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person:"Myers, Robert J."
~person:"Shrestha, Keshab"
~subject:"Commodity derivative"
~subject:"Estimation theory"
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Search: subject_exact:"Financial hedging"
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Commodity derivative
Estimation theory
Hedging
23
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13
Theory
13
USA
8
United States
8
Rohstoffderivat
6
Schätztheorie
5
Commodity exchange
4
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Warenbörse
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Estimation
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Myers, Robert J.
Shrestha, Keshab
Lien, Da-hsiang Donald
15
Borensztein, Eduardo
9
Jeanne, Olivier
9
Kang, Sang Hoon
9
Sandri, Damiano
9
McAleer, Michael
8
Acharya, Viral V.
7
Kit, Pong Wong
7
Lochstoer, Lars A.
7
Miffre, Joëlle
7
Ramadorai, Tarun
7
Bouri, Elie
6
Caporale, Guglielmo Maria
6
Chang, Chia-Lin
6
Ciferri, Davide
6
Girardi, Alessandro
6
Korn, Olaf
6
Mensi, Walid
6
Torró, Hipòlit
6
Brunetti, Celso
5
Bühler, Wolfgang
5
Cifarelli, Giulio
5
Fernandez-Perez, Adrian
5
Pennings, Joost M. E.
5
Tang, Ke
5
Bossaerts, Peter L.
4
Broll, Udo
4
Conlon, Thomas
4
Ederington, Louis H.
4
Haigh, Michael S.
4
Hillion, Pierre Henri
4
Holt, Matthew T.
4
Kočenda, Evžen
4
Lee, Cheng F.
4
Martínez, Beatriz
4
Mohan, Sushil
4
Paladino, Giovanna
4
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4
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The journal of futures markets
3
American journal of agricultural economics
1
Applied financial economics
1
Energy economics
1
International review of economics & finance : IREF
1
Journal of agricultural and applied economics
1
Journal of applied econometrics
1
Journal of empirical finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
11
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1
Pure martingale and joint normality tests for energy futures contracts
Shrestha, Keshab
;
Ravichandran K. Subramaniam
;
Rassiah, …
- In:
Energy economics
63
(
2017
),
pp. 174-184
Persistent link: https://www.econbiz.de/10011757917
Saved in:
2
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
3
Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
Saved in:
4
Hedging effectiveness comparisons : a note
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
International review of economics & finance : IREF
17
(
2008
)
3
,
pp. 391-396
Persistent link: https://www.econbiz.de/10003749652
Saved in:
5
Testing for constant hedge ratios in commodity markets : a multivariate GARCH approach
Moschini, Giancarlo
;
Myers, Robert J.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 589-603
Persistent link: https://www.econbiz.de/10001712026
Saved in:
6
On a mean-generalized semivariance approach to determining the hedge ratio
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 581-598
Persistent link: https://www.econbiz.de/10001579727
Saved in:
7
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001447798
Saved in:
8
Hedging with futures and options under a truncated cash price distribution
Hanson, Steven D.
;
Myers, Robert J.
;
Hilker, James H.
- In:
Journal of agricultural and applied economics
31
(
1999
)
3
,
pp. 449-459
Persistent link: https://www.econbiz.de/10001499791
Saved in:
9
Bivariate garch estimation of the optimal commodity futures hedge
Baillie, Richard
- In:
Journal of applied econometrics
6
(
1991
)
2
,
pp. 109-124
Persistent link: https://www.econbiz.de/10001107425
Saved in:
10
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
11
(
1991
)
1
,
pp. 39-53
Persistent link: https://www.econbiz.de/10001101543
Saved in:
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