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Persistent link: https://www.econbiz.de/10003962524

Fair-weather friends? : sector-specific volatility connectedness and transmission

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Commodity financialization and sector ETFs : Evidence from crude oil futures

Liu, Pan; Vedenov, Dmitrij V.; Power, Gabriel J. - In: Research in international business and finance 51 (2020), pp. 1-9

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Is hedging the crack spread no longer all it's cracked up to be?

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Catching the curl : wavelet thresholding improves forward curve modelling

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Impact of copula choice on the modeling of crop yield basis risk

Woodard, Joshua D.; Paulson, Nicholas D.; Vedenov, Dmitry; … - In: Agricultural economics : the journal of the … 42 (2011) 1, pp. 101-113

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Who's afraid of a Texas hedge?

Power, Gabriel J.; Vedenov, Dmitrij V. - In: Energy economics 127 (2023) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10014489962

We don't need no fancy hedges! Or do we?

Vedenov, Dmitrij V.; Power, Gabriel J. - In: International review of financial analysis 81 (2022), pp. 1-13

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Impact of copula choice on the modeling of crop yield basis risk

Woodard, Joshua D.; Paulson, Nicholas D.; Vedenov, Dmitry; … - In: Agricultural Economics 42 (2011) 11, pp. 101-112

Persistent link: https://www.econbiz.de/10010626354

Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”?

Power, Gabriel J.; Vedenov, Dmitry - In: Journal of Futures Markets 30 (2010) 3, pp. 290-304

This study analyzes the problem of multi‐commodity hedging from the downside risk perspective. The lower partial moments (LPM<sub>2</sub>)‐minimizing hedge ratios for the stylized hedging problem of a typical Texas panhandle feedlot operator are calculated and compared with hedge ratios implied by the...

Persistent link: https://www.econbiz.de/10011197678

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