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Commodity price risk management and fiscal policy in a sovereign default model
Lopez-Martin, Bernabe; Leal, Julio; Fritscher, Andre … - In: Journal of international money and finance 96 (2019), pp. 304-323
Persistent link: https://www.econbiz.de/10012139835
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Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien; Huang, Ya-Ling; Wu, Chun-Yu - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
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Hedging petroleum futures with multivariate GARCH models
Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 105-120
Persistent link: https://www.econbiz.de/10011287161
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Offshore hedging strategy of Japan-based wheat traders under multiple sources of risk and hedging costs
Jin, Hyun J.; Koo, Wŏn-hoe - In: Journal of international money and finance 25 (2006) 2, pp. 220-236
Persistent link: https://www.econbiz.de/10003289106
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Optimal international hedging in commodity and currency forward markets
Benninga, Simon; Eldor, Rafael; Zilcha, Itzhak - In: Journal of international money and finance 4 (1985) 4, pp. 537-552
Persistent link: https://www.econbiz.de/10001893568
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Risikomanagement rohstoffexportierender Entwicklungsländer
Wagner, Evamaria - 1997
Internationale Rohstoffabkommen sind bisher daran gescheitert, schwankende Erlöse langfristig zu stabilisieren. Da die Ursachen dieser Erlösschwankungen nicht beseitigt werden können, steht das Risikomanagement im Mittelpunkt. Mit Hilfe der Portfoliotheorie werden die Bedingungen des...
Persistent link: https://www.econbiz.de/10011922126
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Crude oil option market parameters and their impact on the cost of hedging by long strap strategy
Łamasz, Bartosz; Iwaszczuk, Natalia - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 1, pp. 471-480
Persistent link: https://www.econbiz.de/10012436144
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Welfare gains from market insurance : the case of Mexican oil price risk
Ma, Chang; Valencia, Fabian - In: Journal of international money and finance 142 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014549848
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Can crude oil futures be the good hedging tool for tyre equities? : evidence from India
Kumar, K. Abhaya; Pinto, Prakash; Hawaldar, Iqbal Thonse; … - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 6, pp. 523-537
Persistent link: https://www.econbiz.de/10012887283
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On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
Sahadudheen, I.; Kumar, P. K. Santhosh - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 353-363
Persistent link: https://www.econbiz.de/10014435115