//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Yamada, Yuji"
~source:"econis"
~subject:"Derivat"
~subject:"United States"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Financial+hedging"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
United States
Hedging
10
Derivative
7
Option pricing theory
5
Optionspreistheorie
5
Weather
4
Wetter
4
Cross hedge
2
Electric power industry
2
Elektrizitätswirtschaft
2
Minimum variance hedge
2
Non-parametric regression
2
Theorie
2
Theory
2
Weather derivatives
2
Additive models
1
Basket barrier options
1
Cap futures
1
Commodity derivative
1
EU countries
1
EU-Staaten
1
Electricity markets
1
Electricity price
1
Electricity prices
1
Energiemarkt
1
Energy market
1
Energy risk
1
Estimation theory
1
Experiment
1
First passage time structural models
1
Forecasting model
1
GAMLSS
1
Incomplete market
1
Method of moments
1
Momentenmethode
1
Multivariate Analyse
1
Multivariate analysis
1
Optimal hedging
1
Option trading
1
Optionsgeschäft
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Yamada, Yuji
Lien, Da-hsiang Donald
43
Broll, Udo
27
Hull, John
26
Kit, Pong Wong
22
McAleer, Michael
15
Lo, Andrew W.
13
Dionne, Georges
11
Fabozzi, Frank J.
11
Hammoudeh, Shawkat
11
Minton, Bernadette A.
11
Chang, Chia-Lin
10
Alexander, Carol
9
Cotter, John
9
Fernando, Chitru S.
9
Kavussanos, Manolis G.
9
Mnasri, Mohamed
9
Welzel, Peter
9
Bartram, Söhnke M.
8
Benth, Fred Espen
8
Korn, Olaf
8
Leistikow, Dean
8
Madan, Dilip B.
8
Schrand, Catherine
8
Wahl, Jack E.
8
Zilcha, Itzhak
8
Acharya, Viral V.
7
Brown, Gregory W.
7
Conlon, Thomas
7
Deutsch, Hans-Peter
7
García, Philip
7
Géczy, Christopher
7
Gündüz, Yalın
7
Hasan, Iftekhar
7
Hoesli, Martin
7
Kleshchelski, Isaac
7
Pantzalis, Christos
7
Poteshman, Allen M.
7
Ranasinghe, Tharindra
7
Rossi Júnior, José Luiz
7
Tse, Yiu Kuen
7
more ...
less ...
Published in...
All
Asia-Pacific financial markets
3
Energy economics
1
Journal of banking & finance
1
Journal of risk
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
Properties of optimal smooth functions in additive models for hedging multivariate derivatives
Yamada, Yuji
- In:
Asia-Pacific financial markets
19
(
2012
)
2
,
pp. 149-179
Persistent link: https://www.econbiz.de/10009629160
Saved in:
5
Optimal hedging of prediction errors using prediction errors
Yamada, Yuji
- In:
Asia-Pacific financial markets
15
(
2008
)
1
,
pp. 67-95
Persistent link: https://www.econbiz.de/10003757439
Saved in:
6
Valuation and hedging of weather derivatives on monthly average temperature
Yamada, Yuji
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10003572544
Saved in:
7
A moment computation algorithm for the error in discrete dynamic hedging
Primbs, James A.
;
Yamada, Yuji
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 519-540
Persistent link: https://www.econbiz.de/10003291317
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->