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type_genre:"Hochschulschrift"
~language:"eng"
~person:"Pennings, Joost M. E."
~person:"Shrestha, Keshab"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Search: subject_exact:"Hedging"
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Hedging
23
Commodity derivative
8
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8
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8
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6
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6
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4
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Pennings, Joost M. E.
Shrestha, Keshab
Lien, Da-hsiang Donald
86
Broll, Udo
63
Kit, Pong Wong
53
Kang, Sang Hoon
24
Mensi, Walid
24
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23
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23
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17
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16
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16
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14
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13
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13
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13
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13
Xuan Vinh Vo
13
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12
Faff, Robert W.
12
Lee, Cheng F.
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11
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11
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11
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11
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10
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10
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10
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10
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10
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10
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10
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10
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ECONIS (ZBW)
23
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1
Quantile hedge ratio for energy markets
Shrestha, Keshab
;
Ravichandran K. Subramaniam
;
Yessy …
- In:
Energy economics
71
(
2018
),
pp. 253-272
Persistent link: https://www.econbiz.de/10011943021
Saved in:
2
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:
3
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
4
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:
5
Risk and hedging behavior : the role and determinants of latent heterogeneity
Pennings, Joost M. E.
;
García, Philip
- In:
The journal of financial research
33
(
2010
)
4
,
pp. 373-401
Persistent link: https://www.econbiz.de/10008986715
Saved in:
6
Agency problem and hedging in agri-food chains : model and application
Kuwornu, John K. M.
;
Kuiper, W. Erno
;
Pennings, Joost M. E.
- In:
Journal of marketing channels : ... distribution …
16
(
2009
)
3
,
pp. 265-289
Persistent link: https://www.econbiz.de/10003871910
Saved in:
7
Probability weighting and loss aversion in futures hedging
Mattos, Fabio
;
García, Philip
;
Pennings, Joost M. E.
- In:
Journal of financial markets
11
(
2008
)
4
,
pp. 433-452
Persistent link: https://www.econbiz.de/10003789998
Saved in:
8
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:
9
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:
10
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 127-150
Persistent link: https://www.econbiz.de/10010190357
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