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Hedging, speculation, and investment in balance-sheet triggered currency crises

Röthig, Andreas; Semmler, Willi; Flaschel, Peter - 2006

Persistent link: https://www.econbiz.de/10003325223

The risk management of minimum return guarantees

Mahayni, Antje; Schlögl, Erik - 2003

Persistent link: https://www.econbiz.de/10002250900

Hedging diffusion processes by local risk-minimisation with applications to index tracking

Cowell, David; Hassan, Nadima el; Kwon, Oh Kang - 2004

Persistent link: https://www.econbiz.de/10002253916

Hedge fund tail risk : an investigation in stressed markets, extended version with appendix

Billio, Monica; Frattarolo, Lorenzo; Pelizzon, Loriana - 2016

Persistent link: https://www.econbiz.de/10011629465

Commodity price risk management and fiscal policy in a sovereign default model

Lopez-Martin, Bernabe; Leal, Julio; Fritscher, André … - 2017

Commodity prices are an important driver of fiscal policy and the business cycle in many developing economies. We analyze a dynamic stochastic small-open-economy model of sovereign default, featuring endogenous fiscal policy and stochastic commodity revenues. The model accounts for a positive...

Persistent link: https://www.econbiz.de/10011630790

Determinants and real effects of joint hedging : an empirical analysis of the US petroleum industry

Dionne, Georges; El Hraiki, Rayane; Mnasri, Mohamed - 2022

Persistent link: https://www.econbiz.de/10013348409

Determinants and real effects of joint hedging : an empirical analysis of US oil and gas producers

Dionne, Georges; El Hraiki, Rayane; Mnasri, Mohamed - 2023

Persistent link: https://www.econbiz.de/10014285885