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~person:"Cotter, John"
~subject:"ARCH model"
~subject:"Risk Management"
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ARCH model
Risk Management
Hedging
27
Risk aversion
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Cotter, John
McAleer, Michael
15
Chang, Chia-Lin
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Lai, Yu-Sheng
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Lee, Hsiang-Tai
7
Nguyen, Duc Khuong
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Bos, Charles S.
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Bouri, Elie
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Haigh, Michael S.
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Xuan Vinh Vo
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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
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:
4
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:
5
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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