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Informative option portfolios in filter design for option pricing models
Orłowski, Piotr - In: Quantitative finance 21 (2021) 6, pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
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Quantile hedge ratio for energy markets
Shrestha, Keshab; Ravichandran K. Subramaniam; Yessy … - In: Energy economics 71 (2018), pp. 253-272
Persistent link: https://www.econbiz.de/10011943021
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Revisiting the cryptocurrencies role in stock markets : ADCC-GARCH and Wavelet Coherence
Jana, Susovon; Sahu, Tarak Nath; Pandey, Krishna Dayal - In: Macroeconomics and finance in emerging market economies 17 (2024) 1, pp. 110-135
Persistent link: https://www.econbiz.de/10014511851
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Dynamic hedging strategies across assets and commodities : a wavelet analysis
Rafiuddin, Aqila; Gaytan, Jesus Cuauhtemoc Tellez; … - In: The journal of risk finance : JRF 24 (2023) 4, pp. 483-502
Persistent link: https://www.econbiz.de/10014338632
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Hedging gas in a multi-frequency semiparametric CVaR portfolio
Živkov, Dejan; Balaban, Suzana; Simić, Milica - In: Research in international business and finance 67 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014451522
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Is the cryptocurrency market a hedge against stock market risk? : a wavelet and GARCH approach
Jana, Susovon; Sahu, Tarak Nath - In: Economic notes 52 (2023) 3, pp. 1-25
Persistent link: https://www.econbiz.de/10014427518
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An application of ADCC-GARCH and wavelet coherence to explore connectedness between stock markets and cryptocurrencies
Jana, Susovon; Pandey, Krishna Dayal; Sahu, Tarak Nath - In: International journal of electronic finance : IJEF 13 (2024) 2, pp. 168-195
Persistent link: https://www.econbiz.de/10015064350
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Modelling the dynamics of cryptocurrency prices for risk hedging : the case of Bitcoin, Ethereum, and Litecoin
Madichie, Chekwube V.; Ngwu, Franklin N.; Eze, Eze A.; … - In: Cogent economics & finance 11 (2023) 1, pp. 1-23
Cryptocurrencies have, over the years, gained an unprecedented prominence in financial discourse, with the market fielding over 5,300 digital currencies and reaching over $2 trillion in market capitalisation in 2022. The surge in market values of digital currencies and their popularity in the...
Persistent link: https://www.econbiz.de/10014500765
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Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus; Sørensen, Carsten - In: Journal of banking & finance 28 (2004) 8, pp. 1987-2013
Persistent link: https://www.econbiz.de/10002118373