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~person:"Yamada, Yuji"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Financial+hedging"
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Hedging
10
Derivat
7
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7
Option pricing theory
5
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5
Weather
4
Wetter
4
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2
Electric power industry
2
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2
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2
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2
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2
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1
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Article in journal
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Yamada, Yuji
Lien, Da-hsiang Donald
82
Broll, Udo
73
Kit, Pong Wong
48
Mensi, Walid
27
Wahl, Jack E.
27
Kang, Sang Hoon
24
Hammoudeh, Shawkat
23
Bouri, Elie
17
Li, Johnny Siu-Hang
17
Fabozzi, Frank J.
15
Madan, Dilip B.
14
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14
Xuan Vinh Vo
14
Carr, Peter
13
MelĘąnikov, Aleksandr V.
13
Umar, Zaghum
13
Yousaf, Imran
13
Alexander, Carol
12
Alghalith, Moawia
12
Faff, Robert W.
12
Lee, Cheng F.
12
Lucey, Brian M.
12
Moosa, Imad A.
12
Pennings, Joost M. E.
12
Ghorbel, Ahmed
11
Lai, Yu-Sheng
11
Roubaud, David
11
Shrestha, Keshab
11
Conlon, Thomas
10
Cotter, John
10
GarcĂa, Philip
10
Lioui, Abraham
10
Nguyen, Duc Khuong
10
Yoon, Seong-min
10
Ali, Shoaib
9
Bhansali, Vineer
9
Dionne, Georges
9
Godin, Frédéric
9
Hassan, M. Kabir
9
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Asia-Pacific financial markets
5
Energy economics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of risk
1
Quantitative finance
1
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ECONIS (ZBW)
10
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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
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Properties of multinomial lattices with cumulants for option pricing and hedging
Yamada, Yuji
;
Primbs, James A.
- In:
Asia-Pacific financial markets
11
(
2004
)
3
,
pp. 335-365
Persistent link: https://www.econbiz.de/10003365663
Saved in:
10
Value-at-risk estimation for dynamic hedging
Yamada, Yuji
;
Primbs, James A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
4
,
pp. 333-354
Persistent link: https://www.econbiz.de/10001682217
Saved in:
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