-
1
-
-
33745949099
-
Hedging, speculation, and shareholder value
-
Adam T.R., Fernando C.S. Hedging, speculation, and shareholder value. J. Financ. Econ. 2006, 81(2):283-309.
-
(2006)
J. Financ. Econ.
, vol.81
, Issue.2
, pp. 283-309
-
-
Adam, T.R.1
Fernando, C.S.2
-
2
-
-
0035585880
-
The use of foreign currency derivatives and firm market value
-
Allayannis G., Weston J. The use of foreign currency derivatives and firm market value. Rev. Financ. Stud. 2001, 14(1):243-276.
-
(2001)
Rev. Financ. Stud.
, vol.14
, Issue.1
, pp. 243-276
-
-
Allayannis, G.1
Weston, J.2
-
3
-
-
39749200162
-
Stochastic modeling of financial electricity contracts
-
Benth F.E., Koekebakker S. Stochastic modeling of financial electricity contracts. Energy Econ. 2008, 30(3):1116-1157.
-
(2008)
Energy Econ.
, vol.30
, Issue.3
, pp. 1116-1157
-
-
Benth, F.E.1
Koekebakker, S.2
-
4
-
-
21744438699
-
1995 Wharton survey of financial risk management by U.S. non-financial firms
-
Bodnar G.M., Hayt G.S., Marston R.C. 1995 Wharton survey of financial risk management by U.S. non-financial firms. Financ. Manage. 1996, 25(4):113-133.
-
(1996)
Financ. Manage.
, vol.25
, Issue.4
, pp. 113-133
-
-
Bodnar, G.M.1
Hayt, G.S.2
Marston, R.C.3
-
5
-
-
22444451792
-
1998 Wharton survey of financial risk management by U.S. non-financial firms
-
Bodnar G.M., Hayt G.S., Marston R.C. 1998 Wharton survey of financial risk management by U.S. non-financial firms. Financ. Manage. 1998, 27(4):70-91.
-
(1998)
Financ. Manage.
, vol.27
, Issue.4
, pp. 70-91
-
-
Bodnar, G.M.1
Hayt, G.S.2
Marston, R.C.3
-
6
-
-
77956780526
-
The relationship between spot and futures prices in the Nord Pool electricity market
-
Botterud A., Kristiansen T., Ilic M.D. The relationship between spot and futures prices in the Nord Pool electricity market. Energy Econ. 2010, 32(5):967-978.
-
(2010)
Energy Econ.
, vol.32
, Issue.5
, pp. 967-978
-
-
Botterud, A.1
Kristiansen, T.2
Ilic, M.D.3
-
7
-
-
0037570350
-
Managing foreign exchange risk with derivatives
-
Brown G.W. Managing foreign exchange risk with derivatives. J. Financ. Econ. 2001, 60(2-3):401-448.
-
(2001)
J. Financ. Econ.
, vol.60
, Issue.2-3
, pp. 401-448
-
-
Brown, G.W.1
-
8
-
-
33846325617
-
Are firms successful at selective hedging?
-
Brown G.W., Crabb P.R., Haushalter D. Are firms successful at selective hedging?. J. Bus. 2006, 79(6):2925-2950.
-
(2006)
J. Bus.
, vol.79
, Issue.6
, pp. 2925-2950
-
-
Brown, G.W.1
Crabb, P.R.2
Haushalter, D.3
-
9
-
-
84977354474
-
The hedging performance of the new futures markets
-
Ederington L.H. The hedging performance of the new futures markets. J. Finance 1979, 34(1):157-170.
-
(1979)
J. Finance
, vol.34
, Issue.1
, pp. 157-170
-
-
Ederington, L.H.1
-
10
-
-
0002753132
-
Commodity futures prices: some evidence on forecast power, premiums, and the theory of storage
-
Fama E.F., French K.R. Commodity futures prices: some evidence on forecast power, premiums, and the theory of storage. J. Bus. 1987, 60(1):55-73.
-
(1987)
J. Bus.
, vol.60
, Issue.1
, pp. 55-73
-
-
Fama, E.F.1
French, K.R.2
-
11
-
-
0141448729
-
Constructing forward price curves in electricity markets
-
Fleten S.-E., Lemming J. Constructing forward price curves in electricity markets. Energy Economics 2003, 25(5):409-424.
-
(2003)
Energy Economics
, vol.25
, Issue.5
, pp. 409-424
-
-
Fleten, S.-E.1
Lemming, J.2
-
12
-
-
0005611125
-
Hedging electricity portfolios using stochastic programming
-
Springer-Verlag, New York, IMA s on Mathematics and Its Applications
-
Fleten S.-E., Wallace S.W., Ziemba W.T. Hedging electricity portfolios using stochastic programming. Decision Makingunder Uncertainty: Energy and Power 2002, Vol. 128 of IMA Volumes on Mathematics and Its Applications:71-93. Springer-Verlag, New York.
