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~person:"Cotter, John"
~person:"Moravcová, Michala"
~subject:"ARCH model"
~subject:"Risk Management"
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ARCH model
Risk Management
Hedging
30
Risk aversion
11
Derivat
9
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9
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9
Theorie
9
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9
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4
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4
Hedging Horizon
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Hedging (Finance)
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Cotter, John
Moravcová, Michala
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
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3
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3
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3
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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
Journal of international financial markets, institutions & money
1
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1
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ECONIS (ZBW)
5
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1
Frequency volatility connectedness and portfolio
hedging
of U.S. energy commodities
Kočenda, Evžen
;
Moravcová, Michala
-
2024
We analyze (frequency) connectedness and portfolio
hedging
among U.S. energy commodities from 1997 to 2023. We show …
Persistent link: https://www.econbiz.de/10014456134
Saved in:
2
Exchange rate co-movements,
hedging
and volatility spillovers in new EU forex markets
Kočenda, Evžen
;
Moravcová, Michala
-
2017
increase but
hedging
costs rise as well. Based on the spillover index we document that during calm periods most of the …
Persistent link: https://www.econbiz.de/10011763803
Saved in:
3
Exchange rate comovements,
hedging
and volatility spillovers on new EU forex markets
Kočenda, Evžen
;
Moravcová, Michala
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 42-64
Persistent link: https://www.econbiz.de/10012127823
Saved in:
4
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:
5
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:
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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