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~person:"Cotter, John"
~person:"Li, Yang"
~subject:"ARCH model"
~subject:"Risk Management"
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ARCH model
Risk Management
Hedging
33
Derivat
11
Derivative
11
Risk aversion
11
Theorie
10
Theory
10
Risikoaversion
9
Energy
8
Forecasting
7
Risk Aversion
7
Utility
7
Commodity derivative
6
Nutzen
6
Risk management
6
Rohstoffderivat
6
ARCH-Modell
5
Hedging Performance
5
Portfolio selection
5
Portfolio-Management
5
Volatility
5
Volatilität
5
Downside Risk
4
Energiemarkt
4
Energy market
4
Estimation
4
Futures Hedging
4
Hedging Horizon
4
Risk
4
Schätzung
4
Asymmetry
3
Commodity exchange
3
Hedging (Finance)
3
Risiko
3
Risikomanagement
3
Value at Risk
3
Warenbörse
3
Capital income
2
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English
8
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Cotter, John
Li, Yang
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
Lien, Da-hsiang Donald
5
Yoon, Seong-min
5
Arouri, Mohamed
4
Augustyniak, Maciej
4
Bos, Charles S.
4
Bouri, Elie
4
Ghorbel, Ahmed
4
Guesmi, Khaled
4
Haigh, Michael S.
4
Kočenda, Evžen
4
Xuan Vinh Vo
4
Ali, Shoaib
3
Ammon, Norbert
3
Badescu, Alex
3
Billio, Monica
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
Holt, Matthew T.
3
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3
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Geary Institute, University College Dublin
2
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Working Papers / Geary Institute, University College Dublin
2
Financial hedging
1
Journal of banking & finance
1
The European journal of finance
1
The journal of futures markets
1
UCD Geary Institute discussion paper series
1
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ECONIS (ZBW)
5
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2
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1
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:
2
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:
3
The effects of structural breaks and long memory on currency
hedging
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The journal of futures markets
30
(
2010
)
7
,
pp. 607-632
Persistent link: https://www.econbiz.de/10003985029
Saved in:
4
Hedging
effectiveness with S&P 500 index futures under different volatility regimes
Xu, Weijun
;
Li, Yang
- In:
Financial hedging
,
(pp. 95-117)
.
2009
Persistent link: https://www.econbiz.de/10008799131
Saved in:
5
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:
6
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:
7
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:
8
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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