Results 31 to 40 of about 3,974 (265)
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
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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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OPTIMAL HEDGE RATIO IN TURKISH STOCK INDEX FUTURES MARKET: A DECO-FIAPARCH APPROACH [PDF]
Financial Studies, 2021 This paper adopts a new approach called DECO-FIAPARCH model for estimating the optimal hedge ratio (HR) in Turkish Stock Index Futures market in the presence of asymmetry and long memory. The study covers the period from May 3, 2005 until April 4, 2019,
İsmail ÇELİK, Ahmet Furkan SAK
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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
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Molecular Oncology, EarlyView.Glioma cells mainly express the endothelin receptor EDNRB, while EDNRA is restricted to a perivascular tumor subpopulation. Endothelin signaling reduces glioma cell proliferation while promoting migration and a proneural‐to‐mesenchymal transition associated with poor prognosis. This pathway activates Ca2+, K+, ERK, and STAT3 signalings and is regulated
Donovan Pineau +36 more
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Cointegration, Price-Adjustment Delays, and Optimal Hedge Ratio in the Precious Metal Markets
Applied Finance Letters, 2019 Firms seeking to apply hedge accounting treatment under the Accounting Standards Codification Topic 815 must demonstrate higher hedge effectiveness, for which the regression analysis is commonly used as a testing method. An autoregressive distributed lag
Hirofumi Nishi
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Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities
Financial Innovation, 2020 The previous studies have shown that capital market integration has increased in the ASEAN-5, implying that investors making investment diversification across ASEAN capital markets could only earn limited diversification advantages.
Robiyanto Robiyanto +3 more
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Molecular Oncology, EarlyView.Loss of the miR‐214/199a cluster is associated with recurrence in ovarian cancer. Engineered small extracellular vesicles (m214‐sEVs) elevate miR‐214‐3p/miR‐199a‐5p in tumor cells, suppress β‐catenin, TLR4, and YKT6 signaling, reprogram tumor‐derived sEV cargo, reduce chemoresistance and migration, and enhance carboplatin efficacy and survival in ...
Weida Wang +12 more
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Corporate interest rate risk management with derivatives in Australia: empirical results
Revista Contabilidade & Finanças, 2008 Financial and insurance theories explain that large widely-held corporations manage corporate risks if doing so is costective to reduce frictional costs such as taxes, agency costs and financial distress costs.
Luiz Augusto Ferreira Carneiro +1 more
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Energies, 2021 Energy transactions in liberalized markets are subject to price and quantity uncertainty. This paper considers the spot price and energy generation to follow a bivariate semi-nonparametric distribution defined in terms of the Gram–Charlier expansion ...
Alfredo Trespalacios +2 more
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