Results 61 to 70 of about 2,709,049 (201)
International Journal of Financial StudiesThis study compares gold-backed and conventional cryptocurrencies in terms of dependence structures and hedging effectiveness relative to precious metals.
Yasmine Snene Manzli +3 more
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AgricultureThis paper tested the use of the surplus efficient frontier (a minimum tracking error portfolio selection method) to select the optimal hedging portfolio that replicates the best Mexican #4 lemon price in a t + 1 and t + 4 week hedging scenario.
Oscar V. De la Torre-Torres +2 more
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An empirical analysis of the hedging effectiveness of currency futures [PDF]
Existing research on the hedging effectiveness of currency futures assumes that futures positions are continuously adjusted. This is an unrealistic assumption in practice.
Roon, F.A. de, Jong, A. de, Veld, C.H.
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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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Risk Management in Derivatives Markets: Integrating Advanced Hedging Strategies with Empirical Analysis [PDF]
SHS Web of ConferencesThis study provides a comprehensive analysis of hedging strategies in the Chinese 50ETF options market, emphasizing dynamic hedging, Value at Risk (VaR), and machine learning-based approaches.
Liu Fengshuo
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Comparing Hedging Effectiveness: An Application of the Encompassing Principle [PDF]
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 ...
Sanders, Dwight R., Manfredo, Mark R.
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Weather index-based insurance as a meteorological risk management alternative in viticulture
Wine Economics and Policy, 2019 This article explores the hedging potential of two weather index-based insurance programmes designed for the Rias Baixas Protected Designation of Origin (Spain).
Andrea Martínez Salgueiro
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MINIMUM VARIANCE HEDGING AND THE ENCOMPASSING PRINCIPLE: ASSESSING THE EFFECTIVENESS OF FUTURES HEDGES [PDF]
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 ...
Sanders, Dwight R., Manfredo, Mark R.
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RISK MANAGEMENT COMPANIES AND HEDGE ACCOUNTING [PDF]
Annals of the University of Petrosani: Economics, 2014 The increasing use of derivatives for risk management of a company lately has led to the need to report on an actual basis as these instruments and regulate these operations accounting. This paper proposes a presentation of hedging transactions and their
SABIN ARMĂŞELU
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Hedging Effectiveness of U.S. Wheat Futures Markets [PDF]
Futures markets as a tool for risk management have become increasingly important in recent years. The effectiveness of hedging in the U.S. wheat futures market is evaluated in this study.Marketing,
Wilson, William W.
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