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Hedging jet fuel price risk: The case of U.S. passenger airlines
16 references·5 citing·34 second hop
Hedging jet fuel price risk: The case of U.S. passenger airlines (2015)Hedging jet fuel price risk: The case of …Introductory Econometrics for Finance (2008)Introductory Econometrics for…Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers (2006)Firm Value and Hedging: Evide…Does Hedging Affect Firm Value? Evidence from the US Airline Industry (2006)Does Hedging Affect Firm Valu…Should We Fear Derivatives? (2004)Should We Fear Derivatives?Futures hedge ratios: a review (2003)Futures hedge ratios: a reviewNumerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Time-Varying Distributions an…Hedging with stock index futures: Estimation and forecasting with error correction model (1993)Hedging with stock index futu…Stationarity and Persistence in the GARCH(1,1) Model (1990)Stationarity and Persistence …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…The Hedging Performance of the New Futures Markets (1979)The Hedging Performance of th…The Theory of Hedging and Speculation in Commodity Futures (1976)The Theory of Hedging and Spe…The Theory of Hedging and Speculation in Commodity Futures (1960)The Theory of Hedging and Spe…Firm value in the airline industry: perspectives on the impact of sustainability and Covid-19 (2023)Firm value in the airline ind…Jet fuel hedging, operational fuel efficiency improvement and carbon tax (2018)Jet fuel hedging, operational…Root Cause Analysis of a Jet Fuel Tanker Accident (2017)Root Cause Analysis of a Jet …An exploration of factors influencing the choice of commodity price risk mitigation strategies (2017)An exploration of factors inf…Impact of fuel price fluctuations on airline stock returns (2016)Impact of fuel price fluctuat…The Pricing of Options and Corporate Liabilities (1973)Econometric Analysis of Cross Section and Panel Data (2001)Oil prices and the stock prices of alternative energy companies (2007)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Impact of Corporate Social Responsibility Disclosure on Financial Performance: Evidence from the GCC Islamic Banking Sector (2016)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Unit root tests for panel data (2001)Critical Values for Cointegration Tests (2010)Modelling the persistence of conditional variances (1986)THE GARCH OPTION PRICING MODEL (1995)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)A Long Memory Property of Stock Market Returns and a New Model (2010)Fractional Brownian Motions, Fractional Noises and Applications (1968)Time Series Analysis Forecasting and Control. (1971)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)The contribution of tourism development to economic growth in the Korean economy (2003)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Hedging and the Competitive Firm under Price Uncertainty (1979)Bivariate garch estimation of the optimal commodity futures Hedge (1991)Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers (2000)Modeling Asymmetric Comovements of Asset Returns (1998)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Financial contagion during COVID–19 crisis (2020)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2008Introductory Econometrics for Finance3,662 cited
  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 1979The Hedging Performance of the New Futures Markets1,566 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
  • 1990Stationarity and Persistence in the GARCH(1,1) Model1,093 cited
  • 1976The Theory of Hedging and Speculation in Commodity Futures660 cited
  • 2006Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers643 cited
  • 1960The Theory of Hedging and Speculation in Commodity Futures617 cited
  • 2006Does Hedging Affect Firm Value? Evidence from the US Airline Industry389 cited
  • 1993Hedging with stock index futures: Estimation and forecasting with error correction model212 cited
  • 2003

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Futures hedge ratios: a review
200 cited
  • 2004Should We Fear Derivatives?144 cited
  • Cited by

    • 2016Impact of fuel price fluctuations on airline stock returns74 cited
    • 2017An exploration of factors influencing the choice of commodity price risk mitigation strategies41 cited
    • 2023Firm value in the airline industry: perspectives on the impact of sustainability and Covid-1917 cited
    • 2018Jet fuel hedging, operational fuel efficiency improvement and carbon tax17 cited
    • 2017Root Cause Analysis of a Jet Fuel Tanker Accident9 cited