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Out of sample effectiveness of a joint commodity and currency hedge : the case of soybean meal in Italy

Braga, Francesco S. - In: The journal of futures markets 10 (1990) 3, pp. 229-245

Persistent link: https://www.econbiz.de/10001128019

The valuation of power futures based on optimal dispatch

De Maere d'Aertrycke, Gauthier; Smeers, Yves - 2009

Persistent link: https://www.econbiz.de/10003850944

Die Terminspekulation mit Optionen auf Waren, Devisen, Indices und Finanzkontrakte

Walter, Adalbert R. - 1986

Persistent link: https://www.econbiz.de/10000730646

Börsentermin- und Börsenoptionsgeschäfte : zugleich eine strafrechtliche Untersuchung bekannt gewordener Manipulationen im Warentermin- und Warenterminoptionshandel

Imo, Christian - 1988

Persistent link: https://www.econbiz.de/10000343881

Der Terminhandel in Recht und Praxis : zivilrechtl. Anlegerschutz beim spekulativen Termingeschäft an d. Rohstoff-, Finanz- u. Devisenbörsen unter Berücks. d. wirtschaftl. u. sozio...

Wach, Karl J. T. - 1986

Persistent link: https://www.econbiz.de/10000697036

Hedging performance and multiscale relationships in the German electricity spot and futures markets

Madaleno, Mara; Pinho, Carlos - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 26-62

We explore optimal hedge ratios and hedging effectiveness for the German electricity market. Given the increasing attention that wavelets received in the financial market, we concentrate on the investigation of the relationship, covariance/coherence evolution and hedge ratio analysis, on a...

Persistent link: https://www.econbiz.de/10011555959