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Cross hedging under multiplicative basis risk

Adam-Müller, Axel F. A.; Nolte, Ingmar - In: Journal of banking & finance 35 (2011) 11, pp. 2956-2964

Persistent link: https://www.econbiz.de/10009374691

Hedging of spatial temperature risk with market-traded futures

Barth, Andrea; Benth, Fred Espen; Potthoff, Jürgen - In: Applied mathematical finance 18 (2011) 1/2, pp. 93-117

Persistent link: https://www.econbiz.de/10009155488

Basis risk and hedging efficiency of weather derivatives

Yang, Charles C.; Brockett, Patrick L.; Wen, Min Ming - In: Journal of risk finance : the convergence of financial … 10 (2009) 5, pp. 517-536

Persistent link: https://www.econbiz.de/10009523704

Hedging price risk when payment dates are uncertain

Korn, Olaf - 2009 - Current Version: February 2009

This paper studies the hedging of price risk when payment dates are uncertain, a problem that frequently occurs in … static hedging strategy is sufficient. -- risk management ; hedging ; forwards ; uncertainty of time …

Persistent link: https://www.econbiz.de/10009526497

Futures hedging with basis risk and expectation dependence

Broll, Udo; Welzel, Peter; Kit, Pong Wong - In: International review of economics : journal of civil economy 62 (2015) 3, pp. 213-221

Persistent link: https://www.econbiz.de/10011391637

Export and hedging decisions under correlated revenue and exchange rate risk

Kit, Pong Wong - In: Bulletin of economic research 67 (2015) 4, pp. 371-381

Persistent link: https://www.econbiz.de/10011396488

An analytical approach for systematic risk sensitivity of structured finance products

Claußen, Arndt; Löhr, Sebastian; Rösch, Daniel - In: Review of derivatives research 17 (2014) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10010519296

US lodging firms' exposure to energy price risk

Lee, Seul Ki; Jang, Soocheong - In: Tourism economics : the business and finance of tourism … 21 (2015) 5, pp. 1095-1102

Persistent link: https://www.econbiz.de/10011416437

Weather derivatives risk measures for extreme events

Erhardt, Robert J.; Smith, Richard L. - In: North American actuarial journal 18 (2014) 3, pp. 379-393

Persistent link: https://www.econbiz.de/10011338995

Optimal derivative liquidation timing under path-dependent risk penalties

Leung, Tim; Shirai, Yoshihiro - In: Journal of financial engineering 2 (2015) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10010528389

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