LDR | | 02018nmm uu200397 4500 |
001 | | 000000334366 |
005 | | 20240805180147 |
008 | | 181129s2018 |||||||||||||||||c||eng d |
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▼a 9780438293489 |
035 | |
▼a (MiAaPQ)AAI10970424 |
035 | |
▼a (MiAaPQ)0382vireo:322Zemoodeh |
040 | |
▼a MiAaPQ
▼c MiAaPQ
▼d 248032 |
082 | 0 |
▼a 658 |
100 | 1 |
▼a Zemoodeh, Amir. |
245 | 10 |
▼a Price Shocks and Financial Hedging: Empirical Analysis. |
260 | |
▼a [S.l.] :
▼b The University of Texas at Dallas.,
▼c 2018 |
260 | 1 |
▼a Ann Arbor :
▼b ProQuest Dissertations & Theses,
▼c 2018 |
300 | |
▼a 112 p. |
500 | |
▼a Source: Dissertation Abstracts International, Volume: 79-12(E), Section: A. |
500 | |
▼a Advisers: Robert L. Kieschnick |
502 | 1 |
▼a Thesis (Ph.D.)--The University of Texas at Dallas, 2018. |
520 | |
▼a In this dissertation, I study the relationship between financial hedging and financial constraints. The existing literature has defined financial constraints endogenously based on such firm characteristics as size, and the research has shown tha |
520 | |
▼a In this paper, I treat the sudden drop in the price of oil in the fourth quarter of 2014 as an exogenous shock that constrained oil producers. By studying a sample of 113 U.S. oil and gas producers in the period between 2010 and 2016, I show tha |
520 | |
▼a The empirical results, yielded from a dynamic structural model, shows that the optimum level of financial hedging is negatively related to prices. Since the expected probability of distress is higher when prices are lower, the dynamic model reco |
590 | |
▼a School code: 0382. |
650 | 4 |
▼a Management. |
690 | |
▼a 0454 |
710 | 20 |
▼a The University of Texas at Dallas.
▼b Management Science. |
773 | 0 |
▼t Dissertation Abstracts International
▼g 79-12A(E). |
773 | |
▼t Dissertation Abstract International |
790 | |
▼a 0382 |
791 | |
▼a Ph.D. |
792 | |
▼a 2018 |
793 | |
▼a English |
856 | 40 |
▼u http://www.riss.kr/pdu/ddodLink.do?id=T15001325
▼n KERIS |
980 | |
▼a 201812
▼f 2019 |
990 | |
▼a 관리자 |