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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 +3 more sources
Cross hedging with stochastic correlation [PDF]
Finance and Stochastics, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stefan Ankirchner
exaly +2 more sources
Optimal Cross Hedging of Insurance Derivatives [PDF]
Stochastic Analysis and Applications, 2008 We consider insurance derivatives depending on an external physical risk process, for example a temperature in a low dimensional climate model. We assume that this process is correlated with a tradable financial asset. We derive optimal strategies for exponential utility from terminal wealth, determine the indifference prices of the derivatives, and ...
Peter Imkeller, Stefan Ankirchner
exaly +3 more sources
Cross Hedging Jet Fuel on the Singapore Spot Market [PDF]
The International Journal of Banking and Finance, 2003 In this paper we test for the most effective cross hedging instrument for the Singapore spot market in jet fuel over the period February 4, 1997 to August 21, 2001. Our results are mixed.
Ephraim Clark, Mark Tan, Radu Tunru
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Composite jet fuel cross-hedging
Journal of Commodity Markets, 2023 Thomas Conlon
exaly +2 more sources
CROSS HEDGING AUSTRALIAN CATTLE* [PDF]
Australian 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.
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Cross-Hedging of Correlated Exchange Rates [PDF]
SSRN Electronic Journal, 2011 This paper examines the behavior of a competitive exporting firm that exports to two foreign countries under multiple sources of exchange rate uncertainty. The firm has to cross-hedge its exchange rate risk exposure because there is only a forward market between the domestic currency and one foreign country's currency.
Broll, Udo, Wong, Kit Pong
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Functional categories of hedges: A diachronic study of Russian research article abstracts
Russian 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
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CROSS HEDGING WINTER CANOLA [PDF]
Journal of Agricultural and Applied Economics, 2015 AbstractThe 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. Cross-hedge ratios and hedging effectiveness are calculated, and encompassing tests are conducted for short-horizon hedging. Possible cross-hedge markets considered are U.S.
Kim, Seon-Woong +2 more
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Hedging Strategies in Carbon Emission Price Dynamics: Implications for Shipping Markets
Energies, 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
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