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Cattle / Mehrjahresausgabe : Final estimates
USA / National Agricultural Statistics Service - Washington, DC - 1987/93 -
Persistent link: https://www.econbiz.de/10002380777
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Risk regulation lessons from mad cows
Aldy, Joseph E.; Viscusi, W. Kip - 2013
Persistent link: https://www.econbiz.de/10010207390
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Owner-occupied housing as a hedge against rent risk
Sinai, Todd M.; Souleles, Nicholas S. - 2004
Persistent link: https://www.econbiz.de/10002873704
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Production and hedging decisions in the presence of basis risk : note
Alghalith, Moawia - 2003
Persistent link: https://www.econbiz.de/10001740383
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Performance of utility-based strategies for hedging basis risk
Monoyios, Michael (contributor) - 2003
Persistent link: https://www.econbiz.de/10001792888
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Owner-occupied housing as a hedge against rent risk
Sinai, Todd M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023058
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Choices among alternative risk management strategies : evidence from the natural gas industry
Géczy, Christopher (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522550
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Owner-occupied housing as a hedge against rent risk
Sinai, Todd M.; Souleles, Nicholas S. - 2003
Persistent link: https://www.econbiz.de/10001730366
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How Do Firms Hedge Risks? Empirical Evidence from U.S. Oil and Gas Producers
Mnasri, Mohamed - 2013
This paper investigates the determinants of hedging strategy choice. We introduce different dynamic discrete choice … frameworks with random effects to mitigate unobserved heterogeneity and state dependence. Using a new dataset on the hedging … activities of 150 US oil and gas producers, we find strong evidence that hedging strategy is influenced by investment …
Persistent link: https://www.econbiz.de/10013083771
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Measuring Risk for Large Hedgers and Large Speculators in Major US Futures Markets
Gurrib, Ikhlaas - 2013
Using the Commodity Futures Trading Commission's Commitments of Traders data, considering both the generalized autoregressive conditional heteroskedasticity (GARCH) and the power ARCH volatility-based models, it has been found that the lagged volatility and the news about volatility from the...
Persistent link: https://www.econbiz.de/10013073840