Results 21 to 30 of about 6,058 (304)
Price Risk and Risk Management in Agriculture
Contemporary Economics, 2013 This note studies the risk-management decisions of a risk-averse farmer. The farmer faces multiple sources of price uncertainty. He sells commodities to two markets at two prices, but only one of these markets has a futures market.
Udo Broll, Peter Welzel, Kit Pong Wong
doaj +1 more source
Efektivitas Hedging Kontrak Futures Komoditi Emas Dengan OLEIN
Jurnal Manajemen Teori dan Terapan, 2011 This research is for comparing hedging effectiveness in gold and olein commodity. Using Ordinary Least Square (OLS) model to determine the hedge ratio, it’s found that olein hedge ratio is bigger than gold hedge ratio.
Fitri Ismiyanti, Hendra Ima Sasmita
doaj +1 more source
A Bayesian Approach to Optimal Cross-Hedging of Cottonseed Products Using Soybean Complex Futures
Journal of Agricultural and Resource Economics, 2004 Cottonseed crushers face substantial risk in terms of input and output price variability and they are limited in their planning by the lack of a viable futures contract for cottonseed or cottonseed products.
Shaikh Mahfuzur Rahman +2 more
doaj +1 more source
Cross Currency Valuation and Hedging in the Multiple Curve Framework [PDF]
SSRN Electronic Journal, 2020 We generalize the results of Bielecki and Rutkowski (2015) on funding and collateralization to a multi-currency framework and link their results with those of Piterbarg (2012), Moreni and Pallavicini (2017), and Fujii et al. (2010b). In doing this, we provide a complete study of absence of arbitrage in a multi-currency market where, in each single ...
Alessandro Gnoatto, Nicole Seiffert
openaire +3 more sources
Reward-to-risk ratios of funds of hedge funds [PDF]
, 2012 This chapter examines whether the fund of hedge fund portfolios dominate the U.S. equity and bond markets based on alternative measures of reward-to-risk ratios. Standard deviation is used to measure total risk and both nonparametric and parametric value-
Turan G. Bali +5 more
core +1 more source
The Fisher’s hedge hypothesis: what about homogeneity and stability properties? [PDF]
Seonmul yeonguThe purpose of this study is to see if the Fisher’s hypothesis validation is robust in year or/and countries dimensions. We investigate whether nominal or real stock market returns are hedged against inflation rate, so as to determine the appropriate ...
Malika Neifar, Amira Harzallah
doaj +1 more source
184 Cross-institutional collaborations for health equity research at a CTSA
Journal of Clinical and Translational Science, 2022 OBJECTIVES/GOALS: We were interested in health equity research for each CTSA-affiliated institution, specifically focusing on cross department and cross-campus co-authorship.
Elizabeth C. Whipple +3 more
doaj +1 more source
Simple and Multiple Cross-Hedging of Rice Bran [PDF]
Journal of Agricultural and Applied Economics, 1986 AbstractFeasibility of forward pricing sales of rice bran via cross-hedging was investigated. Corn, oats, wheat, and soybean meal futures were considered as simple and multiple cross-hedging media. Simulation results indicated that simple cross-hedging using corn futures would be most effective in reducing price risks.
Elam, Emmett W. +2 more
openaire +2 more sources
Cross hedging with stock index futures [PDF]
The Quarterly Review of Economics and Finance, 2021 Abstract This paper examines the cross hedging effectiveness between UK FTSE100 and world stock index futures from developed and emerging markets: the US, Australia, Brazil, Japan, Hong Kong, Korea and Malaysia. Our daily dataset spans from August 2002 through November 2019. We apply the OLS, VECM and Maximal Overlap Discrete Wavelet Transform (MODWT)
Ahmad Danial Zainudin, Azhar Mohamad
openaire +1 more source
Penggunaan Hedging oleh Perusahaan Telekomunikasi yang Tercatat Pada Bursa Efek Indonesia
Jurnal Aplikasi Bisnis dan Manajemen, 2017 The aims of this research were to have a comprehensive understanding on hedging implementation in telecommunication companies and to comprehend the impact of hedge to firm value of the companies.
Basyid Ahmad +2 more
doaj +1 more source