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~person:"Cone, Thomas E."
~person:"Cotter, John"
~subject:"Risk Management"
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Cone, Thomas E.
Cotter, John
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Learning,
hedging
, and the natural rate hypothesis
Cone, Thomas E.
;
Shea, Paul
- In:
Macroeconomic dynamics
23
(
2019
)
5
,
pp. 2009-2034
Persistent link: https://www.econbiz.de/10012127260
Saved in:
2
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:
3
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:
4
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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