds when mortality rates are cointegrated
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 987-1023
Persistent link: https://www.econbiz.de/10011749231
Saved in:
3435
Are Islamic stock indexes exposed to systemic risk? : multivariate GARCH estimation of CoVaR
Trabelsi, Nader
;
Naifar, Nader
- In:
Research in international business and finance
42
(
2017
),
pp. 727-744
Persistent link: https://www.econbiz.de/10011750545
Saved in:
3436
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:
3437
CEO age, risk incentives, and hedging strategy
Croci, Ettore
;
Del Giudice, Alfonso
;
Jankensgård, Håkan
- In:
Financial management
46
(
2017
)
3
,
pp. 687-716
Persistent link: https://www.econbiz.de/10011751775
Saved in:
3438
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:
3439
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:
3440
Hedging the impact of climate change in the catastrophe space
Chang, Carolyn C. W.
;
Chang, Jack S. K.
- In:
Journal of risk management in financial institutions
10
(
2016/2017
)
4
,
pp. 341-352
Persistent link: https://www.econbiz.de/10011753941
Saved in:
3441
Production and hedging with optimism and pessimism under ambiguity
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 122-135
Persistent link: https://www.econbiz.de/10011754116
Saved in:
3442
Production and hedging under state-dependent preferences and background risk
Kit, Pong Wong
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 527-534
Persistent link: https://www.econbiz.de/10011754581
Saved in:
3443
Deliberately stochastic
Cerreia-Vioglioy, Simone
;
Dillenberger, David
; …
-
2017
-
This version: May 25, 2017
Persistent link: https://www.econbiz.de/10011705459
Saved in:
3444
Input hedging, output hedging, and market power
De Angelis, David
;
Ravid, Simon Abraham
- In:
Journal of economics & management strategy : JEMS
26
(
2017
)
1
,
pp. 123-151
Persistent link: https://www.econbiz.de/10011706034
Saved in:
3445
An analytic hedging model of energy quanto contracts
Kang, Sang Baum
;
Zhao, Jialin
- In:
Theoretical economics letters
7
(
2017
)
4
,
pp. 737-746
Persistent link: https://www.econbiz.de/10011706614
Saved in:
3446
What does risk-neutral skewness tell us about future stock returns?
Stilger, Przemysław S.
;
Kostakis, Alexandros
;
Poon, …
- In:
Management science : journal of the Institute for …
63
(
2017
)
6
,
pp. 1814-1834
Persistent link: https://www.econbiz.de/10011707251
Saved in:
3447
The management of political risk
Giambona, Erasmo
;
Graham, John R.
;
Harvey, Campbell R.
- In:
Journal of international business studies : JIBS ; an …
48
(
2017
)
4
,
pp. 523-533
Persistent link: https://www.econbiz.de/10011708606
Saved in:
3448
Identifying stock market bubbles : modeling illiquidity premium and bid-ask prices of financial securities
Karimov, Azar
-
2017
-
1st edition 2018
Persistent link: https://www.econbiz.de/10011710988
Saved in:
3449
Monetary uncertainty and trade in Eastern Europe and Central Asia : a firm-level analysis
Martínez-Zarzoso, Inmaculada
;
Johannsen, Florian
- In:
International business review : the official journal of …
26
(
2017
)
3
,
pp. 476-490
Persistent link: https://www.econbiz.de/10011712228
Saved in:
3450
The market liquidity timing skills of debt-oriented hedge funds
Li, Baibing
;
Luo, Ji
;
Tee, Kaihong
- In:
European financial management : the journal of the …
23
(
2017
)
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pp. 32-54
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