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~person:"Arouri, Mohamed"
~person:"Cotter, John"
~subject:"ARCH model"
~subject:"Risk Management"
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Search: subject:"Hedging"
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ARCH model
Risk Management
Hedging
32
Risk aversion
11
Theorie
10
Theory
10
Derivat
9
Derivative
9
Risikoaversion
9
Energy
8
Portfolio selection
8
Portfolio-Management
8
Forecasting
7
Risk Aversion
7
Utility
7
ARCH-Modell
6
Estimation
6
Nutzen
6
Risk management
6
Schätzung
6
Volatility
6
Volatilität
6
Hedging Performance
5
Aktienmarkt
4
Capital income
4
Downside Risk
4
Energiemarkt
4
Energy market
4
Futures Hedging
4
Hedging Horizon
4
Kapitaleinkommen
4
Oil price
4
Risk
4
Stock market
4
Ölpreis
4
Commodity derivative
3
Commodity exchange
3
Hedging (Finance)
3
Risiko
3
Risikomanagement
3
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6
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1
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English
9
Author
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Arouri, Mohamed
Cotter, John
McAleer, Michael
15
Chang, Chia-Lin
13
Lee, Hsiang-Tai
8
Hammoudeh, Shawkat
7
Lai, Yu-Sheng
7
Nguyen, Duc Khuong
7
Choudhry, Taufiq
6
Dark, Jonathan
6
Hanly, Jim
6
Lahiani, Amine
6
Lee, Hsiang-tai
6
Mensi, Walid
6
Kang, Sang Hoon
5
Kočenda, Evžen
5
Lien, Da-hsiang Donald
5
Yoon, Seong-min
5
Augustyniak, Maciej
4
Bos, Charles S.
4
Bouri, Elie
4
Ghorbel, Ahmed
4
Guesmi, Khaled
4
Haigh, Michael S.
4
Moravcová, Michala
4
Xuan Vinh Vo
4
Yousaf, Imran
4
Ali, Shoaib
3
Ammon, Norbert
3
Badescu, Alex
3
Billio, Monica
3
Boutouria, Souha
3
Casarin, Roberto
3
Chkili, Walid
3
Chuang, Chung-Chu
3
Cifarelli, Giulio
3
Dyhrberg, Anne Haubo
3
Engle, Robert F.
3
Hasan, Mohammad S.
3
Heymans, André
3
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Geary Institute, University College Dublin
2
Published in...
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Economic modelling
2
Working Papers / Geary Institute, University College Dublin
2
Energy economics
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
The European journal of finance
1
UCD Geary Institute discussion paper series
1
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ECONIS (ZBW)
6
RePEc
2
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1
World gold prices and stock returns in China : insights for
hedging
and diversification strategies
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
44
(
2015
),
pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
Saved in:
2
Time varying risk aversion : an application to energy
hedging
Cotter, John
;
Hanly, Jim
-
2010
of risk aversion that is based on the observed risk preferences of energy
hedging
market participants. The resulting …
Persistent link: https://www.econbiz.de/10008810105
Saved in:
3
Cross-market dynamics and optimal portfolio strategies in Latin American equity markets
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
European business review : EBR ; the official journal …
27
(
2015
)
2
,
pp. 161-181
Persistent link: https://www.econbiz.de/10011299632
Saved in:
4
Hedging
effectiveness under conditions of asymmetry
Cotter, John
;
Hanly, Jim
- In:
The European journal of finance
18
(
2012
)
1/2
,
pp. 135-147
Persistent link: https://www.econbiz.de/10009565247
Saved in:
5
On the impacts of oil price fluctuations on European equity markets : volatility spillover and
hedging
effectiveness
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy economics
34
(
2012
)
2
,
pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
Saved in:
6
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1825
Persistent link: https://www.econbiz.de/10009272445
Saved in:
7
Time-varying risk aversion : an application to energy
hedging
Cotter, John
;
Hanly, Jim
-
2010
of riskaversion that is based on the observed risk preferences of energy
hedging
marketparticipants. The resulting …
Persistent link: https://www.econbiz.de/10009475662
Saved in:
8
A Utility Based Approach to Energy
Hedging
Cotter, John
;
Hanly, Jim
-
Geary Institute, University College Dublin
-
2011
to commonly applied utility functions including log, exponential and quadratic, and we incorporate these in our
hedging
…
Persistent link: https://www.econbiz.de/10008852072
Saved in:
9
Time Varying Risk Aversion: An Application to Energy
Hedging
Cotter, John
;
Hanly, Jim
-
Geary Institute, University College Dublin
-
2010
of risk aversion that is based on the observed risk preferences of energy
hedging
market participants. The resulting …
Persistent link: https://www.econbiz.de/10008487726
Saved in:
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