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~person:"Cotter, John"
~person:"Xuan Vinh Vo"
~subject:"ARCH model"
~subject:"Risk Management"
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Search: subject:"Hedging"
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ARCH model
Risk Management
Hedging
40
Risk aversion
11
Volatility
11
Volatilität
11
Estimation
10
Schätzung
10
Derivat
9
Derivative
9
Portfolio selection
9
Portfolio-Management
9
Risikoaversion
9
Theorie
9
Theory
9
Energy
8
Spillover effect
8
Spillover-Effekt
8
Forecasting
7
Risk Aversion
7
Risk management
7
Utility
7
ARCH-Modell
6
Aktienmarkt
6
Nutzen
6
Oil price
6
Stock market
6
Ölpreis
6
Börsenkurs
5
Commodity derivative
5
Hedging Performance
5
Rohstoffderivat
5
Share price
5
Capital income
4
Downside Risk
4
Energiemarkt
4
Energy market
4
Futures Hedging
4
Hedging Horizon
4
Kapitaleinkommen
4
Oil
4
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1
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English
9
Author
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Cotter, John
Xuan Vinh Vo
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
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
Holt, Matthew T.
3
Li, Yang
3
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Geary Institute, University College Dublin
2
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Working Papers / Geary Institute, University College Dublin
2
Australian economic papers
1
International review of economics & finance : IREF
1
Journal of international financial markets, institutions & money
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
UCD Geary Institute discussion paper series
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ECONIS (ZBW)
6
RePEc
2
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1
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1
Asymmetric volatility transmission and
hedging
strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
2
Volatility spillovers and
hedging
effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.
;
Akanni, Lateef O.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
Saved in:
3
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
4
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
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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