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Hedging
129
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Hammoudeh, Shawkat
6
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Energy economics
NBER Working Papers
777
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702
The journal of futures markets
675
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446
CEPR Discussion Papers
384
Research paper series / Swiss Finance Institute
370
ECB Working Paper
317
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276
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Economics Papers from University Paris Dauphine
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119
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ECONIS (ZBW)
218
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1
Option prices and implied volatility in the crude oil market
Soini, Vesa
;
Lorentzen, Sindre
- In:
Energy economics
83
(
2019
),
pp. 515-539
Persistent link: https://www.econbiz.de/10012176275
Saved in:
2
A comparison of implied and realized volatility in the Nordic power forward market
Birkelund, Ole Henrik
;
Haugom, Erik
;
Molnár, Peter
; …
- In:
Energy economics
48
(
2015
),
pp. 288-294
Persistent link: https://www.econbiz.de/10011533819
Saved in:
3
Generating
options
-implied probability densities to understand oil market events
Datta, Deepa Dhume
;
Londono, Juan M.
;
Ross, Landon J.
- In:
Energy economics
64
(
2017
),
pp. 440-457
Persistent link: https://www.econbiz.de/10011758982
Saved in:
4
Provisional liquidation of
futures
hedge programs
Lien, Da-hsiang Donald
;
Kwak, Soojong
- In:
Energy economics
28
(
2006
)
2
,
pp. 266-273
Persistent link: https://www.econbiz.de/10003307643
Saved in:
5
An equilibrium pricing model for weather derivatives in a multi-commodity setting
Lee, Yongheon
;
Oren, Shmuel S.
- In:
Energy economics
31
(
2009
)
5
,
pp. 702-712
Persistent link: https://www.econbiz.de/10003880188
Saved in:
6
Market completeness : how
options
affect
hedging
and investments in the electricity sector
Willems, Bert
;
Morbee, Joris
- In:
Energy economics
32
(
2010
)
4
,
pp. 786-795
Persistent link: https://www.econbiz.de/10008779952
Saved in:
7
Understanding recent oil price dynamics : a novel empirical approach
D'Ecclesia, Rita L.
;
Magrini, Emiliano
;
Montalbano, …
- In:
Energy economics
46
(
2014
),
pp. 11-17
Persistent link: https://www.econbiz.de/10011299362
Saved in:
8
The (de)merits of minimum-variance
hedging
: application to the crack spread
Alexander, Carol
;
Prokopczuk, Marcel
;
Sumawong, Anannit
- In:
Energy economics
36
(
2013
),
pp. 698-707
Persistent link: https://www.econbiz.de/10009724605
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
Minimal variance
hedging
of natural gas derivatives in exponential Lévy models : theory and empirical performance
Ewald, Christian-Olivier
;
Nawar, Roy
;
Siu, Tak Kuen
- In:
Energy economics
36
(
2013
),
pp. 97-107
Persistent link: https://www.econbiz.de/10009724764
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