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Multi-commodity price risk hedging in the Atlantic salmon farming industry
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References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 2008Introductory Econometrics for Finance3,705 cited
  • 1985The Determinants of Firms' Hedging Policies3,270 cited
  • 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
  • 2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?1,828 cited
  • 2002On the coherence of expected shortfall1,596 cited
  • 1979The Hedging Performance of the New Futures Markets1,566 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,263 cited
  • 2002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations1,198 cited
  • 1989Testing for the Constancy of Parameters Over Time973 cited
  • 2006The Copula-GARCH model of conditional dependencies: An international stock market application784 cited
  • 2012A review of copula models for economic time series587 cited
  • 2012

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New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing
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