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~person:"Fabozzi, Frank J."
~person:"Kit, Pong Wong"
~person:"Yamada, Yuji"
~source:"econis"
~subject:"ARCH model"
~subject:"Derivat"
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Search: subject_exact:"Financial+hedging"
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ARCH model
Derivat
Hedging
102
Theorie
68
Theory
68
Derivative
39
Exchange rate risk
23
Währungsrisiko
23
Foreign exchange management
22
Währungsmanagement
22
Currency derivative
16
Währungsderivat
16
Multinationales Unternehmen
13
Production
13
Transnational corporation
13
Risiko
12
Risk
12
Optionsgeschäft
10
Risikoaversion
10
Risikomanagement
10
Risk aversion
10
Risk management
10
Liquidity constraint
9
Liquiditätsbeschränkung
9
Option pricing theory
9
Option trading
9
Optionspreistheorie
9
Commodity derivative
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Export
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Portfolio selection
8
Portfolio-Management
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Rohstoffderivat
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Devisenoption
6
Foreign trade sector
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Decision
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Collection of articles of several authors
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English
41
Author
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Fabozzi, Frank J.
Kit, Pong Wong
Yamada, Yuji
Lien, Da-hsiang Donald
44
Broll, Udo
27
Hull, John
26
McAleer, Michael
17
Chang, Chia-Lin
12
Cotter, John
11
Hammoudeh, Shawkat
11
Kavussanos, Manolis G.
10
Lee, Hsiang-Tai
9
Welzel, Peter
9
Alexander, Carol
8
Benth, Fred Espen
8
Dark, Jonathan
8
Korn, Olaf
8
Minton, Bernadette A.
8
Wahl, Jack E.
8
Zilcha, Itzhak
8
Bartram, Söhnke M.
7
Choudhry, Taufiq
7
Deutsch, Hans-Peter
7
Gündüz, Yalın
7
Hanly, Jim
7
Kleshchelski, Isaac
7
Lai, Yu-Sheng
7
Lee, Hsiang-tai
7
Leistikow, Dean
7
Madan, Dilip B.
7
Nguyen, Duc Khuong
7
Ranasinghe, Tharindra
7
Rossi Júnior, José Luiz
7
Tan, Ken Seng
7
Tse, Yiu Kuen
7
Acharya, Viral V.
6
Adam-Müller, Axel F. A.
6
Brown, Gregory W.
6
Chen, Ren-Raw
6
Conlon, Thomas
6
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International review of economics & finance : IREF
4
Asia-Pacific financial markets
3
The journal of futures markets
3
Financial hedging
2
Global finance journal
2
Portuguese economic journal
2
The handbook of fixed income securities
2
The journal of portfolio management : a publication of Institutional Investor
2
Bulletin of economic research
1
Computational economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Energy economics
1
International review of economics : journal of civil economy
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of risk
1
Kredit und Kapital
1
Pacific economic review
1
Quantitative finance
1
Review of derivatives research
1
Risk management
1
The journal of derivatives : JOD
1
The journal of fixed income
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ECONIS (ZBW)
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1
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
2
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
3
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
4
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
5
Production and hedging under correlated price and background risks
Kit, Pong Wong
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 241-256
Persistent link: https://www.econbiz.de/10013380548
Saved in:
6
Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Energy economics
95
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816562
Saved in:
7
Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 211-227
Persistent link: https://www.econbiz.de/10012308054
Saved in:
8
Production and hedging under state-dependent preferences and background risk
Kit, Pong Wong
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 527-534
Persistent link: https://www.econbiz.de/10011754581
Saved in:
9
The handbook of mortgage-backed securities
Fabozzi, Frank J.
(
ed.
)
-
2016
-
7th revised edition
Persistent link: https://www.econbiz.de/10011485010
Saved in:
10
Production and hedging under smooth ambiguity preferences
Kit, Pong Wong
- In:
The journal of futures markets
36
(
2016
)
5
,
pp. 506-518
Persistent link: https://www.econbiz.de/10011568447
Saved in:
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