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Dynamic hedging strategies across assets and commodities : a wavelet analysis

Rafiuddin, Aqila; Gaytan, Jesus Cuauhtemoc Tellez; … - In: The journal of risk finance : JRF 24 (2023) 4, pp. 483-502

Persistent link: https://www.econbiz.de/10014338632

Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks

Bossman, Ahmed; Gubareva, Mariya; Agyei, Samuel Kwaku; … - In: International review of economics & finance : IREF 91 (2024), pp. 699-719

Persistent link: https://www.econbiz.de/10014492252

Do firms sell forward for strategic reasons? : an application to the wholesale market for natural gas

Eijkel, Remco van; Moraga-González, José Luis - 2010

Building on a model of the interaction of risk-averse frms that compete in forward and spot markets, we develop an empirical strategy to test whether oligopolistic frms use forward contracts for strategic motives, for risk-hedging, or for both. An increase in the number of players weakens the...

Persistent link: https://www.econbiz.de/10011380799

Impact of futures trading on spot markets : an empirical analysis of rubber in India

Gupta, Akanksha; Varma, Poornima - In: Eastern economic journal 42 (2016) 3, pp. 373-386

Persistent link: https://www.econbiz.de/10011742175

A wavelet approach of investing behaviors and their effects on risk exposures

Mestre, Roman - In: Financial innovation : FIN 7 (2021), pp. 1-37

-EGARCH errors (Auto Regressive Moving Average Exponential AutoRegressive Conditional Heteroskedasticity). Our model considers gold … possibilities. In the short-run, ("Noise Trader" and "High-Frequency Trader") only a few equities are insensitive to Oil and Gold … the long-run, (fundamentalists investors), Oil and Gold affect all stocks but their impact varies according to the Beta …

Persistent link: https://www.econbiz.de/10012500129