We examine whether the hedging effectiveness of crude oil futures is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of both short and long hedgers. ...
Cotter, John; Hanly, Jim(University College Dublin. School of Business. Centre for Financial Markets, 2007)
We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers
using crude oil futures contracts. ...
Cotter, John; Hanly, Jim(University College Dublin. School of Business. Centre for Financial Markets, 2005)
We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using crude oil futures contracts. ...
Cotter, John; Hanly, Jim(University College Dublin. School of Business. Centre for Financial Markets, 2005-07-24)
Mixed results have been documented for the performance of hedging strategies using futures. This paper reinvestigates this issue using an extensive set of performance evaluation metrics across seven international markets. ...
This paper characterizes long-run outcomes for broad classes of symmetric games, when players select actions on the basis of average historical performance. Received wisdom is that when agent’s interests are partially ...
Neary, J. Peter(University College Dublin. School of Economics, 1989-04)
This paper examines the welfare effects of partial trade liberalization when trade is restricted by tariffs, quotas or some combination of both instruments. Rules for optimal first- and second-best intervention are derived ...
Full-flow penetrometers have been shown to overcome problems experienced with the cone penetrometer when measuring resistance in very soft peat and organic soil, and give a much more uniform measure of resistance than the ...
Walsh, Brendan M.(University College Dublin. School of Economics, 2012-03)
Answers to the Eurobarometer question on Life Satisfaction are used to explore the effects of macroeconomic performance and institutional quality on average levels of self-assessed well-being in the countries of the enlarged ...
Partial derivatives of the negative exponential, monomolecular, Mitcherlich, Gompertz,
logistic, Chapman-Richards, von Bertalanffy, Weibull and the Richard’s nonlinear
growth models are presented. The application of these ...
Murphy, Anthony(University College Dublin. School of Economics, 1994-10)
A simple artificial regression based test of the fit of the binary choice models is derived. the test statistic is likely to have reasonable small sample properties since it is not based on the outer product gradient form ...