Results 11 to 20 of about 3,428,939 (180)
Has COVID-19 Changed the Hedge Effectiveness of Bitcoin? [PDF]
Frontiers in Public Health, 2021 The Bitcoin market has become a research hotspot after the outbreak of Covid-19. In this paper, we focus on the relationships between the Bitcoin spot and futures.
Yinpeng Zhang, Panpan Zhu, Yingying Xu
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Optimal hedge ratios and hedging effectiveness: An analysis of the Turkish futures market
Borsa Istanbul Review, 2022 The main purpose of this comprehensive study is to determine the optimal hedge ratios and hedging effectiveness of different futures contracts traded on the Borsa Istanbul (BIST), namely the BIST 30 equity index, US dollar–Turkish lira currency futures ...
Goknur Buyukkara +2 more
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Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities
Financial Innovation, 2020 The previous studies have shown that capital market integration has increased in the ASEAN-5, implying that investors making investment diversification across ASEAN capital markets could only earn limited diversification advantages.
Robiyanto Robiyanto +3 more
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Impacts of El Niño southern oscillation on hedge strategies for Brazilian corn and soybean futures contracts [PDF]
Revista de Economia e Sociologia Rural, 2022 : 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
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Hedge accounting: results and opportunities for future studies
National Accounting Review, 2022 This study identifies the main results and research opportunities based on 52 hedge accounting-related studies, published in Scopus indexing journals from 2007-2019.
Geovane Camilo dos Santos +2 more
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Copernican Journal of Finance & Accounting, 2020 The present study examines hedging effectiveness of futures contracts in India by using variance reduction approach and risk-return approach by applying eight econometric models. It is observed that OLS hedge ratio generates highest hedging effectiveness
Mandeep Kaur, Kapil Gupta
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ASEAN-5 and Crypto Hedge Fund: Dynamic Portfolio Approach
SAGE Open, 2022 This study aims to compose a portfolio consisting crypto hedge fund and ASEAN-5 stock market and to examine the hedging effect of crypto hedge fund against those stock markets.
Andreas Renard Widarto +3 more
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Economic imperatives of financialization of agricultural commodity markets
Agricultural and Resource Economics, 2022 Purpose. The purpose of the article is to substantiate the theoretical and methodological foundations and economic feasibility of intensifying the processes of financialization of the business model of Ukrainian grain producers, in particular through the
Iryna Hrabynska +2 more
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SAGE Open, 2020 Previous studies have shown that cryptocurrencies could hedge equities. However, most of those studies did not take into account the recent cryptocurrencies bubbles in 2018 and domestic currencies.
Didik Susilo +4 more
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Cogent Economics & Finance, 2023 The agriculture sector observed the penetration of parametric weather risk financial products, including weather index insurance and weather derivatives, between the late 1990s and the early 2000s.
Gaurav Gairola, Kushankur Dey
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