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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
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Options, futures, and business risk
Gammill, James F. - In: The journal of futures markets 2 (1982) 2, pp. 141-149
Persistent link: https://www.econbiz.de/10001080930
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Multi-moment risk, hedging strategies, & the business cycle
Racicot, François-Éric; Théoret, Raymond - In: International review of economics & finance : IREF 58 (2018), pp. 637-675
Persistent link: https://www.econbiz.de/10012034253
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Learning minimum variance discrete hedging directly from the market
Nian Ke; Coleman, Thomas F.; Li, Yuying - In: Quantitative finance 18 (2018) 7, pp. 1115-1128
Persistent link: https://www.econbiz.de/10011911526
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Downside risk for short long hedgers
Demirer, Rıza; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 12 (2003) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10001770018
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Dynamic hedging with futures : a copula-based GARCH model
Hsu, Chih-chiang; Tseng, Chih-Ping; Wang, Yaw-Huei - In: The journal of futures markets 28 (2008) 11, pp. 1095-1116
Persistent link: https://www.econbiz.de/10003770071
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Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps : application to the airline industry
Bertus, Mark; Godbey, Jonathan; Hilliard, Jimmy E. - In: The journal of futures markets 29 (2009) 8, pp. 736-756
Persistent link: https://www.econbiz.de/10003897846
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How firms should hedge : an extension
Korn, Olaf - In: The journal of futures markets 30 (2010) 9, pp. 834-845
Persistent link: https://www.econbiz.de/10008900928
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Estimating hedged portfolio value-at-risk using the conditional copula : an illustration of model risk
Chen, Yi-Hsuan; Tu, Anthony H. - In: International review of economics & finance : IREF 27 (2013), pp. 514-528
Persistent link: https://www.econbiz.de/10009740775
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Hedging under counterparty credit uncertainty
Mahul, Olivier; Cummins, John David - In: The journal of futures markets 28 (2008) 3, pp. 248-263
Persistent link: https://www.econbiz.de/10003699318