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Market risk, value-at-risk and exponential weighting

Broll, Udo; Förster, Andreas - In: Economics and business review 8/22 (2022) 2, pp. 80-91

Persistent link: https://www.econbiz.de/10013369763

Managing revenue risk of the firm : commodity futures and options

Broll, Udo; Kit, Pong Wong - In: IMA journal of management mathematics 28 (2017) 2, pp. 245-258

Persistent link: https://www.econbiz.de/10011723267

Information and output in agricultural markets : the role of market transparency

Ahlers, Christian; Broll, Udo; Eckwert, Bernhard - In: Agricultural and Food Economics : AFE 1 (2013), pp. 1-10

This study is concerned with the impact of changes in market transparency on agricultural production levels. Market transparency is of central importance in the agri-food system as it affects the degree of uncertainty farmers face when taking economic decisions. In our study, we endogenize...

Persistent link: https://www.econbiz.de/10010243077

Spot exchange rate volatility, uncertain policies and export investment decision of firms : a mean-variance decision approach

Mukherjee, Subhadip; Mukherjee, Soumyatanu; Mishra, Tapas; … - In: The European journal of finance 27 (2021) 8, pp. 752-773

Persistent link: https://www.econbiz.de/10012516131

International trade and firms' attitude towards risk

Broll, Udo; Mukherjee, Soumyatanu - In: Economic modelling 64 (2017), pp. 69-73

Persistent link: https://www.econbiz.de/10011756474

Banking firm, equity and value at risk

Broll, Udo; Sobiech, Anna; Wahl, Jack E. - In: Contemporary economics 6 (2012) 4, pp. 50-53

risk (VaR) into the firm-theoretical model of a banking firm facing the risk of asset return. Given the necessity to …

Persistent link: https://www.econbiz.de/10009768157

Risk sharing markets and hedging a loan portfolio: a note

Broll, Udo; Guo, Xu; Welzel, Peter - In: Economics and business review 3 (2017) 4, pp. 47-54

Persistent link: https://www.econbiz.de/10011795807

Managing credit risk with credit and macro derivatives

Broll, Udo; Schweimayer, Gerhard; Welzel, Peter - In: Schmalenbach business review : sbr 56 (2004) 4, pp. 360-378

Persistent link: https://www.econbiz.de/10002343850

Discussion of "Managing credit risk with credit and macro derivatives"

Hartmann-Wendels, Thomas - In: Schmalenbach business review : sbr 56 (2004) 4, pp. 379-381

Persistent link: https://www.econbiz.de/10002343855

Bankrisiko und Risikosteuerung mit Derivaten

Broll, Udo; Welzel, Peter - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 9, pp. 506-510

Persistent link: https://www.econbiz.de/10001784069