Results 331 to 340 of about 7,428,000 (367)

Cross Hedging

Journal of Political Economy, 1981
Anderson, Ronald W, Danthine, Jean-Pierre   +1 more
openaire   +1 more source

CROSS HEDGING WITHIN A LOG MEAN REVERTING MODEL

International Journal of Theoretical and Applied Finance, 2007
We hedge options on electricity spot prices by cross hedging, i.e., by using another financial asset. We calculate hedging strategies by quadratic minimization and local risk minimization. In our model of energy markets, we have done a deep study of no arbitrage and of the existence of martingale measures with square integrable density.
openaire   +3 more sources

Cross-hedging the cottonseed crush: A case study

Agribusiness, 2000
This article reports, without breaching confidentiality agreements, on a cross-hedging consulting study performed for a cottonseed crusher. This article's objectives are twofold. First, it examines how futures markets should be used to hedge cottonseed crushing.
openaire   +1 more source

Is cross-hedging an effective strategy in equity futures market?

Finance Research Letters, 2022
Nithin JOSÉ, James Varghese
exaly  

Effective Cross-Hedging for Commodity Currencies [PDF]

, 2005
There has been little evidence in the past to support the use of commodity-currency cross-hedges (Demaskey and Pearce, 1998; Benet, 1990; Eaker and Grant, 1987). However, this paper shows that if currencies can be defined as commodity currencies, as per Chen and Rogoff (2003) and Cashin, Ce´spedes and Sahay (2004), commodity-currency cross-hedges are ...
openaire  

Cross hedging in currency forward markets [PDF]

, 1996
In a framework for risk management a model of an international firm under exchange rate uncertainty is discussed. The firm can cross-hedge the exchange rate risk by using forwards of other country's currencies correlated to the spot exchange rate in question.
openaire   +1 more source

Cross Hedging Using Prediction Error Weather Derivatives for Loss of Solar Output Prediction Errors in Electricity Market

Asia-Pacific Financial Markets, 2018
Takuji Matsumoto, Yuji Yamada
semanticscholar   +1 more source

Composite jet fuel cross-hedging

Journal of Commodity Markets, 2023
Thomas Conlon
exaly  

Cross Hedging Strategies for Solar Energy Production using Weather Derivatives

, 2016
S. Bhattacharya, Aparna Gupta, K. Kar, Abena Owusu   +3 more
semanticscholar   +1 more source

Currency Overlay for Global Equity Portfolios: Cross‐Hedging and Base Currency

, 2015
Wei Opie, Jonathan Dark
semanticscholar   +1 more source