Results 61 to 70 of about 3,428,939 (180)
The Relative Performance of In-Sample and Out-of-Sample Hedging Effectiveness Indicators [PDF]
Hedging effectiveness is the proportion of price risk removed through hedging. Empirical hedging studies typically estimate a set of risk minimizing hedge ratios, estimate the hedging effectiveness statistic, apply the estimated hedge ratios to a second ...
Dahlgran, Roger A.
core +1 more source
Hedge funds in emerging markets. [PDF]
The paper outlines hedge fund activities in Asia and Hong Kong based on data from the Securities and Futures Commission in Hong Kong and private research fi rms specialised in hedge funds.
Ryback, W A.
core
Dynamic correlation and hedging ability of precious metals in pre- and post-COVID periods
Cogent Economics & FinanceThis study examines the dynamic correlations and hedge ratios of precious metal stock returns of the Johannesburg stock exchange in pre- and post-COVID scenarios to determine if they can be used to hedge against adverse market movements.
Hamdan Bukenya Ntare +2 more
doaj +1 more source
Can Bitcoin Glitter More Than Gold for Investment Styles?
SAGE Open, 2020 We compare the hedging, safe-haven, and diversification potential of gold and Bitcoin for different investment styles and industry portfolios in the United States.
Muhammad Abubakr Naeem +3 more
doaj +1 more source
Hedging: Scaling and the Investor Horizon [PDF]
This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal Hedge Ratio (OHR) across different hedging time horizons.
Jim Hanly, John Cotter
core
The effectiveness of hedging foreign exchange rate risk: an emerging market perspective [PDF]
, 2013 Thesis (M.M. (Finance & Investment))--University of the Witwatersrand, Faculty of Commerce, Law and Management, Graduate School of Business Administration, 2013.This study provides an analysis of the effectiveness of the foreign currency hedging ...
Ben-David, Tal Aaron
core
The term structure of currency hedge ratios [PDF]
Many firms face product price risk in foreign currency, uncertain costs in home currency and exchange rate risk. If prices and exchange rates in different countries interact, natural hedges of foreign exchange risk might result.
Korn, Olaf, Koziol, Philipp
core
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition [PDF]
This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropriate dynamic minimum-variance hedge ratio for various ...
John Cotter, Thomas Conlon
core
Issues on Hedge Effectiveness Testing [PDF]
The starting point for risk management and hedging lies in understanding a corporation’s exposure to different risks. Hedging is vital for corporate risk management, involving reducing the exposure of the company to particular risks.
Bunea-Bontaş, Cristina Aurora +2 more
core +1 more source
Hedging Effectiveness on the MISO Exchange
International Journal of Energy Economics and PolicyThe purpose of this paper is to evaluate the effectiveness of four commonly used hedging techniques on wholesale electricity prices within the Midcontinent Independent System Operator (MISO) energy market.
Kevin Jones
semanticscholar +1 more source