K
Kenneth F. Kroner
Researcher at University of Arizona
Publications - 2
Citations - 104
Kenneth F. Kroner is an academic researcher from University of Arizona. The author has contributed to research in topics: Supply and demand & Debt. The author has an hindex of 2, co-authored 2 publications receiving 102 citations. Previous affiliations of Kenneth F. Kroner include Columbia University.
Papers
More filters
Journal ArticleDOI
Optimal dynamic hedging portfolios and the currency composition of external debt
TL;DR: In this paper, the authors present a model which shows that the currency composition of a country's external debt can serve as a hedging instrument against changes in exchange rates and commodity prices.
Posted Content
Forecasting volatility in commodity markets
TL;DR: In this article, the authors systematically analyzed different methods' abilities to forecast commodity price volatility (for several commodities) and found that the volatility forecasts produced by method 3 outperform the first two as well as the naive forecast based on historical volatility.