Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Zeigham Khokher"'
Publikováno v:
The Review of Financial Studies. 30:2818-2850
State-of-the-art term structure models of commodity prices have serious difficulties extrapolating the prices of long-maturity futures contracts from short-dated contracts. This situation is problematic for valuing real commodity-linked assets. We es
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f4efaa61299ca8eef3740bd28f897e48
https://doi.org/10.1093/rfs/hhw087
https://doi.org/10.1093/rfs/hhw087
Publikováno v:
SSRN Electronic Journal.
We use a unique dataset on the utilization and the rental rates of offshore drilling rigs to test whether changes in uncertainty can result in changes in investment costs rather than in changes in investment levels. Our empirical analysis con firms t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f63a6ab578ac1053f597e4b91bd560d
https://doi.org/10.2139/ssrn.3066248
https://doi.org/10.2139/ssrn.3066248
Autor:
Zeigham Khokher, Gregory W. Brown
Publikováno v:
The Journal of Risk. 10:47-72
We develop a simple framework for analyzing corporate risk management decisions when managers have a directional prediction on future price levels. The optimal hedging strategy with “a view” retains a partial exposure and requires rebalancing. Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f8c0bcf5fc47707c4ae9c4e12e59c87c
https://doi.org/10.21314/jor.2007.162
https://doi.org/10.21314/jor.2007.162
Publikováno v:
SSRN Electronic Journal.
Driven by relative scarcity, convenience yields significantly impact risk management and (real) option valuation. We study the determinants of convenience yields using a unique dataset of inventories to proxy for relative scarcity. We find that conve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7cb9f572cc4944a28c76317178ab9d9d
https://doi.org/10.2139/ssrn.748884
https://doi.org/10.2139/ssrn.748884