Results 41 to 50 of about 41,672 (247)
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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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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Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness
Energy Economics, 2020 Building on the increased interest in oil prices and other financial assets, this paper examines the dynamic conditional correlations among their implied volatility indices. We then proceed to the examination of the optimal hedging strategies and optimal
N. Antonakakis +4 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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Issues on Hedge Effectiveness Testing [PDF]
SSRN Electronic Journal, 2009 The starting point for risk management and hedging lies in understanding a corporation’s exposure to different risks. Hedging is vital for corporate risk management, involving reducing the exposure of the company to particular risks. Hedge effectiveness testing permits firms to assess if they match the timing of the gains and losses of hedged items and
Bunea-Bontaş, Cristina Aurora +2 more
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Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
International Review of Financial Analysis, 2019 We assess whether the long-run volatilities of Bitcoin, global equities, commodities, and bonds are affected by global economic policy uncertainty. Empirical results provide evidence supporting that, except for the case of bonds.
Libing Fang +3 more
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Hedging Strategies of Green Assets against Dirty Energy Assets
Energies, 2020 Previous studies argue that the relationships between clean/green and dirty energy assets are time-varying, but there is a lack of evidence on the hedging ability of clean energy stocks and green bonds for dirty assets, such as crude oil and an energy ...
Tareq Saeed, Elie Bouri, Dang Khoa Tran
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Indonesian Capital Market Review, 2014 This paper examines hedging effectiveness of four agricultural (soybean, corn, castor seed and guar seed) and seven non-agricultural (gold, silver, aluminium, copper, zinc, crude oil ...
Brajesh Kumar, Ajay Pandey
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Can Bitcoin Glitter More Than Gold for Investment Styles?
SAGE Open, 2020 We compare the hedging, safe-haven, and diversification potential of gold and Bitcoin for different investment styles and industry portfolios in the United States.
Muhammad Abubakr Naeem +3 more
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IIMB Management Review, 2014 The paper investigates the first and second orders moment transmission between gold and Indian industrial sectors with an application of portfolio design and hedging effectiveness using generalised VAR-ADCC-BVGARCH model.
Dilip Kumar
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