Concepedia

Volatility Hedging

Volatility Hedging is a risk management strategy within the class of financial hedging techniques that specifically mitigates exposure to fluctuations in asset return volatility by using volatility derivatives to offset potential losses arising from uncertainty in future volatility levels.

87

Publications

5.5K

Citations

183

Authors

149

Institutions

Publications per year

2017–2026

29

Parents

Publications

87

On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness

Mohamed El Hédi Arouri, Jamel Jouini, Duc Khuong Nguyen · Energy Economics · 2011 · 483 citations

, , +17

A Guide to Volatility and Variance Swaps

Krešimir Demeterfi, Emanuel Derman, Michael Kamal et al. · The Journal of Derivatives · 1999 · 474 citations

, , +17

Is gold the best hedge and a safe haven under changing stock market volatility?

Matthew Hood, Farooq Malik · Review of Financial Economics · 2013 · 400 citations

, , +16

Crude oil hedging strategies using dynamic multivariate GARCH

Chia‐Lin Chang, Michael McAleer, Roengchai Tansuchat · Energy Economics · 2011 · 301 citations

, , +12

Oil price fluctuation, volatility spillover and the Ghanaian equity market: Implication for portfolio management and hedging effectiveness

Boqiang Lin, Presley K. Wesseh, Michael Owusu Appiah · Energy Economics · 2014 · 204 citations

, , +17

1–5 of 87

Authors

183

  1. JD
    José Da Fonseca

    Auckland University of Technology, New Zealand

    3 publications · 69 citations

    3

    h-index

  2. SP
    Spyros Papathanasiou

    National and Kapodistrian University of Athens, Greece

    3 publications · 166 citations

    3

    h-index

  3. DK
    Drosos Koutsokostas

    National and Kapodistrian University of Athens, Greece

    3 publications · 166 citations

    3

    h-index

  4. MF
    Masaaki Fukasawa

    The University of Osaka, Japan

    2 publications · 27 citations

    2

    h-index

  5. AS
    Aristeidis Samitas

    University of the Aegean, Greece

    2 publications · 117 citations

    2

    h-index

1–5 of 183

Institutions

149

  1. National Chung Hsing University

    Taichung, Taiwan

    3 h-index

    4 publications

    359 citations

  2. Tunis El Manar University

    Tunis, Tunisia

    3 h-index

    5 publications

    587 citations

  3. University of Padua

    Padua, Italy

    3 h-index

    3 publications

    96 citations

  4. Manouba University

    Manouba, Tunisia

    3 h-index

    4 publications

    175 citations

  5. Auckland University of Technology

    Auckland, New Zealand

    3 h-index

    4 publications

    83 citations

  6. University of the Aegean

    Mytilene, Greece

    3 h-index

    3 publications

    320 citations

  7. National and Kapodistrian University of Athens

    Athens, Greece

    3 h-index

    6 publications

    332 citations

  8. Zayed University

    Abu Dhabi, United Arab Emirates

    3 h-index

    3 publications

    517 citations

1–8 of 149

Venues

  1. SSRN Electronic Journal

    Repository · 9 publications · 269 citations

    9

    h-index

  2. Energy Economics

    5 publications · 1.2K citations

    5

    h-index

  3. Journal of Futures Markets

    4 publications · 62 citations

    4

    h-index

  4. Journal of Banking & Finance

    4 publications · 266 citations

    4

    h-index

  5. International Review of Financial Analysis

    IRFA · 3 publications · 259 citations

    3

    h-index

1–5