Concepedia

Basis Risk Decomposition

Basis Risk Decomposition is a methodological framework in financial risk analysis that identifies and quantifies the distinct sources of basis risk by separating its overall measure into systematic, idiosyncratic, and structural components to enhance hedging effectiveness and risk management precision.

59

Publications

3.2K

Citations

102

Authors

53

Institutions

Publications per year

2017–2026

14

Parents

Publications

59

Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers

George David Haushalter · The Journal of Finance · 2000 · 794 citations

, , +17

Duration and the Measurement of Basis Risk

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · The Journal of Business · 1979 · 231 citations

, , +12

The basis risk of catastrophic-loss index securities

J. David Cummins, David Lalonde, Richard D. Phillips · Journal of Financial Economics · 2003 · 196 citations

, , +14

The term structure of interbank risk

Damir Filipović, Anders B. Trolle · Journal of Financial Economics · 2013 · 195 citations · Full text

, , +17

Index Insurance Quality and Basis Risk: Evidence from Northern Kenya

Nathaniel Jensen, Christopher B. Barrett, Andrew G. Mude · American Journal of Agricultural Economics · 2016 · 155 citations

, , +11

1–5 of 59

Authors

102

  1. CB
    Christopher B. Barrett

    Cornell University, United States

    5 publications · 372 citations

    5

    h-index

  2. AG
    Andrew G. Mude

    International Livestock Research Institute, Kenya

    5 publications · 372 citations

    5

    h-index

  3. NJ
    Nathaniel Jensen

    International Livestock Research Institute, Kenya

    5 publications · 372 citations

    5

    h-index

  4. PG
    Philip Garcia

    University of Illinois Urbana-Champaign, United States

    3 publications · 74 citations

    3

    h-index

  5. MG
    Mark G. Castelino

    Rutgers, The State University of New Jersey, United States

    3 publications · 160 citations

    3

    h-index

1–5 of 102

Institutions

53

  1. Rutgers, The State University of New Jersey

    New Brunswick, United States

    3 h-index

    3 publications

    160 citations

  2. Cornell University

    Ithaca, United States

    2 h-index

    3 publications

    222 citations

  3. AIR Worldwide (United States)

    Boston, United States

    2 h-index

    2 publications

    225 citations

  4. UNSW Sydney

    Sydney, Australia

    2 h-index

    3 publications

    102 citations

  5. Friedrich-Alexander-Universität Erlangen-Nürnberg

    Erlangen, Germany

    2 h-index

    3 publications

    39 citations

  6. École Polytechnique Fédérale de Lausanne

    Lausanne, Switzerland

    2 h-index

    3 publications

    417 citations

  7. International Livestock Research Institute

    Nairobi, Kenya

    2 h-index

    4 publications

    362 citations

  8. Morgan Stanley (United States)

    New York, United States

    2 h-index

    2 publications

    37 citations

1–8 of 53

Venues

  1. Journal of Futures Markets

    6 publications · 256 citations

    6

    h-index

  2. SSRN Electronic Journal

    Repository · 6 publications · 153 citations

    6

    h-index

  3. American Journal of Agricultural Economics

    4 publications · 240 citations

    4

    h-index

  4. AgEcon Search (University of Minnesota, USA)

    Repository · 3 publications · 76 citations

    3

    h-index

  5. The Journal of Derivatives

    2 publications · 45 citations

    2

    h-index

1–5