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Market volatility and the dynamic hedging of multi-commodity price risk

Power, Gabriel J.; Vedenov, Dmitry V.; Anderson, David P.; … - In: Applied economics 45 (2013) 25/27, pp. 3891-3903

Persistent link: https://www.econbiz.de/10010345840

Real option valuation in a Gollier/Weitzman world : the effect of long-run discount rate uncertainty

Tandja M., Djerry C.; Power, Gabriel J.; Bastien, Josée - In: The energy journal 39 (2018) 5, pp. 21-53

Persistent link: https://www.econbiz.de/10011903842

International oil market risk anticipations and the cushing bottleneck : option-implied evidence

Gagnon, Marie-Hélène; Power, Gabriel J. - In: The energy journal 41 (2020) 6, pp. 255-280

Persistent link: https://www.econbiz.de/10012547136

The sum of all fears : forecasting international returns using option-implied risk measures

Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: Journal of banking & finance 146 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014248207

Risk, trust, mad cows and terrorists

Turvey, Calum Greig - In: System dynamics and food networks research, the case of …, (pp. 17-41). 2007

Persistent link: https://www.econbiz.de/10003634522

Reinsuring agricultural risk

Turvey, Calum Greig; Nayak, Govindaray N.; Sparling, … - In: Canadian journal of agricultural economics : CJAE 47 (1999) 3, pp. 281-291

Persistent link: https://www.econbiz.de/10001477825

The simultaneous hedging of price risk, crop yield risk and currency risk

Nayak, Govindaray N.; Turvey, Calum Greig - 2000

Persistent link: https://www.econbiz.de/10001587813

Income risk and farm consumption behavior

Chen, Kevin Z.; Meilke, Karl D.; Turvey, Calum Greig - In: Agricultural economics : the journal of the … 20 (1999) 2, pp. 173-183

Persistent link: https://www.econbiz.de/10001411622

Market Prices of Orthogonal Risk and Risk Aversion in Complete Stochastic Volatility Models : Theoretical and Empirical

Han, Qian - 2010

Considering a production economy with an arbitrary von-Neumann Morgenstern utility, this paper derives a general equilibrium relationship between the market prices of risks and market risk aversion under a continuous time stochastic volatility model completed by liquidly traded options....

Persistent link: https://www.econbiz.de/10013136898

Equilibrium Market Prices of Risks and Market Risk Aversion in a Complete Stochastic Volatility Model with Habit Formation

Turvey, Calum G. - 2010

Considering a pure exchange economy with habit formation utility, this paper explores the equilibrium relationships between the market pricing kernel, the market prices of risks and the market risk aversion under a continuous time stochastic volatility model completed by liquidly traded put...

Persistent link: https://www.econbiz.de/10013143987