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Dec 23 2013 M. Hossein Partovi
  Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 19 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Copula based Dynamic Hedging Strategy with Futures
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 08 2012 Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen
  Oil-stock volatility transmission, portfolio selection and hedging
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Jan 10 2011 Julien Chevallier
  Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model
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Jun 15 2010 Julien Chevallier
  Volatility forecasting of carbon prices using factor models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 27 2010 Julien Chevallier
  A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 28 2008 Wan-Hsiu Cheng
  Overestimation in the Traditional GARCH Model During Jump Periods
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 06 2006 Benoît Sévi
  Ederington's ratio with production flexibility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 12 2005 Moawia Alghalith
  A note on output hedging with basis risk- an extension of Paroush and Wolf hedging model
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Jun 09 2004 Udo Broll and Jack E. Wahl
  Optimal hedge ratio and elasticity of risk aversion
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