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Volatility spillovers between foreign exchange, commodity and freight futures prices : implications for hedging strategies

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

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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

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Do professional traders exhibit myopic loss aversion? : An experimental analysis

Haigh, Michael S.; List, John A. - In: The journal of finance : the journal of the American … 60 (2005) 1, pp. 523-534

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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...

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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

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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

Investment Under Uncertainty : Testing the Options Model with Professional Traders

List, John A. - 2010

Persistent link: https://www.econbiz.de/10013142935