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Asset storability and price discovery in commodity futures markets : a new look
Yang, Jian; Bessler, David A.; Leatham, David J. - In: The journal of futures markets 21 (2001) 3, pp. 279-300
Persistent link: https://www.econbiz.de/10001556713
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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
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Infeasibility resolution based on goal programming
Yang, Jian - In: Computers & operations research : and their … 35 (2008) 5, pp. 1483-1493
Persistent link: https://www.econbiz.de/10003670699
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Volatility spillovers between foreign exchange, commodity and freight futures prices : implications for hedging strategies
Haigh, Michael S.; Holt, Matthew T. - 1999
Persistent link: https://www.econbiz.de/10001401517
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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
Persistent link: https://www.econbiz.de/10001676815
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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
Persistent link: https://www.econbiz.de/10002645774
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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/10013142935
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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
Persistent link: https://www.econbiz.de/10008746354
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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...
Persistent link: https://www.econbiz.de/10003975940