-
(2002)
Decision Makingunder Uncertainty: Energy and Power
, vol.128
, pp. 71-93
-
-
Fleten, S.-E.1
Wallace, S.W.2
Ziemba, W.T.3
-
13
-
-
84883035293
-
Evaluation of static hedging strategies for hydropower producers in the Nordic market
-
Fleten S.-E., Bråthen E., Nissen-Meyer S.-E. Evaluation of static hedging strategies for hydropower producers in the Nordic market. Journal of Energy Markets 2010, 4(3):1-28.
-
(2010)
Journal of Energy Markets
, vol.4
, Issue.3
, pp. 1-28
-
-
Fleten, S.-E.1
Bråthen, E.2
Nissen-Meyer, S.-E.3
-
14
-
-
84883025324
-
Risk management in electric utilities
-
Wiley, P. Kouvelis, L. Dong, O. Boyabatli, R. Li (Eds.)
-
Fleten S.-E., Keppo J., Näsäkkälä E. Risk management in electric utilities. The Handbook of Integrated Risk Management in Global Supply Chains 2012, Wiley. P. Kouvelis, L. Dong, O. Boyabatli, R. Li (Eds.).
-
(2012)
The Handbook of Integrated Risk Management in Global Supply Chains
-
-
Fleten, S.-E.1
Keppo, J.2
Näsäkkälä, E.3
-
15
-
-
0012294532
-
Determinants of corporate hedging and derivatives: a revisit
-
Fok R.C.W., Carroll C., Chiou M.C. Determinants of corporate hedging and derivatives: a revisit. J. Econ. Bus. 1997, 49(6):569-585.
-
(1997)
J. Econ. Bus.
, vol.49
, Issue.6
, pp. 569-585
-
-
Fok, R.C.W.1
Carroll, C.2
Chiou, M.C.3
-
16
-
-
0043095575
-
Do firms hedge in response to tax incentives?
-
Graham J.R., Rogers D.A. Do firms hedge in response to tax incentives?. J. Finance 2002, 57(2):815-839.
-
(2002)
J. Finance
, vol.57
, Issue.2
, pp. 815-839
-
-
Graham, J.R.1
Rogers, D.A.2
-
17
-
-
0039179797
-
Financing policy, basis risk, and corporate hedging: evidence from oil and gas producers
-
Haushalter G.D. Financing policy, basis risk, and corporate hedging: evidence from oil and gas producers. J. Finance 2000, 55(1):107-152.
-
(2000)
J. Finance
, vol.55
, Issue.1
, pp. 107-152
-
-
Haushalter, G.D.1
-
18
-
-
0035586710
-
Are corporations reducing or taking risks with derivatives?
-
Hentschel L., Kothari S.P. Are corporations reducing or taking risks with derivatives?. J. Financ. Quant. Anal. 2001, 36(01):93-118.
-
(2001)
J. Financ. Quant. Anal.
, vol.36
, Issue.1
, pp. 93-118
-
-
Hentschel, L.1
Kothari, S.P.2
-
19
-
-
84861012380
-
Electricity futures prices: Indirect storability, expectations, and risk premiums
-
Huisman R., Kilic M. Electricity futures prices: Indirect storability, expectations, and risk premiums. Energy Economics 2012, 34(4):892-898.
-
(2012)
Energy Economics
, vol.34
, Issue.4
, pp. 892-898
-
-
Huisman, R.1
Kilic, M.2
-
20
-
-
33644904612
-
Firm value and hedging: evidence from U.S. oil and gas producers
-
Jin Y., Jorion P. Firm value and hedging: evidence from U.S. oil and gas producers. J. Financ. 2006, 61(2):893-919.
-
(2006)
J. Financ.
, vol.61
, Issue.2
, pp. 893-919
-
-
Jin, Y.1
Jorion, P.2
-
21
-
-
84882963853
-
Why do firms hedge? A review of the evidence
-
Palgrave Macmillan, J. McCombie, C.R. Gonzalez (Eds.)
-
Judge A. Why do firms hedge? A review of the evidence. Issues in Finance and Monetary Policy 2007, Palgrave Macmillan. J. McCombie, C.R. Gonzalez (Eds.).
-
(2007)
Issues in Finance and Monetary Policy
-
-
Judge, A.1
-
22
-
-
57649212418
-
Pricing of electricity swing options
-
Keppo J. Pricing of electricity swing options. J. Deriv. 2004, 11(3):26-43.
-
(2004)
J. Deriv.
, vol.11
, Issue.3
, pp. 26-43
-
-
Keppo, J.1
-
23
-
-
37349005921
-
Estimating the commodity market price of risk for energy prices
-
Kolos S.P., Ronn E.I. Estimating the commodity market price of risk for energy prices. Energy Econ. 2008, 30(2):621-641.
