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Dynamic hedging for the real option management of hydropower production with exchange rate risks

Dimoski, Joakim; Fleten, Stein-Erik; Löhndorf, Nils; … - In: OR spectrum : quantitative approaches in management 45 (2023) 2, pp. 525-554

Persistent link: https://www.econbiz.de/10014326903

A predictive global sensitivity analysis approach to monitoring and modifying operational hedging positions

Lee, Chieh; Munson, Charles L. - In: International journal of integrated supply management : … 9 (2014/2015) 3, pp. 178-201

Persistent link: https://www.econbiz.de/10011502658

Optimizing portfolio liquidation under risk-based margin requirements

Deng, Geng; Dulaney, Tim; McCann, Craig - In: Journal of finance and investment analysis 2 (2013) 1, pp. 121-153

This paper incorporates risk-based margin requirements into portfolio liquidation procedures in a novel fashion. The approach is analytic and, as a result, more efficient than conventional numerical liquidation methods. The margin requirement calculation is a self-contained inner optimization...

Persistent link: https://www.econbiz.de/10009746034

Kraftwerkseinsatz und Stromhandel unter Berücksichtigung von Planungsunsicherheiten

Stern, Boris - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001631412

Simulation eines CO-2-Zertifikatenhandels und algorithmische Optimierung von Investitionen

Meyer-Nieberg, Silja; Pickl, Stefan - In: Operations research proceedings 2002 : selected papers …, (pp. 471-473). 2003

Persistent link: https://www.econbiz.de/10001752048

Anwendungen der stochastischen Optimierung im Stromhandel und Gastransport

Westphalen, Markus - 2004 - 1. Aufl

Persistent link: https://www.econbiz.de/10002470528

CVaR models with selective hedging for international asset allocation

Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: Journal of banking & finance 26 (2002) 7, pp. 1535-1561

Persistent link: https://www.econbiz.de/10001688719

Over the Hedge : Do Exporters Practice Selective Hedging?

Fabling, Richard - 2014

What determines exporters' exchange rate hedging decisions and do exporters attempt to “time the market”? We use a … hedging choices. Determinants include financial fragility, prior hedging experience, and natural hedge opportunities. In … addition, firms alter their hedging ratios when the currency has recently trended in one direction. We test whether such …

Persistent link: https://www.econbiz.de/10013061266

Over the hedge : do exporters practice selective hedging?

Fabling, Richard; Grimes, Arthur L. - 2014

Persistent link: https://www.econbiz.de/10010243417

Over the hedge : do exporters practice selective hedging?

Fabling, Richard; Grimes, Arthur L. - In: The journal of futures markets 35 (2015) 4, pp. 321-338

Persistent link: https://www.econbiz.de/10011348419