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

Effect of derivative accounting rules on corporate risk-management behavior

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Financial derivatives and monetary policy transmission

Fender, Ingo - 2000

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Testing the martingale hypothesis for futures prices : implications for hedgers

De Ville de Goyet, Cédric; Dhaene, Geert; Sercu, Piet - In: The journal of futures markets 28 (2008) 11, pp. 1040-1065

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Testing futures returns predictability : implications for hedgers

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Forecast based pricing of weather derivatives

Härdle, Wolfgang; López Cabrera, Brenda; Ritter, Matthias - 2012

Forecasting based pricing of Weather Derivatives (WDs) is a new approach in valuation of contingent claims on nontradable underlyings. Standard techniques are based on historical weather data. Forward-looking information such as meteorological forecasts or the implied market price of risk (MPR)...