-
(2008)
Energy Econ.
, vol.30
, Issue.2
, pp. 621-641
-
-
Kolos, S.P.1
Ronn, E.I.2
-
24
-
-
84882989011
-
Does hedging add value?
-
National Chengchi University, Evidence From the Global Airline Industry
-
Lin R., Chang Y. Does hedging add value?. Working Paper Series 2009, National Chengchi University.
-
(2009)
Working Paper Series
-
-
Lin, R.1
Chang, Y.2
-
25
-
-
4344591747
-
Electricity forward prices: a high-frequency empirical analysis
-
Longstaff F.A., Wang A.W. Electricity forward prices: a high-frequency empirical analysis. J. Financ. 2004, 59(4):1877-1900.
-
(2004)
J. Financ.
, vol.59
, Issue.4
, pp. 1877-1900
-
-
Longstaff, F.A.1
Wang, A.W.2
-
26
-
-
2442568736
-
Electricity prices and power derivatives: evidence from the Nordic power exchange
-
Lucia J.J., Schwartz E.S. Electricity prices and power derivatives: evidence from the Nordic power exchange. Rev. Deriv. Res. 2002, 5:5-50.
-
(2002)
Rev. Deriv. Res.
, vol.5
, pp. 5-50
-
-
Lucia, J.J.1
Schwartz, E.S.2
-
27
-
-
0000294096
-
The cost of capital, corporation finance and the theory of investment
-
Modigliani F., Miller M.H. The cost of capital, corporation finance and the theory of investment. Am. Econ. Rev. 1958, 48(3):261-297.
-
(1958)
Am. Econ. Rev.
, vol.48
, Issue.3
, pp. 261-297
-
-
Modigliani, F.1
Miller, M.H.2
-
29
-
-
85016199213
-
Electricity load pattern hedging with static forward strategies
-
Näsäkkälä E., Keppo J. Electricity load pattern hedging with static forward strategies. Manag. Financ. 2005, 31(6):116-137.
-
(2005)
Manag. Financ.
, vol.31
, Issue.6
, pp. 116-137
-
-
Näsäkkälä, E.1
Keppo, J.2
-
30
-
-
0347013785
-
Risk measurement and hedging: with and without derivatives
-
Petersen M.A., Thiagarajan S.R. Risk measurement and hedging: with and without derivatives. Financ. Manage. 2000, 29(4):5-29.
-
(2000)
Financ. Manage.
, vol.29
, Issue.4
, pp. 5-29
-
-
Petersen, M.A.1
Thiagarajan, S.R.2
-
31
-
-
84974449875
-
The determinants of firms' hedging policies
-
Smith C.W., Stulz R.M. The determinants of firms' hedging policies. J. Financ. Quant. Anal. 1985, 20(4):391-405.
-
(1985)
J. Financ. Quant. Anal.
, vol.20
, Issue.4
, pp. 391-405
-
-
Smith, C.W.1
Stulz, R.M.2
-
32
-
-
33748520024
-
A comparables approach to measuring cashflow-at-risk for non-financial firms
-
Stein J.C., Usher S.E., LaGattuta D., Youngen J. A comparables approach to measuring cashflow-at-risk for non-financial firms. J. Appl. Corp. Finance 2001, 13(4):100-109.
-
(2001)
J. Appl. Corp. Finance
, vol.13
, Issue.4
, pp. 100-109
-
-
Stein, J.C.1
Usher, S.E.2
LaGattuta, D.3
Youngen, J.4
-
33
-
-
0002731997
-
Rethinking risk management
-
Stulz R.M. Rethinking risk management. J. Appl. Corp. Finance 1996, 9(3):8-25.
-
(1996)
J. Appl. Corp. Finance
, vol.9
, Issue.3
, pp. 8-25
-
-
Stulz, R.M.1
-
34
-
-
84883002258
-
Research on corporate hedging theories: a critical review of the evidence to date
-
Triki T. Research on corporate hedging theories: a critical review of the evidence to date. HEC Montreal Working Paper No. 05-04 2005.
-
(2005)
HEC Montreal Working Paper No. 05-04
-
-
Triki, T.1
-
35
-
-
77950608985
-
Stochastic programming models in energy
-
North-Holland, Elsevier, Amsterdam, A. Ruszczynski, A. Shapiro (Eds.)
-
Wallace S.W., Fleten S.-E. Stochastic programming models in energy. Handbooks in Operations Research and Management Science 2002, vol. 10:637-677. North-Holland, Elsevier, Amsterdam. A. Ruszczynski, A. Shapiro (Eds.).
-
(2002)
Handbooks in Operations Research and Management Science
, vol.10
, pp. 637-677
-
-
Wallace, S.W.1
Fleten, S.-E.2
|