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~person:"Yamada, Yuji"
~source:"econis"
~subject:"Derivat"
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Search: subject_exact:"Financial+hedging"
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7
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5
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4
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4
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2
Electric power industry
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2
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Yamada, Yuji
Lien, Da-hsiang Donald
39
Broll, Udo
27
Hull, John
26
Kit, Pong Wong
22
Fabozzi, Frank J.
10
Cotter, John
9
Kavussanos, Manolis G.
9
Welzel, Peter
9
Alexander, Carol
8
Benth, Fred Espen
8
Korn, Olaf
8
Minton, Bernadette A.
8
Wahl, Jack E.
8
Zilcha, Itzhak
8
Bartram, Söhnke M.
7
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7
Gündüz, Yalın
7
Kleshchelski, Isaac
7
Leistikow, Dean
7
Madan, Dilip B.
7
Ranasinghe, Tharindra
7
Rossi Júnior, José Luiz
7
Acharya, Viral V.
6
Adam-Müller, Axel F. A.
6
Brown, Gregory W.
6
Chen, Ren-Raw
6
Conlon, Thomas
6
Hess, Markus
6
Kogan, Leonid
6
Lo, Andrew W.
6
Prokopczuk, Marcel
6
Tse, Yiu Kuen
6
Barbi, Massimiliano
5
Biais, Bruno
5
Deng, Jun
5
Eichenbaum, Martin S.
5
Eisenschmidt, Jens
5
García, Philip
5
Godin, Frédéric
5
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Asia-Pacific financial markets
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1
Journal of banking & finance
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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
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:
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