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Cross Hedging with Currency Forward Contracts
Journal of Futures Markets, 2013This study examines the behavior of a competitive exporting firm that exports to a foreign country and faces multiple sources of exchange rate uncertainty. Although there are no hedging instruments between the home and foreign currencies, there is a third country that has well‐developed currency forward markets to which the firm has access.
K. Wong
semanticscholar +4 more sources
Dual and single hedging strategy: a novel comparison from the direct and cross hedging perspective
, 2020PurposeThe purpose of this paper is to deeply study and compare the dual and single hedging strategy, from the direct and cross hedging perspective.Design/methodology/approachThe authors not only first consider the dual hedge of integrated risks in this ...
Yun Feng, Yan Cui
semanticscholar +1 more source
2000
This study examines the feasibility of cross-hedging cottonseed meal with soybean meal futures. A simple linear regression of cottonseed meal cash prices on soybean meal futures provides a direct price movement relationship. Using the estimated hedge ratios, the net realized prices are calculated for seven different cash markets.
Rahman, Shaikh Mahfuzur +5 more
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This study examines the feasibility of cross-hedging cottonseed meal with soybean meal futures. A simple linear regression of cottonseed meal cash prices on soybean meal futures provides a direct price movement relationship. Using the estimated hedge ratios, the net realized prices are calculated for seven different cash markets.
Rahman, Shaikh Mahfuzur +5 more
openaire +5 more sources
Biodiesel Cross-Hedging Opportunities
2020We apply an encompassing framework to assess the viability of hedging spot biodiesel price risk for four U.S. markets with a conventionally used heating oil futures contract and a soybean oil futures contract based on the logic that supply shifts (i.e., price of soybean oil as an input) drive biodiesel prices when binding blending mandates are in place.
Franken, Jason R.V. +5 more
openaire +1 more source
Agrekon
The purpose of this research is to investigate the use of cross-hedging in the South African soybean market, by using the JSE BEAN contract as a cross-hedge instrument for the JSE SOYA contract.
M. C. Erasmus, J. M. Geyser
semanticscholar +1 more source
The purpose of this research is to investigate the use of cross-hedging in the South African soybean market, by using the JSE BEAN contract as a cross-hedge instrument for the JSE SOYA contract.
M. C. Erasmus, J. M. Geyser
semanticscholar +1 more source
Management and Accounting Review (MAR), 2018
Since its establishment, Crude Palm Oil futures contract (FCPO) has been used to directly hedge its physical crude palm oil (CPO). However, due to the excessive speculation activities on crude palm oil futures market, it has been said to be no longer an ...
Noryati Ahmad +3 more
semanticscholar +1 more source
Since its establishment, Crude Palm Oil futures contract (FCPO) has been used to directly hedge its physical crude palm oil (CPO). However, due to the excessive speculation activities on crude palm oil futures market, it has been said to be no longer an ...
Noryati Ahmad +3 more
semanticscholar +1 more source
Cross-hedging foreign currency risk
Journal of International Money and Finance, 1987Abstract This paper provides empirical evidence on the effectiveness of cross-hedging to reduce foreign exchange risk. Simple cross-hedges for currencies with and without futures contracts, multiple cross-hedges, portfolio hedges, and commodity cross-hedges are examined.
Mark R Eaker, Dwight M Grant
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