Udo Broll

Dresden University of Technology - Faculty of Economics and Business Management

Mommsenstrasse 13

Dresden, D-01062

Germany

SCHOLARLY PAPERS

30

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Top 13,613

in Total Papers Downloads

6,767

SSRN CITATIONS
Rank 11,057

SSRN RANKINGS

Top 11,057

in Total Papers Citations

28

CROSSREF CITATIONS

117

Scholarly Papers (30)

1.
Downloads 1,049 (40,244)
Citation 3

Managing Credit Risk with Credit and Macro Derivatives

University of Augsburg Economics Discussion Paper No. 252
Number of pages: 21 Posted: 16 Dec 2003
Dresden University of Technology - Faculty of Economics and Business Management, University of Augsburg - Faculty of Business Administration and Economics and University of Augsburg - Faculty of Business Administration and Economics
Downloads 535 (96,859)
Citation 3

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banking, credit risk, systematic risk, credit derivative, macro derivative

Managing Credit Risk with Credit and Macro Derivatives

Schmalenbach Business Review, Vol. 56, October 2004
Number of pages: 20 Posted: 12 Dec 2004
Dresden University of Technology - Faculty of Economics and Business Management, University of Augsburg - Faculty of Business Administration and Economics and University of Augsburg - Faculty of Business Administration and Economics
Downloads 514 (101,763)
Citation 1

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Banking, Credit Risk, Systematic Risk, Credit Derivative, Macro Derivative

Mitigation of Foreign Direct Investment: Risk and Hedging

Dresden Discussion Paper in Economics No. 13/09
Number of pages: 16 Posted: 13 Feb 2010
Udo Broll and Jack E. Wahl
Dresden University of Technology - Faculty of Economics and Business Management and University of Dortmund - Department of Business
Downloads 376 (146,986)
Citation 16

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State-Dependency, Country Risk, Foreign Direct Investment, Hedging

Mitigation of Foreign Direct Investment Risk and Hedging

Frontiers in Finance and Economics, Vol. 7, No. 1, pp. 21-33, April 2010
Number of pages: 13 Posted: 18 Apr 2010
Jack E. Wahl and Udo Broll
University of Dortmund - Department of Business and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 365 (151,995)

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state-dependency, country risk, foreign direct investment, hedging

3.

Price Risk and Risk Management in Agriculture

Contemporary Economics, Vol. 7, No. 2, pp. 17-20, 2013
Number of pages: 4 Posted: 28 Jun 2013
Udo Broll, Peter Welzel and Kit Pong Wong
Dresden University of Technology - Faculty of Economics and Business Management, University of Augsburg - Faculty of Business Administration and Economics and University of Hong Kong
Downloads 681 (72,344)

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agricultural price risk, risk management, commodity futures, correlation, cross-hedge

4.

Managing Credit Risk with Credit Derivatives

University of Paderborn Working No. 84
Number of pages: 19 Posted: 16 May 2008
Dresden University of Technology - Faculty of Economics and Business Management, University of Paderborn - Faculty of Business Administration, Economics and Business Computing and Otto-von-Guericke University Magdeburg, Faculty of Economics and Management - Chair in Financial Management and Innovation Finance
Downloads 613 (82,478)
Citation 1

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banking firm, credit risk, credit derivatives, hedging

5.

The Effect of Exchange Rate Risk on U.S. Foreign Direct Investment: An Empirical Analysis

Dresden Discussion Paper in Economics No. 09/08
Number of pages: 32 Posted: 21 May 2008
Christian W. Schmidt and Udo Broll
Leibniz Institute of Ecological and Regional Development (IOER) - Dresden Leibniz Graduate School (DLGS) and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 538 (97,311)
Citation 2

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Foreign direct investment, real exchange rate risk, volatility

6.

Hedging Mean-Reverting Commodities

Number of pages: 11 Posted: 06 Nov 2008
Udo Broll, Ephraim Clark and Elmar Lukas
Dresden University of Technology - Faculty of Economics and Business Management, Middlesex University Business School and Otto-von-Guericke University Magdeburg, Faculty of Economics and Management - Chair in Financial Management and Innovation Finance
Downloads 508 (104,391)
Citation 1

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Commodity risk, investment under uncertainty, hedging, mean-reverting

7.

Prospect Theory, Indifference Curves, and Hedging Risks

Number of pages: 13 Posted: 12 Jun 2010
Dresden University of Technology - Faculty of Economics and Business Management, Universidad de la RepublicaUniversity of Montevideo, Western University and Asia University, Department of Finance
Downloads 280 (202,986)
Citation 18

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Prospect theory, mean-variance model, indifference curve, production output, price uncertainty, hedging, contango, backwardation

8.

