Results 51 to 60 of about 3,962 (183)
Inflation and infrastructure sector returns in emerging markets—panel ARDL approach
Cogent Economics & Finance, 2020 This study evaluated the relationship between inflation and infrastructure sector stock returns in emerging markets in the long and short run. It employed a panel autoregressive distributed lag (PARDL) model applying the mean group (MG), pooled mean ...
Rabson Magweva, Mabutho Sibanda
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Arbitrage Bounds on Currency Basket Options
Mathematical and Computational Applications, 2020 This article exploits arbitrage valuation bounds on currency basket options. Instead of using a sophisticated model to price these options, we consider a set of pricing models that are consistent with the prices of available hedging assets.
Yi Hong
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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
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A PRODUCER-LEVEL CROSS-HEDGE FOR ROUGH RICE USING WHEAT FUTURES [PDF]
This study explores the potential of routine preharvest cross-hedging of rough rice using wheat futures contract prices. A numerical simulation approach combined with risk efficiency analysis evaluates a wide rage of cross-hedging alternatives.
Gleason, William J. +3 more
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Modal hedging verbs in English as a Lingua Franca (ELF) Business Management research articles
Kalbotyra, 2017 When publishing the results of their research, scholars need to convince their readers of the validity of their claims, adjusting their writing to the prevailing discursive and rhetorical conventions.
Pilar Mur-Dueñas
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Cross Hedging Jet Fuel on the Singapore Spot Market
The International Journal of Banking and Finance, 2003 In this paper we test for the most effective cross hedging instrument for the Singapore spot market in jet fuel over the period February 4, 1997 to August 21, 2001. Our results are mixed.
Ephraim Clark, Mark Tan, Radu Tunru
doaj
Simple and Multiple Cross-hedging of Millfeeds [PDF]
Marketing,
Miller, Stephen E.
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Option Pricing of Twin Assets [PDF]
, 2014 How to price and hedge claims on nontraded assets are becoming increasingly important matters in option pricing theory today. The most common practice to deal with these issues is to use another similar or "closely related" asset or index which is traded,
Araneda, Axel A., Villena, Marcelo J.
core
CASH ETHANOL CROSS-HEDGING OPPORTUNITIES [PDF]
Increased use of alternative fuels and low commodity prices have contributed to the recent expansion of the ethanol industry. As with any competitive industry, there exists some level of output price risk in the form of volatility.
Franken, Jason R.V., Parcell, Joseph L.
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PRICE DISCOVERY FOR STOCKER CATTLE FUTURES AND OPTIONS [PDF]
Low trading volume in the CME stocker cattle contracts has made hedgers and speculators reluctant to use the contracts. Traders need decision tools to discover prices or to evaluate quoted prices that may not contain all the information in the market ...
Diersen, Matthew A., Klein, Nicole L.
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