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~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of banking & finance"
~subject:"Exchange rate"
~subject:"Hedging"
~type_genre:"Aufsatz in Zeitschrift"
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Search: ("Abfallpolitik" OR "Digitalisierung" OR "Rohstoff") AND NOT isPartOf:Wirtschaftsdienst
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Exchange rate
Hedging
Commodity derivative
62
Rohstoffderivat
62
Theorie
47
Theory
47
Volatility
46
Volatilität
46
Portfolio selection
42
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Aufsatz in Zeitschrift
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Fernandez-Perez, Adrian
4
Bartl, Daniel
3
Fernando, Chitru S.
3
Frijns, Bart
3
Adam, Tim
2
Backwell, Alex
2
Fuertes, Ana María
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Applied economics
Finance and stochastics
Journal of banking & finance
Finance research letters
100
Energy economics
97
International review of financial analysis
59
International review of economics & finance : IREF
54
Insurance / Mathematics & economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
Quantitative finance
34
Economic modelling
33
Research in international business and finance
32
Management science : journal of the Institute for Operations Research and the Management Sciences
31
The journal of futures markets
29
European journal of operational research : EJOR
27
Journal of financial economics
24
Journal of international financial markets, institutions & money
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
International journal of theoretical and applied finance
21
Pacific-Basin finance journal
21
Journal of empirical finance
18
The European journal of finance
18
Global finance journal
17
Journal of economic dynamics & control
17
Computational economics
16
The review of financial studies
16
Applied mathematical finance
15
Journal of commodity markets
15
The journal of corporate finance : contracting, governance and organization
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Journal of international money and finance
14
International journal of financial engineering
13
Journal of risk
12
International journal of economics and finance
10
Journal of financial and quantitative analysis : JFQA
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The journal of asset management
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Economics letters
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Journal of multinational financial management
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Review of quantitative finance and accounting
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Scandinavian actuarial journal
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The Chinese economy : translations and studies
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ECONIS (ZBW)
102
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1
Uncertainty impacts on China's agricultural commodity futures : a quantile perspective
Zou, Zhanyong
;
Ouyang, Chuang
;
Li, Xing
- In:
Applied economics
56
(
2024
)
42
,
pp. 5090-5106
Persistent link: https://www.econbiz.de/10014560525
Saved in:
2
Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
Saved in:
3
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Indriawan, Ivan
; …
- In:
Applied economics
52
(
2020
)
48
,
pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
Saved in:
4
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
5
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
6
Trend reversal and alpha generation by hedge funds
Bhargava, Vivek
;
Chaudhry, Mukesh
- In:
Applied economics
55
(
2023
)
35
,
pp. 4037-4059
Persistent link: https://www.econbiz.de/10014299422
Saved in:
7
Diversification and hedging strategies of green bonds in financial asset portfolios during the COVID-19 pandemic
Abuzayed, Bana
;
Al-Fayoumi, Nedal
- In:
Applied economics
55
(
2023
)
36
,
pp. 4228-4238
Persistent link: https://www.econbiz.de/10014299624
Saved in:
8
Do hedge funds value sell-side analysts differently?
Chen, Haosi Chelsea
;
Puckett, Andy
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014489028
Saved in:
9
Delta hedging and volatility-price elasticity : a two-step approach
Xia, Kun
;
Yang, Xuewei
;
Zhu, Peng
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
Saved in:
10
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
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