Search Results - subject:"risk hedging"

The Exchange Rate Effect of Multi-Currency Risk Arbitrage

Hau, Harald - C.E.P.R. Discussion Papers - 2009

currencies. The exchange rate effect of separate risk hedging is economically significant and amounts to a return difference of 3 ….6 percent over a 5 day event window between currencies with high and low risk hedging value. The results of the classical event …

Persistent link: https://www.econbiz.de/10005034758

Effects of stochastic energy prices on long-term energy-economic scenarios

Krey, Volker; Martinsen, Dag; Wagner, Hermann-Josef - In: Energy 32 (2007) 12, pp. 2340-2349

In view of the currently observed energy prices, recent price scenarios, which have been very moderate until 2004, also tend to favor high future energy prices. Having a large impact on energy-economic scenarios, we incorporate uncertain energy prices into an energy systems model by including a...

Persistent link: https://www.econbiz.de/10010811614

Risk hedging against the fuel price fluctuation in energy service business

Bannai, Masaaki; Tomita, Yasushi; Ishida, Yasushi; … - In: Energy 32 (2007) 11, pp. 2051-2060

Energy service business, or energy service company (ESCO), is expanding among industrial users as a means of energy saving. The ESCO business normally tends to become a long-term operation. During the operation, fluctuations of fuel and electricity costs significantly impact on the stability of...

Persistent link: https://www.econbiz.de/10011053098

The size distribution of profits from innovation

Scherer, Frederic Michael - 1996

The research reported in this paper seeks to determine how skewed the distribution of profits from technological innovation is

Persistent link: https://www.econbiz.de/10010299647

The size distribution of profits from innovation

Scherer, Frederic Michael - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 1996

The research reported in this paper seeks to determine how skewed the distribution of profits from technological innovation is

Persistent link: https://www.econbiz.de/10008567548

A risk hedging strategy under the nonparallel-shift yield curve

Gong, Pu; He, Xubiao - In: Physica A: Statistical Mechanics and its Applications 354 (2005) C, pp. 450-462

experiment of numerical simulation, the risk exposures of the portfolio under the different risk hedging strategies are … quantitatively evaluated by the method of value at risk (VaR) order statistics (OS) estimation. The results show that the risk … hedging strategy proposed in this paper is very effective for the interest risk management of the default-free bond. …

Persistent link: https://www.econbiz.de/10010588517

The role of nuclear energy in establishing sustainable energy paths

Bruggink, J.J.C.; Zwaan, B.C.C. van der - In: International Journal of Global Energy Issues 18 (2002) 2/3/4, pp. 151-180

Nuclear energy remains a controversial issue for public policies on energy and the environment because of arguments concerning radioactive waste, reactor accidents, nuclear proliferation and economic competitiveness. The issues of climate change and supply security have provided a new rationale...

Persistent link: https://www.econbiz.de/10010669955

Optimal Consumption Taxes and Social Security Under Tax Measurement Problems and Uncertainty

Dhami, Sanjit - In: International Tax and Public Finance 9 (2002) 6, pp. 673-685

between the random return on saving and its measurement error can provide a “risk-hedging role” that can be further …

Persistent link: https://www.econbiz.de/10005542960

Hedging against risk and the substitution of consumer issued assets by producer issued assets: the role of state specialisation of production processes

Gutierrez, Pedro J. - In: Global Business and Economics Review 3 (2001) 2, pp. 212-232

the risk hedging process when the uncertainty source is technological. Using a general equilibrium framework, I …

Persistent link: https://www.econbiz.de/10010816593