Udo Broll

Dresden University of Technology - Faculty of Economics and Business Management

Mommsenstrasse 13

Dresden, D-01062

Germany

SCHOLARLY PAPERS

34

DOWNLOADS
Rank 8,305

SSRN RANKINGS

Top 8,305

in Total Papers Downloads

4,597

CITATIONS
Rank 10,386

SSRN RANKINGS

Top 10,386

in Total Papers Citations

41

Scholarly Papers (34)

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 482 (47,582)
Citation 4

Abstract:

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 350 (70,325)
Citation 4

Abstract:

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

2.

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 537 (40,089)
Citation 4

Abstract:

banking firm, credit risk, credit derivatives, hedging

3.

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 372 (60,821)
Citation 2

Abstract:

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

4.

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 348 (58,800)

Abstract:

Foreign direct investment, real exchange rate risk, volatility

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 160 (157,260)

Abstract:

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

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 156 (160,684)

Abstract:

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

6.

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 Republica, University of Western Ontario - Department of Statistical and Actuarial Sciences and Asia University, Department of Finance
Downloads 201 (113,634)
Citation 16

Abstract:

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

7.

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 195 (129,675)
Citation 1

Abstract:

Liquidity constraint, trade, futures, hedging

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 97 (232,541)

Abstract:

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 56 (320,922)

Abstract:

Export, Exchange Rate Volatility, Risk Aversion

9.

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 143 (165,153)
Citation 2

Abstract:

Exchange Rate risk, hedging, exports, duopoly

10.

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 The University of Hong Kong - School of Economics and Finance
Downloads 131 (120,482)

Abstract:

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

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 Republica, Asia University, Department of Finance and University of Western Ontario - Department of Statistical and Actuarial Sciences
Downloads 128 (183,030)
Citation 9

Abstract:

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

12.

The Distribution of Foreign Investment and Regional Policy

Review of Regional Research, Forthcoming
Number of pages: 8 Posted: 11 Jun 2005
Udo Broll, Sugata Marjit and Jack Wahl
Dresden University of Technology - Faculty of Economics and Business Management, Centre for Studies in Social Sciences, Calcutta and University of Dortmund
Downloads 110 (204,925)

Abstract:

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

13.

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 The University of Hong Kong - School of Economics and Finance
Downloads 105 (211,621)

Abstract:

Background Risk, Capital Structure, Price Uncertainty

14.

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 92 (229,438)

Abstract:

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

15.

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 78 (253,455)
Citation 1

Abstract:

Game theory, Nash equilibrium, option pricing, real option

16.

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 65 (230,997)

Abstract:

Exchange Rate Risk, Futures Markets, Inventories, Risk Aversion

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 60 (279,845)

Abstract:

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

18.

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 57 (298,291)

Abstract:

Signaling, collateral, perfect Bayesian equilibrium

19.

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 56 (291,224)
Citation 1

Abstract:

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

20.

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 The University of Hong Kong - School of Economics and Finance
Downloads 39 (351,957)

Abstract:

Correlated exchange rates, Cross-hedging, Exports, Production

21.

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 37 (324,803)

Abstract:

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

22.

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 28 (375,853)

Abstract:

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

23.

Cross-Hedging of Exchange Rate Risks: A Note

Japanese Economic Review, Vol. 57, No. 3, pp. 449-453, September 2006
Number of pages: 5 Posted: 04 Aug 2006
Dresden University of Technology, Dresden University of Technology - Faculty of Economics and Business Management and The University of Hong Kong - School of Economics and Finance
Downloads 26 (416,669)
Citation 1
  • Add to Cart

Abstract:

24.

Transparency in the Foreign Exchange Market and the Volume of International Trade

Review of International Economics, Vol. 14, No. 4, pp. 571-581, September 2006
Number of pages: 11 Posted: 16 Aug 2006
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 24 (431,453)
  • Add to Cart

Abstract:

25.

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, Leuphana University Lueneburg and University of Dortmund - Department of Business
Downloads 22 (390,983)

Abstract:

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

26.

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 21 (394,949)

Abstract:

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

27.

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 16 (473,091)

Abstract:

Globalization, inequality, marginalization, policy

28.

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 Republica and Asia University, Department of Finance
Downloads 12 (467,890)

Abstract:

Prospect theory, mean-variance model, price uncertainty

29.

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 6 (457,464)

Abstract:

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

30.

Transparency and Risk Sharing in International Trade

The Manchester School, Vol. 82, Issue 6, pp. 716-731, 2014
Number of pages: 16 Posted: 24 Oct 2014
Dresden University of Technology - Faculty of Economics and Business Management, Bielefeld University - Department of Business Administration and Economics and The University of Hong Kong - School of Economics and Finance
Downloads 0 (554,999)
  • Add to Cart

Abstract:

31.

Bertrand Versus Cournot Competition in a Vertical Structure: A Note

The Manchester School, Vol. 80, Issue 5, pp. 545-559, 2012
Number of pages: 15 Posted: 25 Aug 2012
University of York, Dresden University of Technology - Faculty of Economics and Business Management and University of Nottingham
Downloads 0 (569,319)
  • Add to Cart

Abstract:

32.

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 The University of Hong Kong - School of Economics and Finance

Abstract:

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

33.

Efficiency Wages and Futures Markets

IZA Discussion Paper No. 28
Posted: 09 Feb 2000
Udo Broll and Kit Pong Wong
Dresden University of Technology - Faculty of Economics and Business Management and The University of Hong Kong - School of Economics and Finance

Abstract:

34.

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

Abstract: