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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
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External capital structures and oil price volatility
Burger, John D.; Rebucci, Alessandro; Warnock, Francis E.; … - 2010
This paper assesses the extent to which a country s external capital structure can aid in mitigating the macroeconomic impact of oil price shocks. Two Caribbean economies highly vulnerable to oil price shocks are considered: an oil importer (Jamaica) and an oil exporter (Trinidad and Tobago)....
Persistent link: https://www.econbiz.de/10010247919
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Risk management and financial derivatives : an overview
Hammoudeh, Shawkat; McAleer, Michael - 2012
Persistent link: https://www.econbiz.de/10009562953
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Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus; Sørensen, Carsten - 2000
Persistent link: https://www.econbiz.de/10001543919
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Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Nguyen, Hoang; Virbickaite, Audrone - 2022
find that inflation/interest rate, uncertainty and liquidity factors are the main drivers of the long-run co-dependence. We …
Persistent link: https://www.econbiz.de/10013258038
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Financial engineering: a flexible longevity bond to manage individual longevity risk
Zhou, Yuxin; Sherris, Michael; Ziveyi, Jonathan; Xu, Mengyi - 2020
Persistent link: https://www.econbiz.de/10012534761
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Optimal pairs trading strategies in a cointegration framework
Huang, Zhe; Martin, Franck - 2017
Persistent link: https://www.econbiz.de/10011713000
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Arbitrage and optimal portfolio choice with financial constraints
Elsinger, Helmut; Summer, Martin - 2001
Persistent link: https://www.econbiz.de/10001609824
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The impact on market outcomes of the portfolio selection of large equity investors
Moreno, Diego; Petrakēs, Emmanuēl - 2021
Persistent link: https://www.econbiz.de/10013259971
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Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992
Persistent link: https://www.econbiz.de/10000893022