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30. Flight to quality – Gold mining shares versus gold bullion. (2021). Prange, Philipp ; Schweikert, Karsten ; Baur, Dirk G.
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31. Financial derivatives and firm value: What have we learned?. (2021). Boubaker, Sabri ; Mefteh-Wali, Salma ; Bachiller, Patricia.
    In: Finance Research Letters.
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32. Financial distress and commodity hedging: Evidence from Canadian oil firms. (2021). Griffiths, Sophie ; Mo, Kun ; Suvankulov, Farrukh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000670.

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33. State ownership and the risk‐reducing effect of corporate derivative use: Evidence from China. (2021). Pan, Zheyao ; Guo, Huimin ; Tian, Gary Gang.
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34. On the Market Timing of Hedging: Evidence from U.S. Oil and Gas Producers. (2020). Li, Yongjia ; Hong, Liu ; Xie, Kangzhen ; Yan, Claire J.
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35. Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices. (2020). Shahzad, Syed Jawad Hussain ; Balli, Faruk ; Hussain, Syed Jawad ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar.
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36. The informativeness of derivatives use: Evidence from corporate disclosure through public announcements. (2020). Raman, Vikas ; Hoelscher, Seth A ; Fernando, Chitru S.
    In: Journal of Banking & Finance.
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37. Optimal hedging under biased energy futures markets. (2020). Torro, Hipolit ; Furio, Dolores.
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38. How to hedge if the payment date is uncertain?. (2019). Korn, Olaf ; Merz, Alexander.
    In: Journal of Futures Markets.
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39. Does Managerial Power Increase Selective Hedging? Evidence from the Oil and Gas Industry. (2019). Jankensgrd, Hkan.
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40. A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Roubaud, David ; Bouri, Elie.
    In: Resources Policy.
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41. Commodity-currencies or currency-commodities: Evidence from causality tests. (2019). Demirer, Riza ; Belasen, Ariel.
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42. What drives financial hedging? A meta-regression analysis of corporate hedging determinants. (2019). Hang, Markus ; Geyer-Klingeberg, Jerome ; Rathgeber, Andreas W.
    In: International Review of Financial Analysis.
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43. Financial Distress and Hedging: Evidence from Canadian Oil Firms. (2019). Suvankulov, Farrukh ; Griffiths, Sophie ; Mo, Kun.
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44. Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo.
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45. On the determinants of speculation - a case for extended disclosures in corporate risk management. (2017). Hecht, Andreas.
    In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
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46. Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed ; Ali, Azwadi.
    In: Resources Policy.
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47. A review of the literature on commodity risk management. (2017). Simkins, Betty ; Treanor, Stephen D ; Carter, David A ; Rogers, Daniel A.
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