Results 151 to 160 of about 7,428,000 (367)
Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds [PDF]
This paper investigates the optimal short-term hedging of Exchange Traded Fund (ETF) portfolios with index futures. Using daily data from May 2000 to December 2004 on the four largest passive ETFs (the Spider, the Diamond, the Cubes and the Russell ...
Carol Alexander, Andreza Barbosa
core
Ecography, EarlyView.The abundance center hypothesis (ACH) posits that species abundance peaks at distribution centers; however, empirical support remains inconsistent. This study tested the generality of the ACH and investigated species traits as mediators of abundance–distance relationships.
Ludan Zhang +7 more
wiley +1 more source
Hedging Effectiveness under Conditions of Asymmetry [PDF]
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 +2 more sources
ExELL (Explorations in English Language and Linguistics)In academic writing stance is often conveyed by means of extraposed that-clauses (It is possible that the results were misinterpreted.). The impersonal form of a matrix predicate allows writers to express attitudes without assuming responsibility for ...
Mirna Varga
doaj
TRANSACTION FREQUENCY, INVENTORIES AND HEDGING IN COMMODITY PROCESSING
This study examines hedging strategies for commodity processors generally and soybean crushers specifically. Processors require hedging strategies built around processing multiple batches each year.
Dahlgran, Roger A.
core
Letting People in: Redefining Collaboration in Wildland–Urban Interface Governance
Environmental Policy and Governance, EarlyView.ABSTRACT Intensifying wildfire regimes and expanding human settlements into wilderness areas have heightened concerns about the wildland–urban interface (WUI) due to the associated increase in fire risk. However, the WUI presents broader social‐ecological challenges that go beyond wildfire risk and remain understudied.
Clara Mosso +5 more
wiley +1 more source
A Comparative Evaluation of Cash Flow and Batch Profit Hedging Effectiveness in Commodity Processing
Agribusinesses make long-term plant-investment decisions based on discounted cash flow. It is therefore incongruous for an agribusiness firm to use cash flow as a plant-investment criterion and then to completely discard cash flow in favor of batch ...
Dahlgran, Roger A.
core
Quadratic Hedging of Basis Risk [PDF]
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
Environmental Policy and Governance, EarlyView.ABSTRACT Thailand has announced ambitious plans to reduce greenhouse gas emissions, including a programme that allows private companies to earn carbon credits from protecting and restoring mangroves. In 2023, the Department of Marine and Coastal Resources (DMCR) began enrolling local communities and private firms in this scheme.
Danny Marks, Kittima Leeruttanawisut
wiley +1 more source
An empirical methodology is developed for statistically testing the hedging effectiveness among competing futures contracts. The presented methodology is based on the encompassing principle, widely used in the forecasting literature, and applied here to ...
Sanders, Dwight R., Manfredo, Mark R.
core