Results 51 to 60 of about 50,517 (308)
Long Combo strategy using barrier options and its application in hedging against a price drop [PDF]
Acta Montanistica Slovaca, 2012 This paper presents hedging analysis against an underlying price drop by Long Combo strategy using barrier options. Applicationof hedging results in SPDR Gold Shares is performed as well.
Vincent Šoltés, Martina Rusnáková
doaj
Cost Pass‐Through in Crisis: Evidence From the German Malt‐Beer Supply Chain
Agribusiness, EarlyView.Abstract Global agri‐food supply chains are increasingly exposed to geopolitical shocks, climate volatility, and market consolidation, factors that disrupt traditional price relationships and reshape market power dynamics. Nowhere is this more visible than in the brewing sector, where agricultural raw materials meet complex industrial processing and ...
Nikolas Bublik, Lukáš Čechura
wiley +1 more source
Quantitative Finance, 2018 We present a framework for hedging a portfolio of derivatives in the presence of market frictions such as transaction costs, market impact, liquidity constraints or risk limits using modern deep reinforcement machine learning methods. We discuss how standard reinforcement learning methods can be applied to non-linear reward structures, i.e.
Buehler, H. +3 more
openaire +5 more sources
Agribusiness, EarlyView.ABSTRACT Brazil and the United States account for more than 40% of global poultry exports, with China and South Korea among their major destination markets. This study examines price transmission and market linkages between Brazil and the United States using monthly poultry export price data from January 1990 to December 2024. It also assesses which of
Khondoker Abdul Mottaleb +2 more
wiley +1 more source
When the River Runs Low: Heterogeneous Impacts of Transportation Disruptions on Local Grain Basis
Agribusiness, EarlyView.ABSTRACT A substantial share of U.S. soybean and corn exports from the Midwest moves by barge along the Mississippi River system to export terminals in the Louisiana Gulf. Transportation costs between Midwestern grain elevators and export terminals create a wedge between prices at these locations, and shocks to these costs are partially passed on to ...
Yuan Zhang +3 more
wiley +1 more source
HEDGING STRATEGIES IN THE ENGLISH ACADEMIC DISCOURSE
Проблеми екології та медицини, 2020 The article considers the communicative status of hedging in different genres of the English academic discourse. As a linguistic phenomenon, hedging is associated with the choice of a particular communication strategy, usually aimed at reducing the ...
Yu. Lysanets +4 more
doaj +1 more source
Protection Motivation Theory and Farmers' Participation in Futures Markets: Evidence From Germany
Agribusiness, EarlyView.ABSTRACT This study examines why German farmers show limited adoption of commodity futures contracts despite substantial price volatility, applying Protection Motivation Theory (PMT) to understand the cognitive processes driving participation decisions in futures markets. Survey data from 303 German farmers collected in 2024 were analyzed using Partial
Hendrik Wever +2 more
wiley +1 more source
Hedging Effectiveness under Conditions of Asymmetry [PDF]
We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using crude oil futures contracts.
Jim Hanly, John Cotter
core +2 more sources
CONSIDERATIONS ON THE ROLE OF HEDGING IN RISK MANAGEMENT [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria EconomieHedging is a critical technique in the management of financial risks, employed to diminish or neutralize the adverse effects of price movements on assets or financial instruments.
ELENA-CARMEN NICULA FULGA
doaj
Jurnal ASET (Akuntansi Riset), 2020 Semakin berkembangnya perdagangan internasional, maka risiko perusahaan internasional akan semakin besar, oleh karena itu diperlukan manajemen risiko perusahaan dalam rangka untuk meminimalkan berbagai risiko yang terjadi dalam perusahaan.
Dewi Cahyani Pangestuti +2 more
doaj +1 more source