The management of price risk in Iranian dates: An application of futures instruments
Cogent Economics & Finance, 2014 Effective risk management is an important aspect of farming. Risk management involves choosing among alternatives that reduce the financial effects of the uncertainties of weather, yields, prices, government policies, and other factors that can cause ...
Habibeh Sherafatmand, Saeed Yazdani
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Application of futures in calculating optimal hedge ratio in crude oil market: Comparison between static and dynamic approaches [PDF]
مدلسازی اقتصادسنجی, 2020 Futures are used as the most important risk hedge tools to reduce the risk of the crude oil market. The optimal hedging risk strategy is determined by calculating the optimal hedging risk ratio.
Simin Aleali +3 more
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Effect of Different Oil Regimes on the Hedging of Oil Transactions by Participating in Gold Market: RS-DCC Approach [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2023 Oil prices and other oil-products prices are connected to each other and their price volatilities are parallel. Firms which are using crude oil in their products are facing a risk of price volatility which has different reactions in each era and is known
Sarah Akbari +3 more
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Estimation of Risk Hedge Ratio, Optimal Weight and Volatility Spillover Effects in the Stock Market of Iran, USA, Turkey, and UAE [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2019 Information about optimal risk hedge ratio, optimal weight of asset portfolios, the intensity and direction of impact of shock and volatility on financial markets is important for investment, policy, risk management and development of financial markets ...
Esmaiel Abounoori, Mansour Tour
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Estimation of Constant and Time-varying Optimal Hedge Ratio and Hedging Effectiveness in the Natural gas Futures Market [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2013 One of the most important roles of a futures market is to provide the means of risk reduction. Optimal hedge strategy is determined via calculation of the hedge ratio. Estimation of hedge ratio and hedging effectiveness depend on correct specification of
Mohammad Alimoradi
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Hedging ship price risk using freight derivatives in the drybulk market
Journal of Shipping and Trade, 2019 We show that a fixed-maturity time-weighted Forward Freight Agreement (FFA) portfolio should be used to proxy the expected future earnings of a vessel. We investigate the corresponding hedging efficiency when using a portfolio of FFA prices to hedge ship
Roar Adland +2 more
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OPTIMAL HEDGE RATIO OF SUKUK AND ISLAMIC EQUITY: A NOVEL APPROACH
Journal of Islamic Monetary Economics and Finance, 2023 This research applies a novel model to compute a hedge ratio. Specifically, the model modifies volatility forecasts of an exponentially weighted moving average method to account for the fat-tailed distribution of returns.
Bayu Adi Nugroho +1 more
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Dynamic Modeling of Estimating the Optimal Hedge Ratio of Gold Coin with Saffron Futures Contracts [PDF]
فصلنامه بورس اوراق بهادار, 2021 This research is an attempt to introduce a desirable pattern for Dynamic Modeling of the Estimated Optimal Ratio of Gold Coin Risk Coverage. Given the unique nature of Iran in producing and supplying saffron and weakness in the commercial sector of this ...
Maryam Borzabadi farahani +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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Hedge Euphemisms as Tools of Economic Discourse
Научный диалог, 2021 An attempt is made to analyze euphemized and non-euphemized versions of statements using the example of headings of short exchange messages. The relevance of the study is due to the need to study the causes and situations of the appearance of hedge ...
E. L. Shubina, A. V. Sedova
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