Liquidity Constrained Exporters: Trade and Futures Hedging

Dresden Discussion Paper in Economics No. 17/09
Number of pages: 16 Posted: 09 Feb 2010 Last Revised: 17 Mar 2010
Udo Broll and Jack E. Wahl
Dresden University of Technology - Faculty of Economics and Business Management and University of Dortmund - Department of Business
Downloads 249 (228,292)
Citation 1

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Liquidity constraint, trade, futures, hedging

9.
Downloads 201 (279,473)
Citation 3

Export Production Under Exchange Rate Uncertainty

Dresden Discussion Paper in Economics No. 08/08
Number of pages: 17 Posted: 21 May 2008
Dresden University of Technology - Faculty of Economics and Business Management, University of Paderborn - Faculty of Business Administration, Economics and Business Computing and Otto-von-Guericke University Magdeburg, Faculty of Economics and Management - Chair in Financial Management and Innovation Finance
Downloads 123 (422,356)
Citation 3

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Export, Exchange Rate Volatility, Risk Aversion, Real Option

Export Production under Exchange Rate Uncertainty

Dresden Discussion Paper in Economics No. 08/08
Number of pages: 17 Posted: 16 May 2008
Dresden University of Technology - Faculty of Economics and Business Management, University of Paderborn - Faculty of Business Administration, Economics and Business Computing and Otto-von-Guericke University Magdeburg, Faculty of Economics and Management - Chair in Financial Management and Innovation Finance
Downloads 78 (578,057)
Citation 4

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Export, Exchange Rate Volatility, Risk Aversion

10.

Export Production, Hedging Exchange Rate Risk: The Duopoly Case

Dresden Discussion Paper in Economics No. 06/08
Number of pages: 40 Posted: 22 May 2008
Dresden University of Technology - Faculty of Economics and Business Management, University of Dortmund - Department of Business and Technical University of Dortmund
Downloads 198 (283,348)
Citation 14

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Exchange Rate risk, hedging, exports, duopoly

11.

Prospect Theory and Hedging Risks

Dresden Discussion Paper in Economics No. 5/10
Number of pages: 24 Posted: 12 Jun 2010
Dresden University of Technology - Faculty of Economics and Business Management, Universidad de la RepublicaUniversity of Montevideo, Asia University, Department of Finance and Western University
Downloads 176 (314,711)
Citation 4

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Prospect theory, mean-variance model, indifference curve, price uncertainty, hedging

12.

The Firm Under Uncertainty: Capital Structure and Background Risk

Dresden Discussion Paper in Economics No. 04/10
Number of pages: 20 Posted: 15 May 2010
Udo Broll and Kit Pong Wong
Dresden University of Technology - Faculty of Economics and Business Management and University of Hong Kong
Downloads 166 (331,114)
Citation 10

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Background Risk, Capital Structure, Price Uncertainty

13.

Hedging Exchange Rate Risk with Futures and Inventories (Güterwirtschaftliches Risikomanagement Ein Entscheidungsmodell zur Lagerpolitik bei Unsicherheit) (German)

Dresden Discussion Paper Series in Economics Paper No. 14/09
Number of pages: 24 Posted: 02 Mar 2010
Jack E. Wahl and Udo Broll
University of Dortmund - Department of Business and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 147 (366,462)
Citation 1

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Exchange Rate Risk, Futures Markets, Inventories, Risk Aversion

14.

The Distribution of Foreign Investment and Regional Policy

Review of Regional Research, Forthcoming
Number of pages: 8 Posted: 11 Jun 2005
Dresden University of Technology - Faculty of Economics and Business Management, Centre for Studies in Social Sciences, CalcuttaIndian Institute of Foreign Trade and University of Dortmund
Downloads 142 (376,676)

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Economic integration, foreign investment, regional policy, specialization, diversification

15.

Export and Benefits of Hedging in Emerging Economies

Dresden Discussion Paper in Economics No. 10/09
Number of pages: 20 Posted: 13 Feb 2010
Dresden University of Technology - Faculty of Economics and Business Management, University of Dortmund - Department of Business and Technical University of Dortmund
Downloads 133 (396,563)
Citation 1

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Emerging Markets, Transition Economy, Export, Exchange Rate Risk, Price Risk, Hedging

16.

Strategic Pricing of Financial Options

Dresden Discussion Paper in Economics No. 16/09
Number of pages: 16 Posted: 09 Feb 2010
affiliation not provided to SSRN, Dresden University of Technology - Faculty of Economics and Business Management, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 122 (423,324)

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Game theory, Nash equilibrium, option pricing, real option

17.

Information Value, Export and Hedging

Dresden Discussion Paper in Economics No. 03/11
Number of pages: 20 Posted: 04 May 2011
Udo Broll and Bernhard Eckwert
Dresden University of Technology - Faculty of Economics and Business Management and Bielefeld University - Department of Business Administration and Economics
Downloads 112 (451,284)
Citation 1

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Exchange rate risk, trade, futures market, market transparency, value of information

18.

