Copula-Based Price Risk Hedging Models [PDF]
The article deals with the issue of copula use in the program of market risk hedging. Copula-models performance is compared to the OLS-based ones. Fully parametric and semi-parametric approaches to copula-modeling are investigated.
Penikas, Henry
core
Co-movement between stock markets in advanced economies and Africa in times of uncertainty: A time-frequency domain approach. [PDF]
Tetteh JE, Owusu Junior P.
europepmc +1 more source
Export and benefits of hedging in emerging economies [PDF]
We study the impact of exchange rate risk upon export production within an emerging economy lacking in currency forward markets. However there exists a financial asset whose price is correlated with the relevant foreign currency.
Broll, Udo +2 more
core
Intergenerational effects of dietary changes on trait means and variance. [PDF]
Lee M, Tran K, Castillo Y, Walsh MR.
europepmc +1 more source
HEDGING CARCASS BEEF TO REDUCE THE SHORT-TERM PRICE RISK OF MEAT PACKERS [PDF]
Hedging in the live cattle futures market has largely been viewed as a method of reducing producer's price over a rather lengthy production period (three to six months). Meat packers and processors also face price risk.
Bailey, DeeVon, Brorsen, B. Wade
core +1 more source
Can systematic skewness factors predict future interest rates: Evidence from China. [PDF]
Liang X, Sun Y.
europepmc +1 more source
The Volatility Spillover Effects and Optimal Hedging Strategy in the Corn Market [PDF]
This article examines the volatility spillovers from energy market to corn market. Using a volatility spillover model from the finance literature, we found significant spillovers from energy market to corn cash and futures markets, and the spillover ...
Guan, Zhengfei, Wu, Feng
core +1 more source
CLAS-Net: A study on cross-lingual intelligent sentiment analysis model fusing semantic alignment. [PDF]
Wang JQ.
europepmc +1 more source
Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets [PDF]
Price volatility spillovers in the U.S. catfish supply chain are analyzed based on monthly price data from 1980 through 2000 for catfish feed, its ingredients, and farm- and wholesale-level catfish.
Buguk, Cumhur +2 more
core +1 more source
Variable temperature processing by plasmodesmata regulates robust bud dormancy release. [PDF]
Pandey SK +15 more
europepmc +1 more source

