A Comparative Evaluation of Cash Flow and Batch Profit Hedging Effectiveness in Commodity Processing [PDF]
Agribusinesses make long-term plant-investment decisions based on discounted cash flow. It is therefore incongruous for an agribusiness firm to use cash flow as a plant-investment criterion and then to completely discard cash flow in favor of batch ...
Dahlgran, Roger A.
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Optimal hedge ratio and hedging effectiveness of Turkish stock index futures
, 2021 Bu tezin amacı, İMKB-30 endeks vadeli işlem sözleşmelerine ait optimal korunma oranının çeşitli ekonometrik modeller uygulanarak tespit edilmesidir. Optimal korunma oranının hesaplanmasında, Doğrusal Regresyon modeli, Yöney Kendiylebağlaşım (VAR) modeli, Hata Düzeltme modeli (ECM), GARCH modeli ve Çok Değişkenli GARCH (M-GARCH) modeli kullanılmıştır ...
openaire +1 more source
Transaction Frequency and Hedging in Commodity Processing [PDF]
This study examines the effect of transaction frequency on profit and cash flow risk for firms that periodically purchase inputs, continuously transform inputs into outputs, and periodically sell output.
Dahlgran, Roger A.
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Optimal hedging in European electricity forward markets. [PDF]
This article is concerned with modeling the dynamic and distributional properties of daily spot and forward electricity prices across European wholesale markets. Prices for forward contracts are extracted from a unique database from a major energy trader
Le Pen, Yannick, Sévi, Yannick
core
Dynamic financial and monetary security risk assessment based on information service security assessment model and blockchain. [PDF]
Sci Rep, 2023 Li J.
europepmc +1 more source
Using chronobiology-based second-generation artificial intelligence digital system for overcoming antimicrobial drug resistance in chronic infections. [PDF]
Ann Med, 2023 Kolben Y +4 more
europepmc +1 more source
Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels. [PDF]
PLoS One, 2023 Umar Z, Choi SY, Teplova T, Sokolova T.
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MANAGING PRICE RISK IN COTTON PRODUCTION USING STRATEGIC ROLLOVER HEDGING [PDF]
Research on rollover hedging for agricultural commodities has focused on the consequences of using existing contracts to substitute for missing long-term contracts.
Heboyan, Vahe, Turner, Steven C.
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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]
PLoS OneLi F, Tong M, Guan S.
europepmc +1 more source