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person:"Bank, Matthias"
subject:"Derivative"
~person:"Benth, Fred Espen"
~person:"Godin, Frédéric"
~subject:"Basel Accord"
~subject:"Wintersport"
~type_genre:"Article in journal"
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Bank, Matthias
Benth, Fred Espen
Godin, Frédéric
Broll, Udo
10
Rösch, Daniel
7
Embrechts, Paul
5
McAleer, Michael
5
Migueis, Marco
5
Wang, Ruodu
5
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5
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4
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Berg, Ernst
3
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3
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3
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3
Cohen, Ruben D.
3
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Dileep N.
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Gauthier, Geneviève
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Applied mathematical finance
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1
European journal of operational research : EJOR
1
Journal of small business and entrepreneurship : JSBE ; the journal of the Canadian Council for Small Business and Entrepreneurship
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Kredit und Kapital
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ECONIS (ZBW)
8
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1
Pricing inconsistency between the futures and Financial Transmission Right markets in North America
Gauthier, Geneviève
;
Godin, Frédéric
;
Trudeau, Gabrielle
- In:
Energy economics
126
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483659
Saved in:
2
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
3
Short-term hedging for an electricity retailer
Dupuis, Debbie J.
;
Gauthier, Geneviève
;
Godin, Frédéric
- In:
The energy journal
37
(
2016
)
2
,
pp. 31-59
Persistent link: https://www.econbiz.de/10011458291
Saved in:
4
Optimal hedging when the underlying asset follows a regime-switching Markov process
François, Pascal
;
Gauthier, Geneviève
;
Godin, Frédéric
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10010378599
Saved in:
5
Determinants of weather derivatives usage in the Austrian winter tourism industry
Bank, Matthias
;
Wiesner, Robert
- In:
Tourism management : research, policies, practice
32
(
2011
)
1
,
pp. 62-68
Persistent link: https://www.econbiz.de/10008798737
Saved in:
6
Hedging of spatial temperature risk with market-traded futures
Barth, Andrea
;
Benth, Fred Espen
;
Potthoff, Jürgen
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 93-117
Persistent link: https://www.econbiz.de/10009155488
Saved in:
7
The use of weather derivatives by small- and medium-sized enterprises : reasons and obstacles
Bank, Matthias
;
Wiesner, Robert
- In:
Journal of small business and entrepreneurship : JSBE ; …
23
(
2010
)
4
,
pp. 581-600
Persistent link: https://www.econbiz.de/10008757507
Saved in:
8
Why simple, when it can be difficult? : some remarks on the Basel IRB approach
Bank, Matthias
;
Lawrenz, Jochen
- In:
Kredit und Kapital
36
(
2003
)
4
,
pp. 534-556
Persistent link: https://www.econbiz.de/10001934567
Saved in:
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