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Sebastian Gehricke
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Trump vs. Paris: The impact of climate policy on US listed oil and gas firm returns and volatility
I Diaz-Rainey, SA Gehricke, H Roberts, R Zhang
International Review of Financial Analysis 76, 101746, 2021
1192021
Ten financial actors can accelerate a transition away from fossil fuels
T Dordi, SA Gehricke, A Naef, O Weber
Environmental Innovation and Societal Transitions 44, 60-78, 2022
422022
Modeling vxx
SA Gehricke, JE Zhang
Journal of Futures Markets 38 (8), 958-976, 2018
232018
Option traders are concerned about climate risks: ESG ratings and short-term sentiment
JM Ford, SA Gehricke, JE Zhang
Journal of Behavioral and Experimental Finance 35, 100687, 2022
202022
The implied volatility smirk in the Chinese equity options market
T Yue, SA Gehricke, JE Zhang, Z Pan
Pacific-Basin Finance Journal 69, 101624, 2021
192021
Doing well while doing good: ESG ratings and corporate bond returns
SA Gehricke, X Ruan, JE Zhang
Applied Economics 56 (16), 1916-1934, 2024
182024
How do US options traders “smirk” on China? Evidence from FXI options
J Li, SA Gehricke, JE Zhang
Journal of Futures Markets 39 (11), 1450-1470, 2019
182019
National air pollution and the cross-section of stock returns in China
S Kirk-Reeve, SA Gehricke, X Ruan, JE Zhang
Journal of Behavioral and Experimental Finance 32, 100572, 2021
142021
The implied volatility smirk in the VXX options market
SA Gehricke, JE Zhang
Applied Economics 52 (8), 769-788, 2020
142020
The COVID‐19 risk in the Chinese option market
J Li, X Ruan, SA Gehricke, JE Zhang
International Review of Finance 22 (2), 346-355, 2022
102022
The role of fundamentals and policy in New Zealand's carbon prices
L Liao, I Diaz-Rainey, D Kuruppuarachchi, S Gehricke
Energy economics 124, 106737, 2023
92023
Modeling VXX under jump diffusion with stochastic long‐term mean
SA Gehricke, JE Zhang
Journal of Futures Markets 40 (10), 1508-1534, 2020
72020
In holdings we trust: Uncovering the ESG fund lemons
L McLean, I Diaz-Rainey, S Gehricke, R Zhang
Available at SSRN, 2022
62022
The implied volatility smirk in SPY options
W Guo, SA Gehricke, X Ruan, JE Zhang
Applied Economics 53 (23), 2671-2692, 2021
62021
Tracking performance of VIX futures ETPs
SA Gehricke, JE Zhang
Journal of Empirical Finance 61, 103-117, 2021
62021
How Do Chinese Option-Traders “smirk” on China: Evidence from SSE 50 ETF Options.”
T Yue, S Gehricke, JE Zhang, Z Pan
Work. Pap, 2019
52019
The volatility index and volatility risk premium in China
T Yue, X Ruan, S Gehricke, JE Zhang
The Quarterly Review of Economics and Finance 91, 40-55, 2023
32023
Implied volatility smirk in the Australian dollar market
CJA Stuart, SA Gehricke, JE Zhang, X Ruan
Accounting & Finance 61 (3), 4573-4599, 2021
22021
Term spreads of implied volatility smirk and variance risk premium
W Guo, X Ruan, SA Gehricke, JE Zhang
Journal of Futures Markets 43 (7), 829-857, 2023
12023
Enhancing Climate Decision Making: Insights from early adopters of climate risk disclosure
S Walton, S Gehricke, T Hazelhurst
Policy Quarterly 20 (4), 103-111, 2024
2024
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Artikler 1–20