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Market risk analysis III: pricing, hedging and trading financial instruments
0 references·4 citing·14 second hop
Market risk analysis III: pricing, hedging and trading financial instruments (2008)Market risk analysis III: pricing, hedgin…Commodity price risk management using option strategies (2015)Commodity price risk manageme…A Comparison of Implied and Realized Volatility in the Nordic Power Forward Market (2015)A Comparison of Implied and R…A Primer on Social Trading Networks – Institutional Aspects and Empirical Evidence (2013)A Primer on Social Trading Ne…Risk Management in Commodity Markets (2009)Risk Management in Commodity …The Pricing of Options and Corporate Liabilities (1973)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Option strategies: Good deals and margin calls (2009)Hedging techniques in commodity risk management (2014)“Options, Futures, and Other Derivatives” (2016)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Volatility forecasting of strategically linked commodity ETFs: gold-silver (2016)Determinants of the Forward Premium in the Nord Pool Electricity Market (2020)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Costly Search and Mutual Fund Flows (1998)Platform Competition in Two-Sided Markets (2003)Swarm Intelligence? Stock Opinions of the Crowd and Stock Returns (2016)
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  • 2009Risk Management in Commodity Markets57 cited
  • 2015A Comparison of Implied and Realized Volatility in the Nordic Power Forward Market30 cited
  • 2013A Primer on Social Trading Networks – Institutional Aspects and Empirical Evidence27 cited
  • 2015Commodity price risk management using option strategies15 cited

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