Association mapping for canopy temperature under irrigated and rainfed conditions at 12 environments identified both known and novel genetic loci. [PDF]
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Designing a productive, profitable integrated farming system model with low water footprints for small and marginal farmers of Telangana. [PDF]
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Speculative Trading in Energy Markets: Evidence from Macroeconomic Surprises. [PDF]
Boucher SP, Gagnon MH, Power GJ.
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Changes in the network structure of energy markets and financial markets under the different shocks of the Russia-Ukraine conflict and COVID-19. [PDF]
Li F, Tong M, Guan S.
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Does resistance training alone or in combination with aerobic training improve vascular function indices in adults with type 2 diabetes? A systematic review and meta-analysis of randomized controlled trials. [PDF]
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A company's financial performance often depends on the uncertain price of a commodity or financial instrument. For example, a lumber distributor might enter into a fixed-price contract for a particular variety of lumber; or a cable manufacturer might have a short position in copper; or a firm might have debt whose interest rate is linked to the prime ...
David E. Bell, William S. Krasker
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Perfect option hedging and the hedge ratio
Economics Letters, 1989zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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HEDGING OBJECTIVES, HEDGING MARKETS, AND THE RELEVANT RANGE OF HEDGE RATIOS
1989The relationship between a hedger's objectives, choice of hedging market, and optimal hedge ratio is assessed. Propositions tested show hedgers may act as though they are pursuing the traditional objective of risk minimization even though the objective of all hedgers is utility maximization; a firm's optimal strategy can involve futures, options, or ...
Blank, Steven C., Blank, Steven C.
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Hedging with zero-value at risk hedge ratio
Applied Financial Economics, 2006In this paper we derive a new mean-risk hedge ratio based on the concept of Value at Risk (VaR). The proposed zero-VaR hedge ratio has an analytical solution and it converges to the MV hedge ratio under a pure martingale process or normality. A bivariate constant correlation GARCH(1,1) model with an error correction term is employed to estimate ...
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