Udo Broll

Dresden University of Technology - Faculty of Economics and Business Management

Mommsenstrasse 13

Dresden, D-01062

Germany

SCHOLARLY PAPERS

34

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26

CROSSREF CITATIONS

128

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 502 (66,850)
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 436 (79,502)
Citation 1

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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 584 (56,038)
Citation 1

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banking firm, credit risk, credit derivatives, 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 278 (131,803)
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 228 (160,878)

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

4.

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 462 (75,124)

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

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 461 (75,124)
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 431 (81,352)
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 Republica, Western University and Asia University, Department of Finance
Downloads 241 (153,566)
Citation 15

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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 216 (169,771)

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Liquidity constraint, trade, futures, hedging

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 168 (212,721)
Citation 14

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Exchange Rate risk, hedging, exports, duopoly

10.
Downloads 161 (220,531)
Citation 5

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 101 (315,658)
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 60 (428,918)
Citation 3

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Export, Exchange Rate Volatility, Risk Aversion

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 Western University
Downloads 141 (245,915)
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 135 (254,682)
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 117 (283,238)
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
Udo Broll, Sugata Marjit and Jack Wahl
Dresden University of Technology - Faculty of Economics and Business Management, Indian Institute of Foreign Trade and University of Dortmund
Downloads 117 (283,238)

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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 106 (303,536)
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 92 (332,866)

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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 87 (347,086)
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 76 (373,242)

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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 68 (396,685)
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 62 (416,141)
Citation 3

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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 51 (455,613)

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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 43 (488,811)

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

23.

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, Paderborn University and University of Dortmund - Department of Business
Downloads 43 (488,811)
Citation 2

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

24.

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 43 (488,811)
Citation 20

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

25.

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 36 (520,861)
Citation 11

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Prospect theory, mean-variance model, price uncertainty

26.

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 25 (582,501)

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

27.

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 25 (582,501)
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28.

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 19 (622,273)

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Globalization, inequality, marginalization, policy

29.

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 University of Hong Kong
Downloads 1 (764,215)
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30.

Risk Preferences Estimation of Exporting Firms Under Exchange Rate Uncertainty

Scottish Journal of Political Economy, Vol. 67, Issue 1, pp. 126-136, 2020
Number of pages: 11 Posted: 06 Jun 2020
Dresden University of Technology - Faculty of Economics and Business Management, University of Nottingham and Indian Institute of Management (IIM), Kozhikode
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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 (781,920)
Citation 2
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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 University of Hong Kong

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

33.

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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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

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Other Papers (1)

Total Downloads: 14
1.

Export Investment Under Uncertainty: A Meanvariance Decision Analysis for Indian Manufacturing Exporters

Number of pages: 32 Posted: 01 Jan 2020 Last Revised: 16 Apr 2020
SBM NMIMS University, Mumbai, Southampton Business School, University of Southampton, Southampton Business School, University of Southampton and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 14

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Exchange rate risk, Background risk, Mark-up estimation, Risk aversion elasticities