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Adoption of milk and feed forward pricing methods by dairy farmers

Wolf, Christopher; Olynk, Nicole J. - In: Journal of agricultural and applied economics 46 (2014) 4, pp. 527-541

Persistent link: https://www.econbiz.de/10011639865

Operational risk of option hedging

Mitra, Sovan - In: Economic modelling 33 (2013), pp. 194-203

Persistent link: https://www.econbiz.de/10010191991

A verification model to capture option risk and hedging based on a modified underlying beta

Shen, Chuan-He; Liu, Yang - In: The journal of risk model validation 15 (2021) 1, pp. 49-68

Persistent link: https://www.econbiz.de/10014540158

The volatility risk premium in the oil market

Bouchouev, Ilia; Johnson, Brett - In: Quantitative finance 22 (2022) 8, pp. 1561-1578

Persistent link: https://www.econbiz.de/10013367929

Managing revenue risk of the firm : commodity futures and options

Broll, Udo; Kit, Pong Wong - In: IMA journal of management mathematics 28 (2017) 2, pp. 245-258

Persistent link: https://www.econbiz.de/10011723267

Hedging Dependence Risk with Spread Options via the Power Frank and Power Student t Copulas

Tavin, Bertrand - 2014

the PF and PST copulas that allow a projection of the different aspects of dependence risk onto spread options elementary … trades. The proposed hedging methods for dependence risk are compared to alternatives in a numerical analysis in which we …In this paper we consider the problem of pricing and hedging European derivatives written on two underlying assets …

Persistent link: https://www.econbiz.de/10013064860

Risk valuation of quanto derivatives on temperature and electricity

Alfonsi, Aurélien; Vadillo, Nerea - In: Applied mathematical finance 30 (2023) 6, pp. 275-312

Persistent link: https://www.econbiz.de/10015194149

Risk hedging in a supply chain : option vs. price discount

Liu, Zhongyi; Chen, Lihua; Li, Ling; Zhai, Xin - In: International journal of production economics 151 (2014), pp. 112-120

Persistent link: https://www.econbiz.de/10010365234

What drives index options exposures?

Johnson, Tim; Liang, Mo; Liu, Yun - In: Review of finance : journal of the European Finance … 22 (2018) 2, pp. 561-593

Persistent link: https://www.econbiz.de/10011990828

Pricing and risk management of multi-assets financial instruments to natural disasters

Chang, Jui-Jane; Huang, Pao-Hsien; Wu, Ting-Pin - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 1, pp. 19-43

Persistent link: https://www.econbiz.de/10014444330