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Jun 30 2023 |
Refk Selmi |
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Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Sep 30 2022 |
Refk Selmi |
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A war in a pandemic- The recent spike in economic uncertainty and the hedging abilities of Bitcoin |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 19 2020 |
Ilyes Abid , Abderrazak Dhaoui , Khaled Guesmi and Olfa Kaabia |
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Hedging strategy for financial variables and commodities |
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Abstract Contact Information Citation Full Text - Note |
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Feb 29 2020 |
Shih-Hsien Chuang |
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Cost pass-through in the airline industry: price responses and asymmetries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 27 2019 |
Román Ferrer , Syed Jawad Hussain Shahzad and Adrián Maizonada |
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Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Oct 26 2017 |
Naveed Raza , Syed Jawad Hussain Shahzad , Muhammad Shahbaz and Aviral kumar Tiwari |
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Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 25 2017 |
Amrendra Kumar and Vikash Gautam |
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Gold as inflation and exchange rate hedge: The case of India |
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Abstract Contact Information Citation Full Text - Note |
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May 14 2017 |
Elie Bouri , Imad Kachacha , Donald Lien and David Roubaud |
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Short- and long-run causality across the implied volatility of crude oil and agricultural commodities |
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Abstract Contact Information Citation Full Text - Note |
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Aug 06 2014 |
Sami Attaoui and Pierre Six |
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Hedging demand and the certainty equivalent of wealth |
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Abstract Contact Information Citation Full Text - Note |
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Dec 23 2013 |
M. Hossein Partovi |
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Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Dec 19 2012 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
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Copula based Dynamic Hedging Strategy with Futures |
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Abstract Contact Information Citation Full Text - Note |
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Oct 08 2012 |
Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen |
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Oil-stock volatility transmission, portfolio selection and hedging |
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Abstract Contact Information Citation Full Text - Note |
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Jan 10 2011 |
Julien Chevallier |
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Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model |
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Abstract Contact Information Citation Full Text - Note |
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Jun 15 2010 |
Julien Chevallier |
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Volatility forecasting of carbon prices using factor models |
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Abstract Contact Information Citation Full Text - Note |
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May 27 2010 |
Julien Chevallier |
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A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices |
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Abstract Contact Information Citation Full Text - Note |
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Oct 28 2008 |
Wan-Hsiu Cheng |
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Overestimation in the Traditional GARCH Model During Jump Periods |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jan 06 2006 |
Benoît Sévi |
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Ederington's ratio with production flexibility |
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Abstract Contact Information Citation Full Text - Note |
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Dec 12 2005 |
Moawia Alghalith |
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A note on output hedging with basis risk- an extension of Paroush and Wolf hedging model |
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Abstract Contact Information Citation Full Text - Note |
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Jun 09 2004 |
Udo Broll and Jack E. Wahl |
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Optimal hedge ratio and elasticity of risk aversion |
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Abstract Contact Information Citation Full Text - Note |
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