//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~subject:"Derivat"
~subject:"Hedging"
~subject:"Risk measure"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Beschaffungsoptimierung eines...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Hedging
Risk measure
Risk management
164
Risikomanagement
157
Risk
63
Risiko
61
Risikomaß
41
Theorie
37
Theory
37
Derivative
28
Electric power industry
27
Elektrizitätswirtschaft
27
Portfolio selection
27
Portfolio-Management
27
Energiemarkt
25
Energy market
25
Volatility
25
Volatilität
25
Welt
25
World
25
Oil price
21
Ölpreis
21
Spillover effect
19
Spillover-Effekt
19
Commodity derivative
18
Rohstoffderivat
18
Estimation
16
Schätzung
16
China
14
Multivariate Verteilung
14
Multivariate distribution
14
ARCH model
13
ARCH-Modell
13
Electricity price
12
Energiewirtschaft
12
Energy sector
12
Erdölraffinerie
12
Oil refinery
12
Strompreis
12
more ...
less ...
Online availability
All
Undetermined
64
Type of publication
All
Article
77
Type of publication (narrower categories)
All
Article in journal
77
Aufsatz in Zeitschrift
77
Language
All
English
77
Author
All
Hammoudeh, Shawkat
4
Nguyen, Duc Khuong
3
Bouri, Elie
2
Cotter, John
2
Dionne, Georges
2
Hernandez, Jose Arreola
2
Ji, Qiang
2
Mnasri, Mohamed
2
Peña Sánchez de Rivera, Juan Ignacio
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Ahmed, Rizwan
1
Al-Yahyaee, Khamis Hamed
1
Alizadeh-Masoodian, Amir H.
1
Allen, David E.
1
Almeida, Rodrigo Borges de
1
Aloui, Riadh
1
Augusto, Mário Gomes
1
Awudu, Iddrisu
1
Bachori, Bartholomew Bilijo
1
Balcılar, Mehmet
1
Baldick, Ross
1
Bannör, Karl
1
Barbi, Massimiliano
1
Barbosa, Maria de Fatima
1
Belkacem, Lotfi
1
Ben Aïssa, Mohamed Safouane
1
Blazsek, Szabolcs
1
Boomsma, Trine Krogh
1
Boroumand, Raphaël Homayoun
1
Božović, Miloš
1
Brandão, Luiz Eduardo Teixeira
1
Brik, Rachid Id
1
Bu, Ruijun
1
Buabeng, Emmanuel
1
Bunn, Derek W.
1
Cai, Jun
1
Cao, Hong
1
Chai, Shanglei
1
Chamaiporn Kumpamool
1
more ...
less ...
Published in...
All
Applied economics
Energy economics
Insurance / Mathematics & economics
117
Journal of banking & finance
80
Risks : open access journal
64
European journal of operational research : EJOR
59
Finance research letters
53
Journal of risk
47
The North American journal of economics and finance : a journal of financial economics studies
33
International review of financial analysis
32
Economic modelling
29
Quantitative finance
29
Journal of risk management in financial institutions
27
The journal of operational risk
27
The journal of risk model validation
26
International review of economics & finance : IREF
25
International journal of theoretical and applied finance
23
SpringerLink / Bücher
23
Journal of risk and financial management : JRFM
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
The European journal of finance
20
Discussion paper / Tinbergen Institute
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of Risk Finance
17
Journal of empirical finance
17
The journal of risk and insurance : the journal of the American Risk and Insurance Association
17
Agricultural finance review
16
Finance and stochastics
16
Research in international business and finance
16
Research paper series / Swiss Finance Institute
16
Working papers
16
The journal of futures markets
15
Wiley finance series
15
Journal of financial economics
14
Journal of financial stability
14
Pacific-Basin finance journal
14
The Journal of Risk Finance
14
The journal of credit risk : published quarterly by Incisive Media
14
International journal of forecasting
13
Journal of econometrics
13
more ...
less ...
Source
All
ECONIS (ZBW)
77
Showing
1
-
10
of
77
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Minimum-variance hedging of Bitcoin inverse futures
Deng, Jun
;
Pan, Huifeng
;
Zhang, Shuyu
;
Zou, Bin
- In:
Applied economics
52
(
2020
)
58
,
pp. 6320-6337
Persistent link: https://www.econbiz.de/10012415993
Saved in:
2
Managing price risks using and local polynominal kernel forecasts
Kim, Minkyoung
;
García, Philip
;
Leuthold, Raymond M.
- In:
Applied economics
41
(
2009
)
22/24
,
pp. 3015-3026
Persistent link: https://www.econbiz.de/10003895051
Saved in:
3
Synthetic CDO pricing : the perspective of risk integration
Hu, Conghui
;
Zhang, Xun
;
Gao, Qiuming
- In:
Applied economics
47
(
2015
)
13/15
,
pp. 1574-1587
Persistent link: https://www.econbiz.de/10010512015
Saved in:
4
Commodity market risk from 1995 to 2013 : an extreme value theory approach
Fretheim, Torun
;
Kristiansen, Glenn
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2768-2782
Persistent link: https://www.econbiz.de/10010519613
Saved in:
5
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Saved in:
6
A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
Saved in:
7
Tail risk in energy portfolios
González-Pedraz, Carlos
;
Moreno, Manuel
;
Peña …
- In:
Energy economics
46
(
2014
),
pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
Saved in:
8
Energy risk management through self-exciting marked point process
Herrera, Rodrigo
- In:
Energy economics
38
(
2013
),
pp. 64-76
Persistent link: https://www.econbiz.de/10009763643
Saved in:
9
Downside risk and the energy hedger's horizon
Conlon, Thomas
;
Cotter, John
- In:
Energy economics
36
(
2013
),
pp. 371-379
Persistent link: https://www.econbiz.de/10009724683
Saved in:
10
Managing the financial risks of electricity producers using options
Pineda, Salva
;
Conejo, Antonio J.
- In:
Energy economics
34
(
2012
)
6
,
pp. 2216-2227
Persistent link: https://www.econbiz.de/10009688763
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->