Similar Search Results - EconBiz

Renewable energy technologies and electricity forward market risks

Koolen, Derck; Bunn, Derek W.; Ketter, Wolfgang - In: The energy journal 42 (2021) 4, pp. 43-67

Persistent link: https://www.econbiz.de/10013170565

The volatility risk premium in the oil market

Bouchouev, Ilia; Johnson, Brett - In: Quantitative finance 22 (2022) 8, pp. 1561-1578

Persistent link: https://www.econbiz.de/10013367929

Økonomi, moral og den globale klimapolitik

Kærgård, Niels - In: Nationaløkonomisk tidsskrift 136 (1998) 2, pp. 202-211

Persistent link: https://www.econbiz.de/10001248912

Carry trades, order flow and the forward bias puzzle

Breedon, Francis J.; Rime, Dagfinn; Vitale, Paolo - 2015

We investigate the relation between foreign exchange (FX) order flow and the forward bias. We outline a decomposition of the forward bias according to which a negative correlation between interest rate differentials and order flow creates a time-varying risk premium consistent with that bias....

Persistent link: https://www.econbiz.de/10011396784

Sovereign and bank CDS spreads : two sides of the same coin?

Avino, Davide; Cotter, John - In: Journal of international financial markets, … 32 (2014), pp. 72-85

Persistent link: https://www.econbiz.de/10011299805

The risk structural of European sovereign credit default swap before and after in European periphery countries

Tellalbaşı, Işıl - In: International journal of economics and finance 6 (2014) 1, pp. 165-182

Persistent link: https://www.econbiz.de/10010236860

Portfolio diversification in the sovereign credit swap markets

Consiglio, Andrea; Lotfi, Somayyeh; Zenios, Stauros Andrea - 2016

Persistent link: https://www.econbiz.de/10011539351

Macro risk factors of credit default swap indices in a regime-switching framework

Kam Fong Chan; Marsden, Alastair - In: Journal of international financial markets, … 29 (2014), pp. 285-308

Persistent link: https://www.econbiz.de/10010412144

Länderrisikoanalyse im Rahmen moderner Kreditrisikomodelle bei Banken : eine Untersuchung mit besonderem Schwerpunkt auf Marktpreisinformationen von Emerging Markets

Wadé, Markus - 2003 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001724876

Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial mar...

Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 24 (2000) 5, pp. 759-785

Persistent link: https://www.econbiz.de/10001467848

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