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Optimal Cross Hedging of Insurance Derivatives [PDF]
Stochastic Analysis and Applications, 2008 We consider insurance derivatives depending on an external physical risk process, for example a temperature in a low dimensional climate model. We assume that this process is correlated with a tradable financial asset. We derive optimal strategies for exponential utility from terminal wealth, determine the indifference prices of the derivatives, and ...
Stefan Ankirchner +2 more
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Cross-Hedging of Correlated Exchange Rates [PDF]
SSRN Electronic Journal, 2011 This paper examines the behavior of a competitive exporting firm that exports to two foreign countries under multiple sources of exchange rate uncertainty. The firm has to cross-hedge its exchange rate risk exposure because there is only a forward market between the domestic currency and one foreign country's currency.
Broll, Udo, Wong, Kit Pong
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Comparing Hedging Effectiveness: An Application of the Encompassing Principle
Journal of Agricultural and Resource Economics, 2004 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 ...
Dwight R. Sanders, Mark R. Manfredo
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Developing and Pricing Precipitation Insurance
Journal of Agricultural and Resource Economics, 2001 Production agriculture and agribusiness are exposed to many weather-related risks. Recent years have seen the emergence of an increased interest in weather-based derivatives as mechanisms for sharing risks due to weather phenomena.
Steven W. Martin +2 more
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A Bayesian Approach to Optimal Cross-Hedging of Cottonseed Products Using Soybean Complex Futures
Journal of Agricultural and Resource Economics, 2004 Cottonseed crushers face substantial risk in terms of input and output price variability and they are limited in their planning by the lack of a viable futures contract for cottonseed or cottonseed products.
Shaikh Mahfuzur Rahman +2 more
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Asymmetry in Hedges, Safe Havens, Flights and Contagion: Unconditional Quantile Regression Approach
SAGE Open, 2023 We examine the hedging/safe-haven ability of gold, the US dollar, bonds, crude oil, and Bitcoin against stocks using the unconditional quantile regression (UQR).
Meng-Shiuh Chang +2 more
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Penggunaan Hedging oleh Perusahaan Telekomunikasi yang Tercatat Pada Bursa Efek Indonesia
Jurnal Aplikasi Bisnis dan Manajemen, 2017 The aims of this research were to have a comprehensive understanding on hedging implementation in telecommunication companies and to comprehend the impact of hedge to firm value of the companies.
Basyid Ahmad +2 more
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Inventory and Transformation Hedging Effectiveness in Corn Crushing
Journal of Agricultural and Resource Economics, 2009 Recently developed ethanol futures contracts now allow direct-hedging by ethanol producers. This study examines the effectiveness of one-through eight-week hedges between 2005 and 2008.
Roger A. Dahlgran
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Journal of Language and Education, 2016 A great deal of research has established the importance of hedging and its cross-linguistic differences for intercultural academic communication and, consequently, for L2 EAP/ESP teaching and learning.
Elena Zanina
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Managing colombian farmers price risk exposure with electrical derivatives market
Heliyon, 2020 Food security is among the most pressing global concerns. It is principally threatened by the combination of rural migration and the pressure of climate change. In order to mitigate these effects, the need to promote stable conditions for small producers
Gloria Barrera +2 more
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