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China and the energy matrix in Latin America : governance and geopolitical perspective
Ugarteche, Óscar; León, Carlos de; García, Joselin - In: Energy policy 177 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014479028
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Detecting market transitions and energy futures risk management using principal components
Borovkova, Svetlana - In: The European journal of finance 12 (2006) 6/7, pp. 495-512
Persistent link: https://www.econbiz.de/10003382814
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Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan; Choudhry, Taufiq - In: The European journal of finance 21 (2015) 4/6, pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
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Better cross hedges with composite hedging? : hedging equity portfolios using financial and commodity futures
Chen, Fei; Sutcliffe, Charles M. S. - In: The European journal of finance 18 (2012) 5/6, pp. 575-595
Persistent link: https://www.econbiz.de/10009615711
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Rational destabilizing speculation, positive feedback trading, and the oil bubble of 2008
Tokic, Damir - In: Energy policy 39 (2011) 4, pp. 2051-2061
Persistent link: https://www.econbiz.de/10009126537
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Commodity futures hedging, risk aversion and the hedging horizon
Conlon, Thomas; Cotter, John; Gençay, Ramazan - In: The European journal of finance 22 (2016) 13/15, pp. 1534-1560
Persistent link: https://www.econbiz.de/10011715493
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Energy Price Risk
James, Tom - 2003
Energy Price Risk was inspired by the success of the courses Tom James has been running in global energy and commodities trading and price risk management. It is the practitioner's guide to optimizing company performance using the correct price risk strategies and tools. Based on the author's...
Persistent link: https://www.econbiz.de/10012054392