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Risk measurement performance of alternative distribution functions
Bali, Turan G.; Theodossiou, Panayiotis - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 411-437
Persistent link: https://www.econbiz.de/10003713595
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Heavy-tailed behavior of commodity price distribution and optimal hedging demand
Jin, Hyun Joung - In: The journal of risk and insurance : the journal of the … 74 (2007) 4, pp. 863-881
Persistent link: https://www.econbiz.de/10003599408
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To hedge or not to hedge : managing demographic risk in life insurance companies
Gründl, Helmut; Post, Thomas; Schulze, Roman N. - In: The journal of risk and insurance : the journal of the … 73 (2006) 1, pp. 19-41
Persistent link: https://www.econbiz.de/10003302388
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Control and out-of-sample validation of dependent risks
Gouriéroux, Christian; Liu, Wei - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 683-707
Persistent link: https://www.econbiz.de/10003877772
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Optimal reinsurance arrangements under tail risk measures
Bernard, Carole; Tian, Weidong - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 709-725
Persistent link: https://www.econbiz.de/10003877877
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Dynamic risk management : investment, capital structure, and hedging in the presence of financial frictions
Amaya, Diego; Gauthier, Geneviève; Léautier, … - In: The journal of risk and insurance : the journal of the … 82 (2015) 2, pp. 359-399
Persistent link: https://www.econbiz.de/10011392996
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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
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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
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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
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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