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Time varying risk aversion : an application toenergy hedging

Cotter, John; Hanly, Jim - 2009

Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M) model to estimate a time-varying measure of risk aversion that is based on the observed risk...

Persistent link: https://www.econbiz.de/10009475637

Time-varying risk aversion : an application to energy hedging

Cotter, John; Hanly, Jim - 2010

Risk aversion is a key element of utility maximizing hedge strategies; however, it hastypically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M) model to estimate a time-varying measure of riskaversion that is based on the observed risk...

Persistent link: https://www.econbiz.de/10009475662

Energy price risk

James, Tom - 2003

Persistent link: https://www.econbiz.de/10004755011

Ugly Americans : the true story of the Ivy League cowboys who raided Asia in search of the American dream

Mezrich, Ben - 2005

Persistent link: https://www.econbiz.de/10004831858

The cost structure of electricity in the Philippines and other Asian countries : a comparative note

Ravago, Majah-Leah V. - 2023

Persistent link: https://www.econbiz.de/10013536315

Beyond the crisis : financial regulatory reform in emerging Asia

Lee, Chee Sung; Park, Cyn-Young - 2009

The main objective of this paper is to suggest reform measures to address the gaps and weaknesses in emerging Asia …'s financial regulatory and supervisory systems, on the basis of lessons drawn from the global crisis. For emerging Asia, the …-ranging financial reforms, emerging Asia will face dramatic changes in the global financial landscape. The region's authorities need to …

Persistent link: https://www.econbiz.de/10011283456