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Hedging firm's idiosyncratic risk from commodity financialization

Yang, Baochen; Geng, Peixuan; Fan, Ying - In: International review of economics & finance : IREF 88 (2023), pp. 815-842

Persistent link: https://www.econbiz.de/10014475040

Understanding Risk Management and Hedging in Oil Trading : A Practitioner's Guide to Managing Risk

Heilpern, Chris - 2023

4: Managing Risk -- Chapter 5: Price Risk -- Chapter 6: Hedging Price Risk -- Chapter 7: Using Basis Risk as a Trading … -- Chapter 11: Hedging and Portfolio Risk -- Chapter 12: Conclusion. …“Chris's book explains complex concepts about hedging, options, and risk management in a clear and easy …

Persistent link: https://www.econbiz.de/10014443457

Time-frequency connectedness and spillover among carbon, climate, and energy futures : determinants and portfolio risk management implications

Mohammad Enamul Hoque; Low, Soo Wah; Syed Mabruk Billah - In: Energy economics 127 (2023) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10014490834

Risk Management and Portfolio Construction in a Commodity Futures Program

Eagleeye, Joseph - 2015

The focus of this paper will be on risk management within the context of a total-return futures program centered on commodities. The following issues will be addressed: the evaluation of normal versus eventful risk; the sizing of trades and strategy buckets; and the construction of a portfolio,...

Persistent link: https://www.econbiz.de/10013018912

Risk management and market conditions

Haar, Lawrence; Gregoriou, Andros - In: International review of financial analysis 78 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013255704

Oil price risk exposure of BRIC stock markets and hedging effectiveness

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ur Rehman, Mobeen - In: Financial modeling and risk management of energy and …, (pp. 145-170). 2022

Persistent link: https://www.econbiz.de/10013349933

Portfolio optimization of financial commodities with energy futures

Wang, Lu; Ahmad, Ferhana; Luo, Gong-li; Umar, Muhammad; … - In: Financial modeling and risk management of energy and …, (pp. 401-439). 2022

Persistent link: https://www.econbiz.de/10013350080

To hedge or not to hedge? : cryptocurrencies, gold and oil against stock market risk

Echaust, Krzysztof; Just, Małgorzata; Kliber, Agata - In: International review of financial analysis 94 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014543972

Commodity market based hedging against stock market risk in times of financial crisis : the case of crude oil and gold

Junttila, Juha; Pesonen, Juho; Raatikainen, Juhani - In: Journal of international financial markets, … 56 (2018), pp. 255-280

Persistent link: https://www.econbiz.de/10011984168

Bitcoin for energy commodities before and after the December 2013 crash : diversifier, hedge or safe haven?

Bouri, Elie; Jalkh, Naji; Molnár, Peter; Roubaud, David - In: Applied economics 49 (2017) 50, pp. 5063-5073

Persistent link: https://www.econbiz.de/10011844889

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