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Conditional volatility forecasting in a dynamic hedging model

Haigh, Michael S. - In: Journal of forecasting 24 (2005) 3, pp. 155-172

Persistent link: https://www.econbiz.de/10002749011

Combining time-varying and dynamic multi-period optimal hedging models

Haigh, Michael S.; Holt, Matthew T. - In: European review of agricultural economics : ERAE 29 (2002) 4, pp. 471-500

Persistent link: https://www.econbiz.de/10001728193

The effect of barge and ocean freight price volatility in international grain markets

Haigh, Michael S.; Bryant, Henry L. - In: Agricultural economics : the journal of the … 25 (2001) 1, pp. 41-58

Persistent link: https://www.econbiz.de/10001584522

Crack spead hedging : accounting for time-varying volatility spillovers in the energy futures markets

Haigh, Michael S.; Holt, Matthew T. - In: Journal of applied econometrics 17 (2002) 3, pp. 269-289

Persistent link: https://www.econbiz.de/10001676815

Investment under uncertainty : testing the options model with professional traders

List, John A.; Haigh, Michael S. - 2010

"An important class of investment decisions is characterized by unrecoverable sunk costs, resolution of uncertainty through time, and the ability to invest in the future as an alternative to investing today. The options model provides guidance in such settings, including an investment decision...

Persistent link: https://www.econbiz.de/10003975940

Investment under uncertainty : testing the options model with professional traders

List, John A.; Haigh, Michael S. - In: The review of economics and statistics 92 (2010) 4, pp. 974-984

Persistent link: https://www.econbiz.de/10008746354

Hedging multiple price uncertainty in international grain trade

Haigh, Michael S.; Holt, Matthew T. - In: American journal of agricultural economics 82 (2000) 4, pp. 881-896

Persistent link: https://www.econbiz.de/10001527508

Information cascades : evidence from a field experiment with financial market professionals

Alevy, Jonathan E.; Haigh, Michael S.; List, John A. - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 151-180

Persistent link: https://www.econbiz.de/10003425796

Information cascades : evidence from an experiment with financial market professionals

Alevy, Jonathan E.; Haigh, Michael S.; List, John A. - 2006

Persistent link: https://www.econbiz.de/10003399546

Investment under Uncertainty : Testing the Options Model with Professional Traders

List, John A. - 2010

An important class of investment decisions is characterized by unrecoverable sunk costs, resolution of uncertainty through time, and the ability to invest in the future as an alternative to investing today. The options model provides guidance in such settings, including an investment decision...

Persistent link: https://www.econbiz.de/10012462614