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The price of power : the valuation of power and weather derivatives
Pirrong, Craig; Jermakyan, Martin - In: Journal of banking & finance 32 (2008) 12, pp. 2520-2529
Persistent link: https://www.econbiz.de/10003795768
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Pricing rainfall futures at the CME
López Cabrera, Brenda; Odening, Martin; Ritter, Matthias - In: Journal of banking & finance 37 (2013) 11, pp. 4286-4298
Persistent link: https://www.econbiz.de/10010245538
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The pricing of temperature futures at the Chicago Mercantile Exchange
Dorfleitner, Gregor; Wimmer, Maximilian - In: Journal of banking & finance 34 (2010) 6, pp. 1360-1370
Persistent link: https://www.econbiz.de/10003978408
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Global weather-based trading strategies
Dong, Ming; Tremblay, Andréanne - In: Journal of banking & finance 143 (2022), pp. 1-27
Persistent link: https://www.econbiz.de/10013531018
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Cross hedging under multiplicative basis risk
Adam-Müller, Axel F. A.; Nolte, Ingmar - In: Journal of banking & finance 35 (2011) 11, pp. 2956-2964
Persistent link: https://www.econbiz.de/10009374691
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Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
Kellner, Ralf; Gatzert, Nadine - In: Journal of banking & finance 37 (2013) 11, pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
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The impact of derivatives hedging on the stock market : evidence from Taiwan's covered warrants market
Chung, San-lin; Liu, Wen-rang; Tsai, Wei-che - In: Journal of banking & finance 42 (2014), pp. 123-133
Persistent link: https://www.econbiz.de/10010408417
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Will tighter futures price limits decrease hedge effectiveness?
Dark, Jonathan - In: Journal of banking & finance 36 (2012) 10, pp. 2717-2728
Persistent link: https://www.econbiz.de/10009673263
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Risk and hedging : do credit derivatives increase bank risk?
Instefjord, Norvald - In: Journal of banking & finance 29 (2005) 2, pp. 333-345
Persistent link: https://www.econbiz.de/10002485299
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Hedging with forwards and puts in complete and incomplete markets
Benninga, Simon; Oosterhof, Casper M. - In: Journal of banking & finance 28 (2004) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10001856899