Results 81 to 90 of about 3,962 (183)

PRICE RISK MANAGEMENT IN WHITE CORN PRODUCTION [PDF]

White corn garners a premium over commodity corn, but suffers from additional price risk and yield drag. Using a simple bootstrap procedure, this research considers whether white corn premiums compensate for yield drag and evaluates the relative merits ...
Li, Lining, Pritchett, James G.
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Cross hedging of foreign exchange risk

, 2012
published_or_final_version ; Economics and Finance ; Master ; Master of ...
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A Cointegration Analysis of Wool Prices [PDF]

Based on cointegration analysis and monthly data from 1976.8 to 1999.10, a long-run equilibrium relationship was found to exist between prices for wools of 19 to 23 microns, despite the wool Reserve Price Scheme operated until February 1991. Furthermore,
Chang, Hui-Shung (Christie)
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Composite jet fuel cross-hedging

Journal of Commodity Markets, 2023
Min Cao, Thomas Conlon
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Market volatility and skewness risks in China

International Review of Economics & Finance
We examine the pricing of the risk-neutral market volatility and skewness risks in the cross-section of stocks in China. We find that stocks with high exposures to innovations in volatility or skewness exhibit low expected returns.
Fang Zhen
doaj   +1 more source

Hedging Expected Losses on Derivatives in Electricity Futures Markets

, 2014
We investigate the problem of pricing and hedging derivatives of Electricity Futures contract when the underlying asset is not available. We propose to use a cross hedging strategy based on the Futures contract covering the larger delivery period.
Huu, Adrien Nguyen, Oudjane, Nadia
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Hedging Effectiveness of U.S. Wheat Futures Markets [PDF]

Futures markets as a tool for risk management have become increasingly important in recent years. The effectiveness of hedging in the U.S. wheat futures market is evaluated in this study.Marketing,
Wilson, William W.
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Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds [PDF]

This paper investigates the optimal short-term hedging of Exchange Traded Fund (ETF) portfolios with index futures. Using daily data from May 2000 to December 2004 on the four largest passive ETFs (the Spider, the Diamond, the Cubes and the Russell ...
Andreza Barbosa, Carol Alexander
core  

Hedge Ratios for short and leveraged ETFs

Atlantic Review of Economics, 2011
Exchange Traded Funds (ETFs) exist for stock-, bond- and commodity markets. In most cases the underlying of an ETF is an index. Fund management today uses the active and passive way to construct a portfolio.
Leo Schubert
doaj  

Comparing Hedging Effectiveness: An Application of the Encompassing Principle [PDF]

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 ...
Manfredo, Mark R., Sanders, Dwight R.
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