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A new approach to assessing model risk in high dimensions
Bernard, Carole; Vanduffel, Steven - In: Journal of banking & finance 58 (2015), pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
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Financialization in commodity markets : a passing trend or the new normal?
Adams, Zeno; Glück, Thorsten - In: Journal of banking & finance 60 (2015), pp. 93-111
Persistent link: https://www.econbiz.de/10011544903
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A regime switching approach for hedging tanker shipping freight rates
Alizadeh-Masoodian, Amir H.; Huang, Chih-Yueh; Van … - In: Energy economics 49 (2015), pp. 44-59
Persistent link: https://www.econbiz.de/10011536654
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Electric sector capacity planning under uncertainty : climate policy and natural gas in the US
Bistline, John E. - In: Energy economics 51 (2015), pp. 236-251
Persistent link: https://www.econbiz.de/10011564838
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Extreme risk spillovers between crude oil and stock markets
Du, Limin; He, Yanan - In: Energy economics 51 (2015), pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
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Hedging strategies in energy markets : the case of electricity retailers
Boroumand, Raphaël Homayoun; Goutte, Stéphane; … - In: Energy economics 51 (2015), pp. 503-509
Persistent link: https://www.econbiz.de/10011564922
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Optimal collective investment : The impact of sharing rules, management fees and guarantees
Chen, An; Nguyen, Thai; Rach, Manuel Matthias - In: Journal of banking & finance 123 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012662259
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Bank balance sheet risk allocation
Júdice, Pedro; Zhu, Qiji Jim - In: Journal of banking & finance 133 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013256446
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Hedging and investment trade-offs in the U.S. oil industry
Ferriani, Fabrizio; Veronese, Giovanni - In: Energy economics 106 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013202133
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A new approach to optimal capital allocation for RORAC maximization in banks
Kang, Woo-Young; Poshakwale, Sunil S. - In: Journal of banking & finance 106 (2019), pp. 153-165
Persistent link: https://www.econbiz.de/10012224261