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The rise and fall of S&P500 variance futures

Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, … - In: The North American journal of economics and finance : a … 25 (2013), pp. 151-167

Persistent link: https://www.econbiz.de/10009779314

How to hedge if the payment date is uncertain?

Korn, Olaf; Merz, Alexander - 2016 - [revised]

This paper is the first to study the hedging of price risk with uncertain payment dates, a frequent problem in practice …. It derives a variance-minimizing hedging strategy for two settings, the first employing linear contracts with different …

Persistent link: https://www.econbiz.de/10011506271

Analysis of price risk management strategies in dairy farming using whole-farm simulations

Neyhard, James; Tauer, Loren W.; Gloy, Brent - In: Journal of agricultural and applied economics 45 (2013) 2, pp. 313-327

Persistent link: https://www.econbiz.de/10009757070

Managing storable commodity risks : the role of inventory and financial hedge

Kouvelis, Panos; Li, Rong; Ding, Qing - In: Manufacturing & service operations management : M & SOM 15 (2013) 3, pp. 507-521

Persistent link: https://www.econbiz.de/10009782007

Case study of event risk management with options strangles and straddles

Kownatzki, Clemens; Putnam, Bluford H.; Yu, Arthur Zeyang - In: Review of financial economics : RFE 40 (2022) 2, pp. 150-167

Persistent link: https://www.econbiz.de/10013185897

The anatomy of the euro area interest rate swap market

Fontana, Silvia Dalla; Holz auf der Heide, Marco; … - 2019 - This version: June 2019

Using a novel regulatory dataset of fully identified derivatives transactions, this paper provides the first comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the mandatory clearing obligation. Our dataset contains 1.7 million bilateral...

Persistent link: https://www.econbiz.de/10012040065