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Investment under uncertainty and volatility estimation risk

Dotsis, George; Makropoulou, Vasiliki; Markellos, … - In: Applied economics letters 19 (2012) 1/3, pp. 133-137

Persistent link: https://www.econbiz.de/10009412657

Factor analysis with large panels volatility proxies

Ghysels, Eric - 2014

Persistent link: https://www.econbiz.de/10010382083

Value at risk for a mixture of normal distributions : the use of quasi-Bayesian estimation techniques

Venkataraman, Subu - In: Economic perspectives 21 (1997) 2, pp. 2-13

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CVA with wrong way risk : sensitivities, volatility and hedging

El Hajjaji, Omar; Subbotin, Alexander - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31

Persistent link: https://www.econbiz.de/10011403747

The microeconomics of agricultural price risk

Boyd, Chris M.; Bellemare, Marc F. - In: Annual review of resource economics 12 (2020), pp. 149-169

Persistent link: https://www.econbiz.de/10012404666

Does Bitcoin hedge commodity uncertainty?

Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14

This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...

Persistent link: https://www.econbiz.de/10012305145