All Rights Reserved
AccessEcon LLC 2006, 2008.
Powered by MinhViet JSC
ralph lauren polo

Aug 06 2014 Sami Attaoui and Pierre Six
  Hedging demand and the certainty equivalent of wealth
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 10 2011 Julien Chevallier
  Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 09 2004 Udo Broll and Jack E. Wahl
  Optimal hedge ratio and elasticity of risk aversion
  Abstract  Contact Information  Citation  Full Text  -  Note