Results 61 to 70 of about 3,962 (183)
The objective of this paper is to develop a cross hedging model for rice that minimizes basis risk and accounts for the existence of the nonstationary nature of basis.
Lord, Yoshie Saito, Turner, Steven C.
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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 ...
Ankirchner, Stefan +3 more
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A BAYESIAN APPROACH TO OPTIMAL CROSS-HEDGING OF COTTONSEED PRODUCTS USING SOYBEAN COMPLEX FUTURES [PDF]
Cottonseed crushers face substantial risk in terms of input and output price variability and they are limited in their planning by the lack of viable futures markets for cottonseed or cottonseed products.
Dorfman, Jeffrey H. +2 more
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Cross-hedging wild salmon prices
Journal of Commodity Markets, 2023 Rune Nygaard, Kristin H. Roll
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Revista de Lenguas para Fines Específicos, 2015 The appropriate use of hedging in scientific discourse is a vital skill for wri- ters presenting their knowledge in an academic discourse community and much work has therefore been done on this relevant feature, especially on its use in the rhetoric of ...
Sonia Oliver del Olmo
doaj
Credit Spreads and Equity Volatility during Periods of Financial Turmoil
Applied Finance Letters, 2014 We present a joint analysis of the term structure of credit default swap (CDS) spreads and the implied volatility surface for the United States and five European countries from 2007– 2012, a sample period covering both the Global Financial Crisis (GFC ...
Katrin Gottschalk
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PRICE RISK MANAGEMENT FOR PEANUT MEAL [PDF]
Peanut meal is cross-hedged with soybean meal using peanut meal cash prices and soybean meal futures prices. Hedge rations are obtained for short- vs. long-term data sets. Evaluation indicates positive gains for cross-hedged poultry/peanut producers, and
Costa, Ecio de Farias, Turner, Steven C.
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Cross-Hedging Fishmeal: Exploring Corn and Soybean Meal Futures Contracts [PDF]
During 2006 the fishmeal price nearly doubled from $500MT to over $900MT. The objective of this research is to determine the optimal cross-hedge ratio between fishmeal and soybean meal and corn, and corresponding hedging weight between corn and soybean ...
Altman, Ira J. +3 more
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OPTIMAL HEDGING RATIOS AND HEDGING RISK FOR GRAIN BY-PRODUCTS [PDF]
Optimal cross hedge ratios are estimated for a number of grain by-products used as livestock feed. Risk associated with these cross hedge ratios is measured to determine if cross hedging reduces grain by-product price risk.
Anderson, John D. +2 more
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Hedges in interpreted and non-interpreted English: A cross-modal, corpus-based study
Interpreting and SocietyIn this study, we adopt a monolingual, comparable, and cross-modal approach to investigate the use of hedges in interpreted and non-interpreted English speeches.
Rongbo Fu, Jiaqi Tan
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