Banking Firm, Equity and Value at Risk

Contemporary Economics, Vol. 6, No. 4, pp. 50-53, 2012
Number of pages: 4 Posted: 10 Jan 2013
Udo Broll, Anna Sobiech and Jack E. Wahl
Dresden University of Technology - Faculty of Economics and Business Management, Dresden University of Technology and University of Dortmund - Department of Business
Downloads 104 (476,238)

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financial markets, equity capital, banking, value at risk (VaR), diversification, risk management, asset-liability management

19.

The Banking Firm: The Role of Signaling with Collaterals

Dresden Discussion Paper in Economics No. 04/08
Number of pages: 16 Posted: 22 May 2008
Volker Bieta, Udo Broll and Wilfried Siebe
affiliation not provided to SSRN, Dresden University of Technology - Faculty of Economics and Business Management and affiliation not provided to SSRN
Downloads 94 (509,405)
Citation 10

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Signaling, collateral, perfect Bayesian equilibrium

20.

Regional Investment Under Uncertain Costs of Location

Dresden Discussion Paper in Economics No. 01/12
Number of pages: 20 Posted: 14 Mar 2012
Dresden University of Technology - Faculty of Economics and Business Management, Dresden University of Technology and University of Dortmund - Department of Business
Downloads 84 (546,285)
Citation 4

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Regional allocation, regional economics, regional policy, agglomeration, two-moment decision model

21.

Cross-Hedging of Correlated Exchange Rates

Number of pages: 20 Posted: 11 Oct 2011
Udo Broll and Kit Pong Wong
Dresden University of Technology - Faculty of Economics and Business Management and University of Hong Kong
Downloads 73 (592,591)

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Correlated exchange rates, Cross-hedging, Exports, Production

22.

Banking Firm and Two-Moment Decision Making

Number of pages: 19 Posted: 27 Nov 2013
Udo Broll, Wing-Keung Wong and Mojia Wu
Dresden University of Technology - Faculty of Economics and Business Management, Asia University, Department of Finance and Dresden University of Technology
Downloads 66 (625,318)

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banking firm, investment, technology, risk, derivatives, hedging, (mu,sigma)-preferences, stochastic dominance

23.

Spatial Allocation of Capital: The Role of Risk Preferences

Dresden Discussion Paper in Economics No. 03/10
Number of pages: 20 Posted: 15 May 2010
Dresden University of Technology - Faculty of Economics and Business Management, Dresden University of Technology and University of Dortmund - Department of Business
Downloads 66 (625,318)
Citation 20

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spatial allocation, inter-regional disparity, risk aversion, prudence, regression

24.

Nachfrageunsicherheit Und Risikopolitik Im Duopol (Demand Uncertainty and Risk Policy: The Duopoly Case)

Number of pages: 40 Posted: 08 Jun 2012 Last Revised: 07 Mar 2015
Dresden University of Technology - Faculty of Economics and Business Management, University of Duisburg-Essen - Mercator School of Management and University of Dortmund - Department of Business
Downloads 65 (630,278)
Citation 2

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Demand uncertainty, duopoly case, corporate hedging, forward markets.

25.

Globalization and a Welfare Program for the Marginalized

Dresden Discussion Paper in Economics No. 05/09
Number of pages: 16 Posted: 01 Dec 2009
Dresden University of Technology - Faculty of Economics and Business Management, Dresden University of Technology - Faculty of Economics and Business Management and Jadavpur University
Downloads 63 (640,429)

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Globalization, inequality, marginalization, policy

26.

Prospect Theory and Two Moment Model: The Firm Under Price Uncertainty

Dresden Discussion Paper in Economics No. 01/09
Number of pages: 24 Posted: 23 Nov 2014
Dresden University of Technology - Faculty of Economics and Business Management, Universidad de la RepublicaUniversity of Montevideo and Asia University, Department of Finance
Downloads 50 (713,782)
Citation 11

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Prospect theory, mean-variance model, price uncertainty

27.

Consumption, Inflation Risk and Dynamic Hedging

Contemporary Economics, Vol. 9, No. 2, pp. 171-180, 2015
Number of pages: 10 Posted: 05 Sep 2015
Stefan Franz Schubert and Udo Broll
Free University of Bozen-Bolzano and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 46 (739,262)

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Dynamic hedging, asset price risk, inflation risk, real wealth, consumption

28.

International Trade and the Role of Market Transparency

Posted: 21 Feb 2011
Dresden University of Technology - Faculty of Economics and Business Management, Bielefeld University - Department of Business Administration and Economics and University of Hong Kong

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Blackwell theorem, information system, transparency, hedging, international trade

29.

Efficiency Wages and Futures Markets

Posted: 09 Feb 2000
Udo Broll and Kit Pong Wong
Dresden University of Technology - Faculty of Economics and Business Management and University of Hong Kong

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30.

Interest Rate Futures and Bank Hedging

OR Spektrum, Vol. 21, Issue 1-2, 1999
Posted: 15 Mar 1999
Udo Broll and Timothy W. Guinnane
Dresden University of Technology - Faculty of Economics and Business Management and Yale University - Department of Economics

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