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~person:"Bouri, Elie"
~person:"Cotter, John"
~subject:"ARCH model"
~subject:"Risk Management"
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ARCH model
Risk Management
Hedging
49
Portfolio selection
18
Portfolio-Management
18
Risk aversion
11
Welt
11
World
11
Derivat
10
Derivative
10
Theorie
10
Theory
10
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10
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9
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6
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Hedging Performance
5
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gold
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Bouri, Elie
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
Arouri, Mohamed
4
Augustyniak, Maciej
4
Bos, Charles S.
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
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Geary Institute, University College Dublin
2
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2
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1
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1
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1
Financial modeling and risk management of energy and environmental instruments and derivates
1
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ECONIS (ZBW)
6
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2
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1
Return volatility, correlation, and
hedging
of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
2
Hedging
the risks of MENA stock markets with gold : evidence from the spectral approach
Ourir, Awatef
;
Bouri, Elie
;
Essaadi, Essahbi
- In:
Computational economics
61
(
2023
)
1
,
pp. 197-231
a spectral approach within the framework of portfolio
hedging
. Specifically, we consider eight MENA stock markets …
Persistent link: https://www.econbiz.de/10014228422
Saved in:
3
Information transmission and
hedging
effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
Yousaf, Imran
;
Ali, Shoaib
;
Bouri, Elie
;
Saeed, Tareq
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1913-1934
Persistent link: https://www.econbiz.de/10014381000
Saved in:
4
Oil price risk exposure of BRIC stock markets and
hedging
effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
Saved in:
5
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:
6
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:
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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