Results 71 to 80 of about 41,672 (247)
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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Financial Innovation, 2020 Through the application of the VAR-AGARCH model to intra-day data for three cryptocurrencies (Bitcoin, Ethereum, and Litecoin), this study examines the return and volatility spillover between these cryptocurrencies during the pre-COVID-19 period and the ...
Imran Yousaf, Shoaib Ali
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HEDGING WHOLESALE BEEF CUTS [PDF]
Live cattle futures markets do not offer much opportunity for effective hedging of wholesale beef cuts. If a Choice-to-Select price spread futures contract were introduced this would enhance hedging effectiveness although likely not enough to encourage ...
Schroeder, Ted C., Yang, Xiaolou
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Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract [PDF]
This paper investigates the hedging effectiveness of the Standard & Poor’s (S&P) 500 stock index futures contract using weekly settlement prices for the period July 3rd, 1992 to June 30th, 2002.
Aristeidis Samitas +2 more
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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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Cash Flow Hedge Effectiveness Analytics
, 2022 https://finpricing.com/lib/FiBondCoupon ...
openaire +1 more source
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 ...
Manfredo, Mark R., Sanders, Dwight R.
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Hedging Effectiveness under Conditions of Asymmetry [PDF]
We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using Oil futures contracts.
Cotter, John, Hanly, James
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Cryptocurrencies against stock market risk: New insights into hedging effectiveness
Research In International Business and Finance, 2023 M. Just, Krzysztof Echaust
semanticscholar +1 more source
The Relative Performance of In-Sample and Out-of-Sample Hedging Effectiveness Indicators [PDF]
Hedging effectiveness is the proportion of price risk removed through hedging. Empirical hedging studies typically estimate a set of risk minimizing hedge ratios, estimate the hedging effectiveness statistic, apply the estimated hedge ratios to a second ...
Dahlgran, Roger A.
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