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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
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The dependency of the banks' assets and liabilities : evidence from Germany
Memmel, Christoph; Schertler, Andrea - 2009
cooperative banks with higher ROEs. -- Asset-liability dependency ; maturity ; correlation analysis …
Persistent link: https://www.econbiz.de/10003891984
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Optimal prediction periods for new and old volatility indexes in USA and German markets
Giner, Javier; Morini, Sandra; Rosillo, Rafael - In: Computational economics 47 (2016) 4, pp. 527-549
Persistent link: https://www.econbiz.de/10011712458
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Risk perception and diversification behaviour in investment decisions
Siebenmorgen, Niklas - 2001
Persistent link: https://www.econbiz.de/10001553464
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Stromderivate - Anwendung im Risikomanagement und Bewertungsansätze
Borgmann, Eberhard - In: Risikomanagement aus Bankenperspektive : Grundlagen, …, (pp. 321-338). 2006
Persistent link: https://www.econbiz.de/10003372470
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Introducing new risk classes to organized exchanges: the case of electricity derivatives
Geyer, Christian; Seifert, Werner G. - In: Risk management : challenge and opportunity ; with 125 …, (pp. 651-670). 2005
Persistent link: https://www.econbiz.de/10002449470
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Introducing new risk classes to organized exchange: the case of electricity derivatives
Geyer, Christian; Seifert, Werner G. - In: Risk management : challenge and opportunity : with 37 …, (pp. 63-84). 2000
Persistent link: https://www.econbiz.de/10001495909
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The relationship between day-ahead and futures prices in the electricity markets : an empirical analysis on Italy, France, Germany and Switzerland
Bonaldo, Cinzia; Caporin, Massimiliano; Fontini, Fulvio - 2021
Persistent link: https://www.econbiz.de/10013256293
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Energiehandel in Europa : Öl, Gas, Strom, Derivate, Zertifikate
Zenke, Ines; Schäfer, Ralf; Abwerzger, Gerald; … - 2017 - 4. Auflage
Persistent link: https://www.econbiz.de/10011705194