Results 31 to 40 of about 1,628 (255)
Deeper Hedging: A New Agent-based Model for Effective Deep Hedging
4th ACM International Conference on AI in Finance, 2023 We propose the Chiarella-Heston model, a new agent-based model for improving the effectiveness of deep hedging strategies. This model includes momentum traders, fundamental traders, and volatility traders. The volatility traders participate in the market by innovatively following a Heston-style volatility signal. The proposed model generalises both the
Kang Gao +5 more
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Are Options Trading Strategies Really Effective for Hedging in the Indian Derivatives Market?
Cogent Economics & Finance, 2022 Hedging being a predominant financial concern, is considered as a robust method of managing investment risks. Literature evinces that the covered call strategy provides nominal returns alongside effective hedging.
Shivaprasad S P +4 more
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Jurnal Manajemen & Agribisnis, 2017 Hedging strategies in the commodity futures market is strongly influenced by the estimation method of hedge ratio. This study examines the effectiveness of hedging strategy against cash position in Indonesia’s palm oil spot market using three hedge ratio
Buddi Wibowo
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Comparing Hedging Effectiveness: An Application of the Encompassing Principle
Journal of Agricultural and Resource Economics, 2004 An empirical methodology is developed for statistically testing the hedging effectiveness among competing futures contracts. The presented methodology is based on the encompassing principle, widely used in the forecasting literature, and applied here to ...
Dwight R. Sanders, Mark R. Manfredo
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Financial Innovation, 2021 This study examines the hedging effectiveness of financial innovations against crude oil investment risks, both before and during the COVID-19 pandemic.
Afees A. Salisu, Kingsley Obiora
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Mathematics, 2023 This paper examines the dynamic relationships and the volatility spillover effects among crude oil, gold, and Chinese electricity companies’ stock prices, from 2 December 2008 to 25 July 2022. By estimating the dynamic conditional correlation (DCC) model,
Guannan Wang, Juan Meng, Bin Mo
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The Effect of Asymmetries on Optimal Hedge Ratios [PDF]
The Journal of Business, 2002 There is widespread evidence that the volatility of stock returns displays an asymmetric response to good and bad news. This article considers the impact of asymmetry on time-varying hedges for financial futures. An asymmetric model that allows forecasts of cash and futures return volatility to respond differently to positive and negative return ...
Brooks, Chris +2 more
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Effects of Combined Hedging [PDF]
, 2021 Abstract This chapter provides a broad systemic overview of the regimes that regulate intellectual property and hedge exclusivity at the international level, focusing on the interplay of some of the core constitutional hedges in the international IP, investment law, and human rights fields. Such hedges include concepts of private rights (
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Longevity hedge effectiveness using socioeconomic indices
Insurance: Mathematics and Economics, 2022 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Malene Kallestrup-Lamb +1 more
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Inventory and Transformation Hedging Effectiveness in Corn Crushing
Journal of Agricultural and Resource Economics, 2009 Recently developed ethanol futures contracts now allow direct-hedging by ethanol producers. This study examines the effectiveness of one-through eight-week hedges between 2005 and 2008.
Roger A. Dahlgran
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