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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. Brown, Gregory W., 2001. "Managing foreign exchange risk with derivatives," Journal of Financial Economics, Elsevier, vol. 60(2-3), pages 401-448, May.
    2. 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.
    3. 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.
    4. René M. Stulz, 1996. "Rethinking Risk Management," Journal of Applied Corporate Finance, Morgan Stanley, vol. 9(3), pages 8-25, September.
    5. 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.
    6. 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.
    7. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    8. Glen, Jack & Jorion, Philippe, 1993. "Currency Hedging for International Portfolios," Journal of Finance, American Finance Association, vol. 48(5), pages 1865-1886, December.
    9. Walter Dolde, 1993. "The Trajectory Of Corporate Financial Risk Management," Journal of Applied Corporate Finance, Morgan Stanley, vol. 6(3), pages 33-41, September.
    10. Black, Fischer, 1990. "Equilibrium Exchange Rate Hedging," Journal of Finance, American Finance Association, vol. 45(3), pages 899-907, July.
    11. 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.
    12. Gregory W. Brown & Peter R. Crabb & David Haushalter, 2006. "Are Firms Successful at Selective Hedging?," The Journal of Business, University of Chicago Press, vol. 79(6), pages 2925-2950, November.
    13. 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.
    14. repec:bla:jfinan:v:43:y:1988:i:1:p:197-215 is not listed on IDEAS
    15. 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.
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