Results 101 to 110 of about 3,858,948 (202)

Quadratic Hedging of Basis Risk [PDF]

open access: yes
This paper examines a simple basis risk model based on correlated geometric Brownian motions. We apply quadratic criteria to minimize basis risk and hedge in an optimal manner. Initially, we derive the Follmer-Schweizer decomposition of a European claim.
Hardy Hulley, T. A. McWalter
core  

Prospect theory and hedging risks [PDF]

open access: yes
The prospect theory is one of the most popular decision-making theories. It is based on the S-shaped utility function, unlike the von Neumann and Morgenstern (NM) theory, which is based on the concave utility function.
Egozcue, Martín   +3 more
core  

ROLLOVER HEDGING [PDF]

open access: yes
Both market advisors and researchers have often suggested rollover hedging as a way of increasing producer returns. This study tests whether rollover hedging can increase expected returns for producers.
Yoon, Byung-Sam, Brorsen, B. Wade
core  

Hedging Effectiveness under Conditions of Asymmetry [PDF]

open access: yes
We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using crude oil futures contracts.
Jim Hanly, John Cotter
core  

Lexical hints of accuracy in LLM reasoning chains. [PDF]

open access: yesSci Rep
Vanhoyweghen A   +3 more
europepmc   +1 more source

PRICE RISK MANAGEMENT FOR PEANUT MEAL [PDF]

open access: yes
Peanut meal is cross-hedged with soybean meal using peanut meal cash prices and soybean meal futures prices. Hedge rations are obtained for short- vs. long-term data sets. Evaluation indicates positive gains for cross-hedged poultry/peanut producers, and
Costa, Ecio de Farias, Turner, Steven C.
core  

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