Barndorff‐Nielsen and Shephard model for hedging energy with quantity risk-Reference-Cited by-同舟云学术

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Barndorff‐Nielsen and Shephard model for hedging energy with quantity risk

Published:2019-06 Issue:3-4 Volume:2 Page:202-214
ISSN:2470-6981
Container-title:High Frequency
language:en
Short-container-title:High Freq

Author:

Wilson William¹,Nganje William¹,Gebresilasie Semere²,SenGupta Indranil³^ORCID

Affiliation:

1. Department of Agribusiness and Applied Economics North Dakota State University Fargo ND USA

2. Department of Applied Mathematics Wentworth Institute of Technology Boston MA USA

3. Department of Mathematics North Dakota State University Fargo ND USA

Publisher

Wiley

Subject

General Medicine

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/hf2.10049

Reference33 articles.

1. Export and hedging decisions under revenue and exchange rate risk: A note

2. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics

3. Modelling by Lévy Processess for Financial Econometrics

4. Optimal international hedging in commodity and currency forward markets

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4. Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging;Annals of Finance;2021-07-13

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