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Quadratic Hedging of Futures Term Structure Risk in Merchant Energy Trading Operations
SSRN Electronic Journal
◽
10.2139/ssrn.3948689
◽
2021
◽
Author(s):
Nicola Secomandi
◽
Bo Yang
Keyword(s):
Term Structure
◽
Energy Trading
◽
Quadratic Hedging
Download Full-text
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The Term Structure of Equity Risk: An Empirical Analysis
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◽
10.2469/dig.v27.n1.22
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The Term Structure of Very Short-Term Rates: New Evidence for the Expectations Hypothesis
CFA Digest
◽
10.2469/dig.v31.n2.875
◽
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Vol 31
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◽
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Term Structure
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The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
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Term Structure
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Foreign Exchange Risk and the Term-Structure of Industry Costs of Equity
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Term Structure
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Wartime finance and the term structure of interest rates
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◽
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Interest Rates
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Pricing Strategies
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Energy Trading
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The signalling properties of the shape of the credit default swap term structure
The Journal of Risk
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Keyword(s):
Term Structure
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Probability Of Default
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