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Cash Ethanol Cross-Hedging Opportunities [PDF]

open access: yesJournal of Agricultural and Applied Economics, 2002
This draft is dated April 2002.Increased use of alternative fuels and low commodity prices have contributed to the recent expansion of the US ethanol industry. As with any competitive industry, there exists some level of output price risk in the form of
Franken, Jason R. V., Parcell, Joseph L.
core   +7 more sources

Cross-hedging with currency options and futures [PDF]

open access: yesSSRN Electronic Journal, 2003
This paper develops an expected utility model of a multinational firm facing exchange rate risk exposure to a foreign currency cash flow. Currency derivative markets do not exist between the domestic and foreign currencies.
Chang, EC, Wong, KP
core   +5 more sources

SIMPLE AND MULTIPLE CROSS-HEDGING OF RICE BRAN [PDF]

open access: yesJournal of Agricultural and Applied Economics, 1986
Feasibility of forward pricing sales of rice bran via cross-hedging was investigated. Corn, oats, wheat, and soybean meal futures were considered as simple and multiple cross-hedging media.
Elam, Emmett W.   +2 more
core   +4 more sources

Cross Hedging with Single Stock Futures [PDF]

open access: yesSSRN Electronic Journal, 2006
This study evaluates the efficiency of cross hedging with the new single stock futures (SSF) contracts recently introduced in the United States. We use matched sample estimation techniques to select SSF contracts that will reduce the basis risk of ...
Chris Brooks   +2 more
core   +3 more sources

Hedging and Cross-hedging ETFs [PDF]

open access: yes, 2007
This paper presents an empirical study of hedging the four largest US index exchange traded funds (ETFs). When hedging each ETF position with its own index futures we find that it is difficult to improve on the naïve 1:1 futures hedge, that hedging is ...
Andreza Barbosa, Carol Alexander
core   +1 more source

Cross Hedging and Liquidity: a note [PDF]

open access: yes, 2003
Cross hedging is a way to improve statistical hedge results because of markets'incompletion. In this framework, several markets instead of just one market, are used to increase the hedger’s financial possibilities.
Sévi, B.
core   +1 more source

CROSS HEDGING AUSTRALIAN CATTLE* [PDF]

open access: yesAustralian Journal of Agricultural Economics, 1984
A major part of Australian cattle trade takes place in markets for animals which do not meet the specifications for the trade steer contract. However, producers, processors and marketers of cattle which are nondeliverable on the futures market may be able to make use of the futures market through the process of cross hedging.
Blank, Steven C., Blank, Steven C.
openaire   +3 more sources

Functional categories of hedges: A diachronic study of Russian research article abstracts

open access: yesRussian Journal of Linguistics, 2022
The interactional nature of academic discourse has been analyzed in linguistics literature from different perspectives. However, these studies have been predominantly conducted on English materials.
Olga A. Boginskaya
doaj   +1 more source

Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index

open access: yesMathematics, 2021
We consider alternative possibilities for hedging spot positions on the FTSE LATIBEX Index, the index of the only international market exclusively for Latin American firms that is denominated by the euro. Since there is not a futures market on the index,
Pablo Urtubia   +2 more
doaj   +1 more source

Hedging Strategies in Carbon Emission Price Dynamics: Implications for Shipping Markets

open access: yesEnergies, 2023
The European Union (EU) has agreed to gradually include shipping in the EU emissions trading scheme (EU ETS), which makes shipping companies vulnerable to carbon price fluctuations.
Theodoros Syriopoulos   +2 more
doaj   +1 more source

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