Concepedia

Hedging Volatility Exposure

Hedging Volatility Exposure is a risk management strategy within the domain of financial derivatives that specifically involves the use of volatility-sensitive instruments to offset potential losses arising from adverse movements in the implied or realized volatility of an underlying asset, thereby stabilizing the volatility component of portfolio risk.

11

Publications

469

Citations

24

Authors

18

Institutions

Publications per year

2017–2026

5

Parents

Publications

11

Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors

Aristeidis Samitas, Spyros Papathanasiou, Drosos Koutsokostas et al. · International Review of Economics & Finance · 2022 · 64 citations

, , +17

Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes

Jihed Majdoub, Salim Ben Sassi · Emerging Markets Review · 2016 · 63 citations

, , +13

A Constant-Volatility Framework for Managing Tail Risk

Alexandre Hocquard, Sunny Ng, Nicolas Papageorgiou · The Journal of Portfolio Management · 2013 · 57 citations

, , +17

Cross hedging jet-fuel price exposure

Zeno Adams · Energy Economics · 2012 · 56 citations

, , +8

Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis

Imran Yousaf, Beljid Makram, Anis Chaibi et al. · Pacific-Basin Finance Journal · 2022 · 55 citations

, , +15

1–5 of 11

Authors

24

  1. SP
    Spyros Papathanasiou

    National and Kapodistrian University of Athens, Greece

    2 publications · 113 citations

    2

    h-index

  2. DK
    Drosos Koutsokostas

    National and Kapodistrian University of Athens, Greece

    2 publications · 113 citations

    2

    h-index

  3. IY
    Imran Yousaf

    Wenzhou-Kean University, China

    2 publications · 69 citations

    2

    h-index

  4. JM
    Jihed Majdoub

    King Abdulaziz University, Saudi Arabia

    1 publications · 63 citations

    1

    h-index

  5. BM
    Beljid Makram

    Tunis El Manar University, Tunisia

    1 publications · 55 citations

    1

    h-index

1–5 of 24

Institutions

18

  1. Tunis University

    Tunis, Tunisia

    2 h-index

    3 publications

    140 citations

  2. Namal University

    Mianwali, Pakistan

    2 h-index

    2 publications

    69 citations

  3. National and Kapodistrian University of Athens

    Athens, Greece

    2 h-index

    4 publications

    226 citations

  4. Tunis El Manar University

    Tunis, Tunisia

    2 h-index

    3 publications

    181 citations

  5. Zayed University

    Abu Dhabi, United Arab Emirates

    1 h-index

    1 publications

    64 citations

  6. Abu Dhabi University

    Abu Dhabi, United Arab Emirates

    1 h-index

    1 publications

    64 citations

  7. Democritus University of Thrace

    Komotini, Greece

    1 h-index

    1 publications

    49 citations

  8. University of Lisbon

    Lisbon, Portugal

    1 h-index

    1 publications

    14 citations

1–8 of 18

Venues

  1. International Review of Economics & Finance

    2 publications · 81 citations

    2

    h-index

  2. The Journal of Portfolio Management

    JPM · 2 publications · 77 citations

    2

    h-index

  3. Energy Economics

    1 publications · 56 citations

    1

    h-index

  4. Emerging Markets Review

    EMR · 1 publications · 63 citations

    1

    h-index

  5. 1

    h-index

1–5