Results 71 to 80 of about 3,858,948 (202)
Hedging and Cross-hedging ETFs [PDF]
This paper presents an empirical study of hedging the four largest US index exchange traded funds (ETFs). When hedging each ETF position with its own index futures we find that it is difficult to improve on the naïve 1:1 futures hedge, that hedging is ...
Carol Alexander, Andreza Barbosa
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Cross hedging of foreign exchange risk
, 2012 published_or_final_version ; Economics and Finance ; Master ; Master of ...
openaire +2 more sources
HEDGING RISK FOR FEEDER CATTLE WITH A TRADITIONAL HEDGE COMPARED TO A RATIO HEDGE [PDF]
This paper compares hedging risk for various weights of feeder cattle hedged with a traditional cross hedge and a ratio cross hedge. A traditional hedge calls for the purchase/sale of one pound of futures for each pound of cash feeder cattle. By contrast,
Elam, Emmett W., Davis, James
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Financial InnovationThis study examines the dynamic connectedness and hedging opportunities between CSI300 (China Security Index 300) and copper, gold, PTA (purified terephthalic acid), and soybean in China from January 09, 2008, to June 30, 2023.
Binlin Li +2 more
doaj +1 more source
Comparing conditional hedging strategies. [PDF]
The traditional approach to discriminate amongst two competing hedging strategies is to compare the sample portfolio return variance implied by each strategy. This simple approach suffers from two drawbacks.
de Ville, e Goyet, C
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Digital BusinessGiven that the interconnections of NFT and DeFi digital assets with other stablecoins still not sufficiently studied, this paper is two-fold. We first examine the dynamic conditional correlation between gold-backed cryptocurrencies and NFTs and DeFi ...
Rihab Belguith +3 more
doaj +1 more source
Export and benefits of hedging in emerging economies [PDF]
We study the impact of exchange rate risk upon export production within an emerging economy lacking in currency forward markets. However there exists a financial asset whose price is correlated with the relevant foreign currency.
Wahl, Jack E. +2 more
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TRANSACTION FREQUENCY, INVENTORIES AND HEDGING IN COMMODITY PROCESSING [PDF]
This study examines hedging strategies for commodity processors generally and soybean crushers specifically. Processors require hedging strategies built around processing multiple batches each year.
Dahlgran, Roger A.
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Key Topics and Case Studies in Pragmatics: Examples of Corpus-based Research
Language, Technology, and Social MediaThis study examines the reliability and applicability of corpus-based methods for investigating pragmatic phenomena, with a focus on the Arabic–English language pair.
Mohammad Amin Hawamdeh +2 more
doaj +1 more source
Re-evaluating Hedging Performance [PDF]
Mixed results have been documented for the performance of hedging strategies using futures. This paper reinvestigates this issue using an extensive set of performance evaluation metrics across seven international markets.
Jim Hanly, John Cotter
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