Results 21 to 30 of about 3,845,111 (305)
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
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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
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
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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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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
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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
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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
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Organic Wheat Prices and Premium Uncertainty: Can Cross Hedging and Forecasting Play a Role?
Journal of Agricultural and Resource Economics, 2019 We compare the volatility of organic wheat prices to that of conventional wheat prices using historical measures. To reduce uncertainty, we examine the possibility of cross hedging using conventional wheat futures and the ability of futures to forecast ...
Tatiana Drugova +3 more
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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
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Several environmental factors related with endemicity status of dengue haemorrhagic fever
Health Science Journal of Indonesia, 2012 AbstrakLatar belakang: Faktor lingkungan mempengaruhi kejadian Demam Berdarah Dengue (DBD). Tujuan penelitian ini untuk mengidentifi kasi faktor-faktor lingkungan yang berkaitan dengan status endemisitas DBDdi Gunungkidul.Metode: Data dikumpulkan dengan ...
Rr. Anggun Paramita Djati +1 more
doaj +3 more sources