Effectiveness of Weather Derivatives as Cross-Hedging Instrument against Climate Change: The Cases of Reservoir Water Allocation Management in Guanajuato, Mexico [PDF]
, 2012 Miriam Juárez‐Torres +5 more
openalex +1 more source
SPATIAL ANALYSIS OF FEEDER CATTLE HEDGING RISK [PDF]
Optimal hedge ratios are estimated for various weights of feeder cattle in four cash markets based on CME data from 1992 to 1999. Three-month uniform hedges are simulated for every weight, contract, and cash market combination.
Anderson, John D. +2 more
core +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This study investigates how ESG rating divergences and climate transition risks jointly influence portfolio performance. Using a newly constructed composite Environmental (E) score derived from principal component analysis (PCA) across three leading ESG providers (Eikon, RobecoSAM, Sustainalytics), we build industry‐adjusted portfolios for 389
Ahmed Bouteska +2 more
wiley +1 more source
Longevity Risk Management for Life and Variable Annuities: Effectiveness of Static Hedging Using Longevity Bonds and Derivatives [PDF]
, 2010 Michael Sherris, Andrew Ngai
openalex
A Drought Index as a Way to Improve Hedging Effectiveness for Copula Insurance Models
, 2023 Adriana L. Abrego-Pérez +1 more
openalex +1 more source
EVALUATING THE HEDGING POTENTIAL OF THE LEAN HOG FUTURES CONTRACT [PDF]
The lean hog futures contract is replacing the live hog futures contract at the Chicago Mercantile Exchange beginning with the February 1997 contract.
Ditsch, Mark W., Leuthold, Raymond M.
core +1 more source
Material ESG Performance and Bid Premium in Merger and Acquisition Deals
International Journal of Finance &Economics, EarlyView.ABSTRACT This study examines the firm‐level and country‐level environmental, social, and governance (ESG) performance on bid premiums in cross‐border mergers and acquisitions (M&A) transactions. We document considerable variations in bid premiums. Higher carbon emissions are associated with higher bid premiums, suggesting that acquirers may perceive ...
Ndubuisi Ezenwa +2 more
wiley +1 more source
Diversification of the Islamic stock market, Bitcoin, and Bullions in response to the Russia-Ukraine conflict and the COVID-19 outbreak. [PDF]
Heliyon, 2023 Ashraf S +3 more
europepmc +1 more source
Hedging Effectiveness of Hong Kong Stock Index Futures Contracts
, 2009 Xinfan Men, Xinyan Men
openalex +2 more sources