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Selective hedging strategies for oil stockpiling

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  • Yun, Won-Cheol

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  • Yun, Won-Cheol, 2006. "Selective hedging strategies for oil stockpiling," Energy Policy, Elsevier, vol. 34(18), pages 3495-3504, December.
    • Handle: RePEc:eee:enepol:v:34:y:2006:i:18:p:3495-3504
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    References listed on IDEAS

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    1. Jorion, Philippe, 1986. "Bayes-Stein Estimation for Portfolio Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(3), pages 279-292, September.
    2. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    3. Glen, Jack & Jorion, Philippe, 1993. "Currency Hedging for International Portfolios," Journal of Finance, American Finance Association, vol. 48(5), pages 1865-1886, December.
    4. Walter Dolde, 1993. "The Trajectory Of Corporate Financial Risk Management," Journal of Applied Corporate Finance, Morgan Stanley, vol. 6(3), pages 33-41, September.
    5. Black, Fischer, 1990. "Equilibrium Exchange Rate Hedging," Journal of Finance, American Finance Association, vol. 45(3), pages 899-907, July.
    6. Cheol S. Eun & Bruce G. Resnick, 1994. "International Diversification of Investment Portfolios: U.S. and Japanese Perspectives," Management Science, INFORMS, vol. 40(1), pages 140-161, January.
    7. Gordon M. Bodnar & Gregory S. Hayt & Richard C. Marston, 1998. "1998 Wharton Survey of Financial Risk Management by US Non-Financial Firms," Financial Management, Financial Management Association, vol. 27(4), Winter.
    8. Brown, Gregory W., 2001. "Managing foreign exchange risk with derivatives," Journal of Financial Economics, Elsevier, vol. 60(2-3), pages 401-448, May.
    9. Andrea Beltratti & Andrea Laurent & Stavros A. Zenios, 1999. "Scenario Modeling of Selective Hedging Strategies," Center for Financial Institutions Working Papers 99-15, Wharton School Center for Financial Institutions, University of Pennsylvania.
    10. repec:bla:jfinan:v:43:y:1988:i:1:p:197-215 is not listed on IDEAS
    11. Ederington, Louis H, 1979. "The Hedging Performance of the New Futures Markets," Journal of Finance, American Finance Association, vol. 34(1), pages 157-170, March.
    12. René M. Stulz, 1996. "Rethinking Risk Management," Journal of Applied Corporate Finance, Morgan Stanley, vol. 9(3), pages 8-25, September.
    13. Eun, Cheol S. & Resnick, Bruce G., 1997. "International equity investment with selective hedging strategies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 21-42, April.
    14. Narayan Y. Naik & Pradeep K. Yadav, 2003. "Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets," Journal of Finance, American Finance Association, vol. 58(5), pages 1873-1904, October.
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    Cited by:

    1. Robert Bacon & Masami Kojima, 2008. "Coping with Oil Price Volatility," World Bank Publications - Reports 17539, The World Bank Group.

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