Results 41 to 50 of about 3,428,939 (180)
Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives
Risks, 2019 This paper assesses the hedge effectiveness of an index-based longevity swap and a longevity cap for a life annuity portfolio. Although longevity swaps are a natural instrument for hedging longevity risk, derivatives with non-linear pay-offs, such as ...
Man Chung Fung +2 more
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Risks, 2021 Over the last years, farmers have been increasingly exposed to income risk due to the volatility of the commodities prices. Among others, hedging in futures markets (i.e., financial markets) represents an available strategy for producers to cope with ...
Carlotta Penone +2 more
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The Effectiveness of Risk Management Committee and Hedge Accounting Practices in Malaysia
, 2016 This study examines the effectiveness of Risk Management Committee (RMC) in influencing hedge accounting practices among non-financial companies listed on the Bursa Malaysia.
A. Abdullah, Ku Nor Izah Ku Ismail
semanticscholar +1 more source
Quantitative Finance and Economics, 2021 In this study, we exploit the information contained in financial innovations in precious metals for hedging the risks associated with the Asia-Pacific equities during the current pandemic.
Abdulsalam Abidemi Sikiru +1 more
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Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk
American Business Review, 2023 In this study, we empirically analyze the contributions of three crude oil-based exchange traded funds (ETFs) and the futures contract in hedging crude oil price risk.
Keshab Shrestha +2 more
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State-dependent hedge strategy for crude oil spot and futures markets
Borsa Istanbul Review, 2022 Relying on the hidden Markov model improved by the particle swarm optimization algorithm (PSO-HMM), we develop a dual-decision method to address the issue of state-dependent futures hedging. Our approach is attractive in two ways.
Xing Yu +4 more
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Hedge Accounting: An Auditor’s Perspective
Audit Financiar, 2019 Radical changes have been introduced in the hedge accounting framework by the new IFRS accounting standards. In particular, the hedge effectiveness regime has been completely overhauled and replaced by a strong principles-based charter. The relevance
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Frontiers in Environmental Science, 2021 COVID-19 has morphed from a health crisis to an economic crisis that affected the global economy through several channels. This paper aims to study the impact of COVID-19 on the time-frequency connectedness between Green Bonds and other financial assets.
Muhammad Abubakr Naeem +6 more
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Discrete Dynamics in Nature and Society, 2013 Under departures from the cost-of-carry theory, traded spot prices and conditional volatility disturbed from futures market have significant impacts on futures price of emissions allowances, and then we propose time-varying hedge ratios and hedging ...
Kai Chang
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Effectiveness of Domestic Wastewater Treatment Using a Bio-Hedge Water Hyacinth Wetland System
, 2015 : Constructed wetland applications have been limited by a large land requirement and capital investment. This study aimed to improve a shallow pond water hyacinth system by incorporating the advantages of engineered attached microbial growth technique ...
A. Valipour, V. Raman, Y. Ahn
semanticscholar +1 more source