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Cattle as a consistently resilient agricultural commodity
Powell, Robert; Duc Hong Vo; Thach Ngoc Pham - In: Applied economics 51 (2019) 55, pp. 5911-5922
Persistent link: https://www.econbiz.de/10012197305
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Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
Lee, Ming-chih; Hung, Jui-cheng - In: Applied economics 39 (2007) 16/18, pp. 2403-2412
Persistent link: https://www.econbiz.de/10003590359
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The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework
Chang, Kuang-liang - In: Applied economics 43 (2011) 19/21, pp. 2627-2640
Persistent link: https://www.econbiz.de/10009379651
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Estimating value-at-risk under a Heath-Jarrow-Morton framework with jump
Ze-To, Samuel Yau Man - In: Applied economics 44 (2012) 19/21, pp. 2729-2741
Persistent link: https://www.econbiz.de/10009546636
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What should the value of lambda be in the exponentially weighted moving average volatility model?
Bollen, Bernard - In: Applied economics 47 (2015) 7/9, pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
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Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; … - In: Applied economics 47 (2015) 19/21, pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
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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
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Typology for flight-to-quality episodes and downside risk measurement
Gubareva, Mariya; Borges, Maria Rosa - In: Applied economics 48 (2016) 10/12, pp. 835-853
Persistent link: https://www.econbiz.de/10011432728
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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
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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