Impacts of El Niño southern oscillation on hedge strategies for Brazilian corn and soybean futures contracts [PDF]
: Climate influences the variations in soybean and corn prices; thus, we assessed the relationship between the El Niño Southern Oscillation (ENSO) with soybean-to-corn price ratio to determine potential impacts on price risk management.
George Lucas Máximo Ferreira +2 more
doaj +1 more source
Crude oil futures to manage the price risk of natural rubber: Empirical evidence from India
The trading of natural rubber derivatives in the Indian commodity exchanges was banned several times in the past. Hence, in India, the derivatives on natural rubber are not traded actively and regularly.
Kepulaje Abhaya Kumar +4 more
doaj +1 more source
Determinants of the Nordic hedge fund performance
Hedge funds have become an important part of the financial sector. The development of the hedge funds in the Nordic countries has been rather robust. Therefore, it is important to identify the determinants of the hedge fund performance and isolate the ...
Danielius Kolisovas +4 more
doaj +1 more source
Cryptocurrencies Are Becoming Part of the World Global Financial Market
In this study the cross-correlations between the cryptocurrency market represented by the two most liquid and highest-capitalized cryptocurrencies: bitcoin and ethereum, on the one side, and the instruments representing the traditional financial markets:
Marcin Wątorek +2 more
doaj +1 more source
Hedging Strategies in Carbon Emission Price Dynamics: Implications for Shipping Markets
The European Union (EU) has agreed to gradually include shipping in the EU emissions trading scheme (EU ETS), which makes shipping companies vulnerable to carbon price fluctuations.
Theodoros Syriopoulos +2 more
doaj +1 more source
Análise das operações de cross hedge do bezerro e do hedge do boi gordo no mercado futuro da BM&F
O estudo visa analisar as operações de cross hedge do bezerro na Bolsa de Mercadorias & Futuros (BM&F) com o intuito de avaliar a real necessidade da existência de contratos futuros para este animal.
Rodrigo Lanna Franco da Silveira +1 more
doaj +1 more source
SOME NOTES ABOUT THE MARTINGALE REPRESENTATION THEOREM AND THEIR APPLICATIONS
An important theorem in stochastic finance field is the martingale representation theorem. It is useful in the stage of making hedging strategies (such as cross hedging and replicating hedge) in the presence of different assets with different stochastic ...
Reza Habibi
doaj +1 more source
OPTIMAL HEDGE RATIO IN TURKISH STOCK INDEX FUTURES MARKET: A DECO-FIAPARCH APPROACH [PDF]
This paper adopts a new approach called DECO-FIAPARCH model for estimating the optimal hedge ratio (HR) in Turkish Stock Index Futures market in the presence of asymmetry and long memory. The study covers the period from May 3, 2005 until April 4, 2019,
İsmail ÇELİK, Ahmet Furkan SAK
doaj
Managing colombian farmers price risk exposure with electrical derivatives market
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
doaj +1 more source
The Benefit of Hedgerow Access on the Health and Growth Rate of Pasture Raised Broiler Chickens
Pasture rearing is an increasingly common option for small farms to produce humanely raised poultry products for an expanding market, however profit margins tend to be much lower for pastured poultry producers than for those that opt for conventional ...
Eilea Delgadillo +6 more
doaj +1 more source

