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~isPartOf:"Journal of banking & finance"
~isPartOf:"Swiss Finance Institute Research Paper"
~subject:"Commodity derivative"
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Search: subject_exact:"Financial+hedging"
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Commodity derivative
Hedging
146
Theorie
59
Theory
59
Portfolio selection
51
Portfolio-Management
51
Option pricing theory
31
Optionspreistheorie
31
Derivat
29
Derivative
29
Risikomanagement
24
Risk management
24
Capital income
17
Kapitaleinkommen
17
Volatility
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Volatilität
16
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Hedgefonds
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Option trading
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Optionsgeschäft
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Estimation
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12
Yield curve
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8
Exchange rate risk
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Foreign exchange management
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11
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Miffre, Joëlle
2
Alizadeh-Masoodian, Amir H.
1
Basu, Devraj
1
Dark, Jonathan
1
Daskalaki, Charoula
1
Dempster, Michael A. H.
1
Ederington, Louis H.
1
Fernandez-Perez, Adrian
1
Frijns, Bart
1
Fuertes, Ana María
1
Hilliard, Jimmy E.
1
Hilliard, Jitka
1
Kostakis, Alexandros
1
Li, Yang
1
Lien, Da-hsiang Donald
1
Marshall, Ben R.
1
Medova, Elena
1
Nguyen, Nhut H.
1
Nomikos, Nikos K.
1
Pouliasis, Panos K.
1
Prokopczuk, Marcel
1
Roncoroni, Andrea
1
Ronn, Ehud I.
1
Salas, Jesus M.
1
Skiadopoulos, George
1
Tang, Ke
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Journal of banking & finance
Swiss Finance Institute Research Paper
Energy economics
29
The journal of futures markets
29
International review of financial analysis
15
International review of economics & finance : IREF
13
Applied economics
10
Economic modelling
9
Finance research letters
9
Working paper
7
International Journal of Energy Economics and Policy : IJEEP
6
Journal of commodity markets
6
Applied financial economics
5
European review of agricultural economics : ERAE
5
The energy journal
5
The review of financial studies
5
Finance India : the quarterly journal of Indian Institute of Finance
4
Global finance journal
4
IMF working paper
4
Journal of agricultural and applied economics
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
American journal of agricultural economics
3
Applied economics letters
3
Borsa Istanbul Review
3
IIMB management review
3
Journal of international money and finance
3
Journal of risk and financial management : JRFM
3
Manufacturing & service operations management : M & SOM
3
Pacific-Basin finance journal
3
Paradigm : the journal of Institute of Management Technology
3
Research in international business and finance
3
The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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Advances in investment analysis and portfolio management : a research annual
2
Agricultural economics : the journal of the International Association of Agricultural Economists
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Allokation im marktwirtschaftlichen System
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ECONIS (ZBW)
11
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1
A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Journal of banking & finance
98
(
2019
),
pp. 137-155
Persistent link: https://www.econbiz.de/10012162247
Saved in:
2
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
Saved in:
3
Introduction: special issue on commodity and energy markets in the Journal of Banking and Finance
Roncoroni, Andrea
;
Prokopczuk, Marcel
;
Ronn, Ehud I.
- In:
Journal of banking & finance
95
(
2018
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011966673
Saved in:
4
Are there common factors in individual commodity futures returns?
Daskalaki, Charoula
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
40
(
2014
),
pp. 346-363
Persistent link: https://www.econbiz.de/10010402662
Saved in:
5
Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj
;
Miffre, Joëlle
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
Saved in:
6
Liquidity commonality in commodities
Marshall, Ben R.
;
Nguyen, Nhut H.
;
Visaltanachoti, Nuttawat
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 11-20
Persistent link: https://www.econbiz.de/10009675559
Saved in:
7
Will tighter futures price limits decrease hedge effectiveness?
Dark, Jonathan
- In:
Journal of banking & finance
36
(
2012
)
10
,
pp. 2717-2728
Persistent link: https://www.econbiz.de/10009673263
Saved in:
8
A Markov regime switching approach for hedging energy commodities
Alizadeh-Masoodian, Amir H.
;
Nomikos, Nikos K.
; …
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1970-1983
Persistent link: https://www.econbiz.de/10003775048
Saved in:
9
Long term spread option valuation and hedging
Dempster, Michael A. H.
;
Medova, Elena
;
Tang, Ke
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2530-2540
Persistent link: https://www.econbiz.de/10003795773
Saved in:
10
Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10003647092
Saved in:
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