Results 31 to 40 of about 3,428,939 (180)
Construction of Mixed Derivatives Strategy for Wind Power Producers
Energies, 2023 Due to the inherent uncertainty of wind conditions as well as the price unpredictability in the competitive electricity market, wind power producers are exposed to the risk of concurrent fluctuations in both price and volume.
Yuji Yamada, Takuji Matsumoto
doaj +1 more source
Revista Contabilidade & Finanças, 2003 O hedge accounting constitui inovação relevante introduzida pelo SFAS 133. Dentro desse critério, operações designadas como hedge deverão ter seus resultados diferidos para o momento no qual os itens sendo protegidos forem reconhecidos.
Alexsandro Broedel Lopes +1 more
doaj +1 more source
Commodities, 2023 This study aims at examining whether hedging emerging Eastern Europe stock markets with commodities sectors can help in reducing market risks and whether it has the same effectiveness among different sectors.
Amel Melki, Ahmed Ghorbel
doaj +1 more source
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
doaj +1 more source
A note on imperfect hedging: a method for testing stability of the hedge ratio
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2012 Companies producing, processing and consuming commodities in the production process often hedge their commodity expositions using derivative strategies based on different, highly correlated underlying commodities. Once the open position in a commodity is
Michal Černý, Jan Pelikán
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
COMPARATIVE ANALYSIS OF STRATEGIES FOR HEDGING A SECURITIES PORTFOLIO WITH FUTURES
Финансы: теория и практика, 2017 Hedging is one of the most popular strategies of the market risk management. The main purpose of hedging is to reduce the volatility (or variability) of the yield on the portfolio composed of spot assets and hedging tools.
V. V. Lakshina, K. A. Lapshina
doaj +1 more source
Hedging Strategies of Green Assets against Dirty Energy Assets
Energies, 2020 Previous studies argue that the relationships between clean/green and dirty energy assets are time-varying, but there is a lack of evidence on the hedging ability of clean energy stocks and green bonds for dirty assets, such as crude oil and an energy ...
Tareq Saeed, Elie Bouri, Dang Khoa Tran
doaj +1 more source
Effectiveness of weather derivatives as a hedge against the weather risk in agriculture
, 2016 Weather affects economies worldwide and all economic sectors are to some extent weather sensitive. Agriculture is traditionally highly weather sensitive. While catastrophic impact of weather has been long recognized, studied and managed, non-catastrophic
Ivana Štulec +2 more
semanticscholar +1 more source
Hedging effectiveness for international index futures markets
Economics and Business, 2018 This paper investigates the hedging effectiveness of the International Index Futures Markets using daily settlement prices for the period 4 January 2010 to 31 December 2015.
Koulis Alexandros +2 more
doaj +1 more source