Book of Donmon Teith

The use of futures contracts as hedging instruments to reduce risk has been the focus of much research. Various risk measures have been developed and have subse

We propose an innovative theoretical model to determine the optimal hedge ratio (OHR) with futures contracts as the minimizer of a quantile risk measure. This c

This book introduces empirical methods for analyzing energy markets. Even beginners in econometrics and mathematical finance must be able to learn how to utiliz

This advanced textbook for business statistics teaches, statistical analyses and research methods utilizing business case studies and financial data with the ap