Results 11 to 20 of about 6,058 (304)
Análise das operações de cross hedge do bezerro e do hedge do boi gordo no mercado futuro da BM&F
Revista de Economia e Sociologia Rural, 2003 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
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Cross Hedging Under Multiplicative Basis Risk [PDF]
SSRN Electronic Journal, 2011 Cross hedging price risk in an incomplete financial market creates basis risk. We propose a new way of modeling basis risk where price risk and basis risk are combined in a multiplicative way. Under this specification, positive prudence is a necessary and sufficient condition for underhedging in an unbiased market.
Adam-Müller, Axel, Nolte, Ingmar
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Cross Hedging with Single Stock Futures [PDF]
SSRN Electronic Journal, 2006 This study evaluates the efficiency of cross hedging with single stock futures (SSF) contracts. We propose a new technique for hedging exposure to an individual stock that does not have options or exchange-traded SSF contracts written on it. Our method selects as a hedging instrument a portfolio of SSF contracts which are selected based on how closely ...
Brooks, Chris +2 more
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Hedging Strategies in Carbon Emission Price Dynamics: Implications for Shipping Markets
Energies, 2023 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
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SOME NOTES ABOUT THE MARTINGALE REPRESENTATION THEOREM AND THEIR APPLICATIONS
Ural Mathematical Journal, 2020 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
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Optimal Cross Hedging of Insurance Derivatives [PDF]
Stochastic Analysis and Applications, 2008 We consider insurance derivatives depending on an external physical risk process, for example a temperature in a low dimensional climate model. We assume that this process is correlated with a tradable financial asset. We derive optimal strategies for exponential utility from terminal wealth, determine the indifference prices of the derivatives, and ...
Stefan Ankirchner +2 more
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OPTIMAL HEDGE RATIO IN TURKISH STOCK INDEX FUTURES MARKET: A DECO-FIAPARCH APPROACH [PDF]
Financial Studies, 2021 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
Time-frequency domain analysis of investor fear and expectations in stock markets of BRIC economies
Heliyon, 2021 The purpose of this study is to provide insight into the lead-lag relationships between the BRIC stock index and its constituents. In addition, we assess the comovements between the US volatility index (VIX) as a measure of investor uncertainty and fear ...
Peterson Owusu Junior +5 more
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Managing colombian farmers price risk exposure with electrical derivatives market
Heliyon, 2020 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
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The Benefit of Hedgerow Access on the Health and Growth Rate of Pasture Raised Broiler Chickens
Frontiers in Animal Science, 2021 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
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