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Bloznelis, Daumantas - In: Aquaculture economics & management : official journal … 22 (2018) 2, pp. 168-191

Persistent link: https://www.econbiz.de/10011997160

CVA with wrong way risk : sensitivities, volatility and hedging

El Hajjaji, Omar; Subbotin, Alexander - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31

Persistent link: https://www.econbiz.de/10011403747

How to hedge if the payment date is uncertain?

Korn, Olaf; Merz, Alexander - 2016 - [revised]

This paper is the first to study the hedging of price risk with uncertain payment dates, a frequent problem in practice …. It derives a variance-minimizing hedging strategy for two settings, the first employing linear contracts with different … advantages with increasing hedge horizons and strongly dependent time and price risk, while linear instruments can suffice for …

Persistent link: https://www.econbiz.de/10011506271

Benchmarked risk minimization

Du, Ke; Platen, Eckhard - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 617-637

Persistent link: https://www.econbiz.de/10011583786

Simulating physical basis risks in the Capesize freight market

Adland, Roar; Jia, Haiying - In: Maritime economics & logistics : a quarterly scientific … 19 (2017) 2, pp. 196-210

Persistent link: https://www.econbiz.de/10011731927

The management of political risk

Giambona, Erasmo; Graham, John R.; Harvey, Campbell R. - In: Journal of international business studies : JIBS ; an … 48 (2017) 4, pp. 523-533

Persistent link: https://www.econbiz.de/10011708606

Risk aversion, bank funding risk and futures hedging

Raju, Sudhakar - In: Journal of derivatives & hedge funds 20 (2014) 4, pp. 241-255

Persistent link: https://www.econbiz.de/10010462898

Local hedging of variable annuities in the presence of basis risk

Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 611-646

Persistent link: https://www.econbiz.de/10011875672

Hedging under price, output and basis risks : empirical analysis

Alghalith, Moawia; Lalloo, Ricardo - In: Annals of financial economics 15 (2020) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10012642973

Hedging of variable annuities under basis risk

Bauer, Jan - In: Asia-Pacific journal of risk and insurance : APJRI 14 (2020) 2, pp. 1-34

Persistent link: https://www.econbiz.de/10012299298