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A note on dynamic hedging : empirical evidence from FTSE-100 and S&P 500 futures markets

Alghalith, Moawia; Floros, Christos; Lalloo, Ricardo - In: Journal of risk finance : the convergence of financial … 16 (2015) 2, pp. 190-196

Persistent link: https://www.econbiz.de/10010514019

Factors affecting farmers' willingness to purchase weather index insurance in the Hainan Province of China

Lin, Jia; Boyd, Milton; Pai, Jeffrey; Porth, Lysa; … - In: Agricultural finance review 75 (2015) 1, pp. 103-113

Persistent link: https://www.econbiz.de/10011305763

Cash-futures basis and the impact of market maturity, informed trading, and expiration effects

Chang, Charles; Lin, Emily - In: International review of economics & finance : IREF 35 (2015), pp. 197-213

Persistent link: https://www.econbiz.de/10011333697

A common age effect model for the mortality of multiple populations

Kleinow, Torsten - In: Insurance / Mathematics & economics 63 (2015), pp. 147-152

Persistent link: https://www.econbiz.de/10011349843

Theory and application of weather index-based insurance in agriculture : to pitfalls of aggregation biases and the insurability of farmers in the North China Plain

Heimfarth, Leif Erec - 2012

The present dissertation is twofold and takes up several issues in two separate and independent articles. In chapter II, the hedging effectiveness of weather index-based insurance with regard to aggregation biases in the underlying risk exposure of aggregated yield time series is presented. The...

Persistent link: https://www.econbiz.de/10010236576

Hedging with stock index options : a mean-extended Gini approach

Shalit, Haim; Greenberg, Doron - In: Journal of mathematical finance 3 (2013) 1, pp. 119-129

Persistent link: https://www.econbiz.de/10010240815

Pricing and hedging basis risk under no good deal assumption

Carassus, Laurence; Temam, E. - In: Annals of finance 10 (2014) 1, pp. 127-170

Persistent link: https://www.econbiz.de/10010244570

Time-consistent mean-variance hedging of longevity risk : effect of cointegration

Wong, Tat Wing; Chiu, Mei Choi; Wong, Hoi Ying - In: Insurance / Mathematics & economics 56 (2014), pp. 56-67

Persistent link: https://www.econbiz.de/10010385032

On the determinants of basis spread for Taiwan index futures and the role of speculators

Chang, Charles; Lin, Emily - In: Review of Pacific Basin financial markets and policies 17 (2014) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10010348818

Road block to risk management : investigating class I milk cross-hedging opportunities

Newton, John; Thraen, Cameron S. - In: Applied economic perspectives and policy 35 (2013) 3, pp. 550-564

Persistent link: https://www.econbiz.de/10010351143