Results 1 to 10 of about 4,182,376 (355)
Composite jet fuel cross-hedging
Journal of Commodity Markets, 2022 Min-xiong Cao, T. Conlon
semanticscholar +3 more sources
Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index
Mathematics, 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 +2 more sources
Cross hedging with stock index futures [PDF]
The Quarterly Review of Economics and Finance, 2021 Abstract This paper examines the cross hedging effectiveness between UK FTSE100 and world stock index futures from developed and emerging markets: the US, Australia, Brazil, Japan, Hong Kong, Korea and Malaysia. Our daily dataset spans from August 2002 through November 2019. We apply the OLS, VECM and Maximal Overlap Discrete Wavelet Transform (MODWT)
A. Zainudin, Azhar Mohamad
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Cash Ethanol Cross-Hedging Opportunities [PDF]
Journal 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.
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CROSS HEDGING WINTER CANOLA [PDF]
Journal of Agricultural and Applied Economics, 2015 The growth in winter canola acreage in the southern Great Plains has led to questions about the best way to reduce price risk because there is no U.S. canola futures market.
Seon-woong Kim +2 more
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Cross Currency Valuation and Hedging in the Multiple Curve Framework [PDF]
SIAM Journal on Financial Mathematics, 2020 We generalize the results of Bielecki and Rutkowski (2015) on funding and collateraliza- tion to a multi-currency framework and link their results with those of Piterbarg (2012), Moreni and Pallavicini (2017), and Fujii et al. (2010b).
Alessandro Gnoatto, N. Seiffert
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Cross-Hedging Ambiguous Exchange Rate Risk [PDF]
Journal of Futures Markets, 2017 AbstractThis paper examines the behavior of an exporting firm that sells its output to two foreign countries, only one of which has futures and options available for its currency. The firm possesses smooth ambiguity preferences and faces multiple sources of ambiguous exchange rate risk. We show that the separation theorem fails to hold in that the firm'
K. Wong
semanticscholar +4 more sources
Cross-hedging with currency options and futures [PDF]
SSRN 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
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Cross-hedging wild salmon prices
Journal of Commodity Markets, 2023 Rune Nygaard, Kristin H. Roll
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Cross hedging with stochastic correlation [PDF]
Finance and Stochastics, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
S. Ankirchner, Gregor Heyne
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