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~isPartOf:"Quantitative finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Derivat"
~subject:"United States"
~subject:"Währungsmanagement"
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Search: subject_exact:"Rohstoff-Hedging"
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Derivat
United States
Währungsmanagement
Hedging
91
Portfolio selection
38
Portfolio-Management
38
Option pricing theory
32
Optionspreistheorie
32
Derivative
24
Theorie
24
Theory
24
Volatility
24
Volatilität
24
Risikomanagement
21
Risk management
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16
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Delage, Erick
2
Hammoudeh, Shawkat
2
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2
McAleer, Michael
2
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1
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1
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1
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1
Christensen, Troels Sønderby
1
De Spiegeleer, Jan
1
Dempster, Michael A. H.
1
Gang, Jianhua
1
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1
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Lai, Yi-Hsun
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Leistikow, Dean
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Lin, Chiou-Fa
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1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
197
Energy economics
53
Journal of banking & finance
42
International journal of theoretical and applied finance
35
The review of financial studies
34
The journal of finance : the journal of the American Finance Association
31
Working paper / National Bureau of Economic Research, Inc.
31
Journal of multinational financial management
30
International review of economics & finance : IREF
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International review of financial analysis
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Finance research letters
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Journal of financial and quantitative analysis : JFQA
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Advances in futures and options research : a research annual
17
American journal of agricultural economics
17
Journal of financial economics
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Applied economics
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The journal of corporate finance : contracting, governance and organization
16
The journal of fixed income
16
Applied mathematical finance
15
The European journal of finance
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Working paper
14
Applied financial economics
13
Journal of risk and financial management : JRFM
13
NBER working paper series
13
Review of quantitative finance and accounting
13
European financial management : the journal of the European Financial Management Association
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Agricultural finance review
10
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
10
Discussion paper / Centre for Economic Policy Research
10
Journal of economic dynamics & control
10
Journal of international money and finance
10
Research in international business and finance
10
Research paper series / Swiss Finance Institute
10
Economic modelling
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
30
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1
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
2
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
3
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
4
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
5
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
6
Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
Saved in:
7
Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
Yousaf, Imran
;
Plakandaras, Vasilios
;
Bouri, Elie
; …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246762
Saved in:
8
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
9
Hedging local currency risk with precious metals
Kunkler, Michael
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413481
Saved in:
10
Economic uncertainty, oil prices, hedging and US stock returns of the airline industry
Kang, Wensheng
;
Perez de Gracia, Fernando
;
Ratti, Ronald A.
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822072
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