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Equilibrium of financial derivative markets under portfolio insurance constraints
Bertrand, Philippe; Prigent, Jean-Luc - In: Economic modelling 52 (2016), pp. 278-291
Persistent link: https://www.econbiz.de/10011645654
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Dynamic volatility spillover effects between wind and solar power generations : implications for hedging strategies and a sustainable power sector
Song, Feng; Cui, Jian; Yu, Yihua - In: Economic modelling 116 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10014513221
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The impact of issuing warrant and debt on behavior of the firm's stock
Xiao, Wei-lin; Zhang, Wei-guo; Yao, Zheng; Wang, Xiao-hui - In: Economic modelling 31 (2013), pp. 635-641
Persistent link: https://www.econbiz.de/10009731463
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Modelling the dynamics of European carbon futures price : a Zipf analysis
Zhu, Bangzhu; Ma, Shujiao; Chevallier, Julien; Wei, Yi-Ming - In: Economic modelling 38 (2014), pp. 372-380
Persistent link: https://www.econbiz.de/10010419048
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Insider trading and information revelation with the introduction of futures markets
Hsu, Chih-Hsiang; Lee, Hsiu-Chuan - In: Economic modelling 43 (2014), pp. 173-182
Persistent link: https://www.econbiz.de/10010502185
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Optimal positioning in financial derivatives under mixture distributions
Hentati-Kaffel, R.; Prigent, Jean-Luc - In: Economic modelling 52 (2016), pp. 115-124
Persistent link: https://www.econbiz.de/10011645569
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Valuation of collateralized debt obligations : an equilibrium model
Hu, May; Park, Jason - In: Economic modelling 82 (2019), pp. 119-135
Persistent link: https://www.econbiz.de/10012202380
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The interaction among production, hedging and investment decisions
Alghalith, Moawia - In: Economic modelling 30 (2013), pp. 193-195
Persistent link: https://www.econbiz.de/10009703688
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The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi; Kim, Hyung-Gun; Park, Sung Y. - In: Economic modelling 51 (2015), pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
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Operational risk of option hedging
Mitra, Sovan - In: Economic modelling 33 (2013), pp. 194-203
Persistent link: https://www.econbiz.de/10010191991