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Exchange rate exposure revisited in Malaysia : a tale of two measures

Jaratin Lily; Imbarine Bujang; Abdul Aziz Karia; Mori Kogid - In: Eurasian business review 8 (2018) 4, pp. 409-435

Persistent link: https://www.econbiz.de/10011925013

The optimal wheat futures hedge at the euronext paris from a farmer's perspective

Vollmer, Teresa; Cramon-Taubadel, Stephan von - In: German journal of agricultural economics : GJAE 69 (2020) 1, pp. 49-63

Persistent link: https://www.econbiz.de/10012201913

Influence of stock return volatility on corporate leverage : evidence from an emerging economy

Chaudhary, Pankaj - In: Global business & economics review 30 (2024) 3, pp. 329-347

Persistent link: https://www.econbiz.de/10015060875

Analysis of stock returns volatility of oil and natural gas industry using GARCH

Agarwal, Ritika; Barua, Pratim - In: Mudra : journal of finance and accounting 11 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10015063485

Modeling and valuation of energy structures : analylsis., econometrics, and numerics

Mahoney, Daniel - 2016

Persistent link: https://www.econbiz.de/10011399615

Day-of-the-week effect : petroleum and petroleum products

Meek, Andrew C.; Hoelscher, Seth A. - In: Cogent economics & finance 11 (2023) 1, pp. 1-19

This study tests for calendar anomalies in returns for petroleum and petroleum products via the futures market, specifically, the day-of-the-week (DOW) effect. The energy future contracts in this study are the WTI (West Texas Intermediate), Brent, RBOB (Reformulated Blendstock for Oxygenate...

Persistent link: https://www.econbiz.de/10014500847

Noise traders' trigger rates, FX options, and smiles

Pierdzioch, Christian - 2000

Persistent link: https://www.econbiz.de/10013261076

Collateralised option pricing in a South African context : a Univariate GARCH approach

Venter, Pierre J.; Levendis, Alexis; Maré, E. - In: Cogent economics & finance 10 (2022) 1, pp. 1-12

In this paper, the generalised autoregressive heteroskedasticity (GARCH) model is applied to the pricing of … collateralised options in the South African equity market. Symmetric GARCH and nonlinear asymmetric GARCH (AGARCH) models are … surfaces. Finally, the effect of asymmetry is shown by the difference between the symmetric and asymmetric GARCH option price …

Persistent link: https://www.econbiz.de/10013402111

Time series econometrics : learning through replication

Levendis, John D. - 2018

Persistent link: https://www.econbiz.de/10011897703

Post-Brexit exchange rate volatility and its impact on UK exports to Eurozone countries : a bounds testing approach

Naimy, Viviane; El Khoury, Rim; Montero, José-María; … - In: Oeconomia Copernicana 14 (2023) 1, pp. 135-168

Persistent link: https://www.econbiz.de/10014249933