Results 61 to 70 of about 1,628 (255)
How Firms Can Hedge Against Market Risk
Studies in Logic, Grammar and Rhetoric, 2014 The article presents a problem of proper hedging strategy in expected utility model when forward contracts and options strategies are available. We consider a case of hedging when an investor formulates his own expectation on future price of underlying ...
Echaust Krzysztof
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State-dependent hedge strategy for crude oil spot and futures markets
Borsa Istanbul Review, 2022 Relying on the hidden Markov model improved by the particle swarm optimization algorithm (PSO-HMM), we develop a dual-decision method to address the issue of state-dependent futures hedging. Our approach is attractive in two ways.
Xing Yu +4 more
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Testing the Marketing Performance of German Wheat Farmers
Agribusiness, EarlyView.ABSTRACT This paper analyses the marketing performance of wheat farmers in Germany. Wheat sales data from 465 individual farms over a 12‐year period are used to test against different market benchmarks. Market benchmarks are constructed by simulating passive trading agents using regional wheat prices.
Franziska Potts, Jens‐Peter Loy
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Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, EarlyView.ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli +3 more
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Dynamic hedging of 50ETF options using Proximal Policy Optimization
Journal of Automation and IntelligenceThis paper employs the PPO (Proximal Policy Optimization) algorithm to study the risk hedging problem of the Shanghai Stock Exchange (SSE) 50ETF options.
Lei Liu, Mengmeng Hao, Jinde Cao
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Risks, 2020 We investigate the impact of model uncertainty on hedging longevity risk with index-based derivatives and assessing longevity basis risk, which arises from the mismatch between the hedging instruments and the portfolio being hedged.
Uditha Balasooriya +2 more
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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
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On the mechanism and effect of shelter-hedge
Journal of Agricultural Meteorology, 1952 The horizontal distribution of wind velocity behind the model hedges set on a flat plate at right angles to the wind-tunnel flow, was measured by means, of 7 Pitot tubes and inclined manometers. The model hedges under test have the height of 9cm and the length of 1.80cm being made of strips of thin sheet iron and wires, and they have several kinds of ...
MIHARA, Y., TANI, N.
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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
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Discrete Dynamics in Nature and Society, 2013 Under departures from the cost-of-carry theory, traded spot prices and conditional volatility disturbed from futures market have significant impacts on futures price of emissions allowances, and then we propose time-varying hedge ratios and hedging ...
Kai Chang
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