Results 11 to 20 of about 4,182,376 (355)
SIMPLE AND MULTIPLE CROSS-HEDGING OF RICE BRAN [PDF]
Journal of Agricultural and Applied Economics, 1986 Feasibility of forward pricing sales of rice bran via cross-hedging was investigated. Corn, oats, wheat, and soybean meal futures were considered as simple and multiple cross-hedging media.
Elam, Emmett W. +2 more
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Cross Hedging with Single Stock Futures [PDF]
SSRN Electronic Journal, 2006 This study evaluates the efficiency of cross hedging with the new single stock futures (SSF) contracts recently introduced in the United States. We use matched sample estimation techniques to select SSF contracts that will reduce the basis risk of ...
Chris Brooks +2 more
core +3 more sources
Cross Hedging Under Multiplicative Basis Risk [PDF]
SSRN Electronic Journal, 2011 Cross hedging price risk in an incomplete financial market creates basis risk. We propose a new way of modeling basis risk where price risk and basis risk are combined in a multiplicative way. Under this specification, positive prudence is a necessary and sufficient condition for underhedging in an unbiased market.
Axel F. A. Adam-Muller, Ingmar Nolte
semanticscholar +3 more sources
Cross hedging of foreign exchange risk
, 2000 published_or_final_version ; Economics and Finance ; Master ; Master of ...
Chung-kum Wan
openalex +3 more sources
Organic Wheat Prices and Premium Uncertainty: Can Cross Hedging and Forecasting Play a Role?
Journal of Agricultural and Resource Economics, 2019 We compare the volatility of organic wheat prices to that of conventional wheat prices using historical measures. To reduce uncertainty, we examine the possibility of cross hedging using conventional wheat futures and the ability of futures to forecast ...
Tatiana Drugova +3 more
doaj +2 more sources
A Cross-Cultural Study on Hedging Devices in Kurdish Conversation
Acta Linguistica Asiatica, 2012 Hedges are words whose job is to make things fuzzier or less fuzzy. Truth and falsity are a matter of degree, and hedges make natural language sentences more/less true or more/less false.
Biook BEHNAM, Salam KHALILIAQDAM
doaj +3 more sources
Hedging and Cross-hedging ETFs [PDF]
, 2007 This paper presents an empirical study of hedging the four largest US index exchange traded funds (ETFs). When hedging each ETF position with its own index futures we find that it is difficult to improve on the naïve 1:1 futures hedge, that hedging is ...
Andreza Barbosa, Carol Alexander
core +1 more source
FARMER’S INCOME RISK AND RISK MANAGEMENT BY CROSS-HEDGING: A NOTE
The Japanese Economic Review, 2022 This note studies the optimal production and hedging decisions of a competitive international firm that exports to two foreign countries. The firm faces multiple sources of exchange rate uncertainty. Cross-hedging is plausible in that one of the two foreign countries has a currency forward market.
Удо Бролл +2 more
openalex +4 more sources
Cross hedging jet-fuel price exposure
Energy Economics, 2012 Abstract This paper investigates the cross hedging performance of several oil forwards contracts using WTI, Brent, gasoil and heating oil to manage jet-fuel spot price exposure. We apply three econometric techniques that have been widely tested and applied in the cross hedging literature on foreign exchange and stock index futures markets.
Zeno Adams, M. Gerner
semanticscholar +3 more sources
Futures Cross-Hedging with a Stationary Basis
Journal of Financial and Quantitative Analysis, 2012 AbstractWhen managing risk, frequently only imperfect hedging instruments are at hand. We show how to optimally cross-hedge risk when the spread between the hedging instrument and the risk is stationary. For linear risk positions we derive explicit formulas for the hedge error, and for nonlinear positions we show how to obtain numerically efficient ...
S. Ankirchner +3 more
semanticscholar +3 more sources