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Search: subject:"Minimum variance hedge"
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Hedging
25
Portfolio selection
12
Portfolio-Management
12
Theorie
11
Theory
11
Volatility
11
Volatilität
11
ARCH model
10
ARCH-Modell
10
Derivat
8
Derivative
8
Minimum variance hedge
7
Minimum variance hedge ratio
6
Estimation
4
GARCH
4
Index futures
4
Minimum-variance hedge
4
Schätzung
4
Commodity derivative
3
Crack spread
3
Forecasting model
3
Index-Futures
3
Non-parametric regression
3
Prognoseverfahren
3
Risikomanagement
3
Risk management
3
Rohstoffderivat
3
Stochastic process
3
Stochastischer Prozess
3
Weather derivatives
3
Asynchronous Markov switching
2
Bivariate diffusion limit
2
Capital income
2
Cross hedge
2
Energiemarkt
2
Energy market
2
GARCH models
2
GO GARCH
2
Hedge ratio
2
Hedging effectiveness
2
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Undetermined
16
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9
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Article
27
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6
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English
27
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Alexander, Carol
4
Prokopczuk, Marcel
4
Sumawong, Anannit
3
Yamada, Yuji
3
Badescu, Alexandru
2
Chiu, Wan-Yi
2
Dark, Jonathan
2
Elliott, Robert J.
2
Lee, Hsiang-Tai
2
Matsumoto, Takuji
2
Ortega, Juan-Pablo
2
Shrestha, Keshab
2
Adjemian, Michael K.
1
Canyakmaz, Caner
1
Chang, Tsangyao
1
Chen, Sheng-syan
1
Cho, Hoon
1
Chun, Dohyun
1
Dash, Gordon H.
1
Drosos, Panagiotis
1
Go, You-How
1
Goswami, Alankrita
1
Harris, Richard D. F.
1
Hasan, Mohammad
1
Ho, Chia-Fan
1
Jose, Babu
1
Kajiji, Nina
1
Karaesmen, Fikri
1
Karali, Berna
1
Kenourgios, Dimitris
1
Kim, Hwa-sung
1
Kim, Jihun
1
Lai, Yu-Sheng
1
Lau, Wee-Yeap
1
Lee, Cheng F.
1
Li, Yang
1
Lin, Fu-Lai
1
Qu, Hui
1
Ravichandran K. Subramaniam
1
Samitas, Aristeidis
1
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Department of Econometrics and Business Statistics, Monash Business School
2
Centre de Recherche en Économie et Droit de l'Énergie, Faculté de sciences économiques
1
EconWPA
1
Henley Business School, University of Reading
1
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Energy economics
4
Monash Econometrics and Business Statistics Working Papers
2
Review of derivatives research
2
The empirical economics letters : a monthly international journal of economics
2
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Cahiers du CREDEN (CREDEN Working Papers)
1
Colombo business journal : international journal of theory & practice
1
Discussion paper / ICMA Centre, Henley Business School, University of Reading
1
Energy Economics
1
Finance
1
Finance research letters
1
Global Business & Finance Review (GBFR)
1
Global business and finance review
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
ICMA Centre Discussion Papers in Finance
1
International journal of production economics
1
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
1
Journal of Economic Dynamics and Control
1
Journal of commodity markets
1
Journal of economic dynamics & control
1
Journal of mathematical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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The European Journal of Finance
1
The journal of asset management
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ECONIS (ZBW)
22
RePEc
9
BASE
1
EconStor
1
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1
Hedge ratios : theory and applications
Chen, Sheng-syan
;
Lee, Cheng F.
;
Lin, Fu-Lai
;
Shrestha, …
-
2024
Persistent link: https://www.econbiz.de/10015046797
Saved in:
2
Risk management through financial hedging in inventory systems with stochastic price processes
Canyakmaz, Caner
;
Özekici, Süleyman
;
Karaesmen, Fikri
- In:
International journal of production economics
270
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015049188
Saved in:
3
Tackling investment risks using equity options during extreme economic upheavals : Indian evidence
Jose, Babu
;
Varghese, James
- In:
Colombo business journal : international journal of …
12
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012807616
Saved in:
4
Hedging with futures during nonconvergence in commodity markets
Goswami, Alankrita
;
Karali, Berna
;
Adjemian, Michael K.
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014495616
Saved in:
5
The global
minimum
variance
hedge
Chiu, Wan-Yi
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 121-144
Persistent link: https://www.econbiz.de/10012229794
Saved in:
6
An asynchronous regime switching GO GARCH model for optimal futures hedging
Lee, Hsiang-Tai
- In:
Global Business & Finance Review (GBFR)
24
(
2019
)
3
,
pp. 65-78
Persistent link: https://www.econbiz.de/10012286686
Saved in:
7
An asynchronous regime switching GO GARCH model for optimal futures hedging
Lee, Hsiang-Tai
- In:
Global business and finance review
24
(
2019
)
3
,
pp. 65-78
Persistent link: https://www.econbiz.de/10012121320
Saved in:
8
Risk management and optimal capital structure under ambiguity
Kim, Hwa-sung
- In:
Finance research letters
40
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012819964
Saved in:
9
Mean-variance hedging in the presence of estimation risk
Chiu, Wan-Yi
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 221-241
Persistent link: https://www.econbiz.de/10012659670
Saved in:
10
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
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