Results 81 to 90 of about 41,672 (247)

Hedging effectiveness of cryptocurrencies in the European stock market

Journal of international financial markets, institutions, and money, 2023
Luca Gambarelli, G. Marchi, S. Muzzioli
semanticscholar   +1 more source

Issues on Hedge Effectiveness Testing [PDF]

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.
Bunea-Bontaş, Cristina Aurora, Culiţă, Gica, Petre, Mihaela Cosmina   +2 more
core   +1 more source

The variable effectiveness of hedging strategies

International Relations of the Asia-Pacific, 2019
Governments often adopt hedging strategies to mitigate risks they face in international affairs. They hedge in the conventional, financial sense of the term by seeking to offset risks in global markets.
J. Ciorciari
semanticscholar   +1 more source

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.
Jong, A. de, Roon, F.A. de, Veld, C.H.
core   +1 more source

Hedging Break-Even Biodiesel Production Costs Using Soybean Oil Futures [PDF]

The effectiveness of hedging volatile input prices for biodiesel producers is examined over one- to eight-week time horizons. Results reveal that hedging break-even soybean costs with soybean oil futures offers significant reductions in input price risk.
Graf, Johannes, McKenzie, Andrew M., Popp, Michael P.   +2 more
core   +1 more source

Comparing conditional hedging strategies. [PDF]

The traditional approach to discriminate amongst two competing hedging strategies is to compare the sample portfolio return variance implied by each strategy. This simple approach suffers from two drawbacks.
de Ville, e Goyet, C
core  

Hedging in Field Theory Models of the Term Structure

, 2002
We use path integrals to calculate hedge parameters and efficacy of hedging in a quantum field theory generalization of the Heath, Jarrow and Morton (HJM) term structure model which parsimoniously describes the evolution of imperfectly correlated forward
Andrew Matacz, Belal E. Baaquie, Belal E. Baaquie, Belal E. Baaquie, Belal E. Baaquie, D. P. Kennedy, D. P. Kennedy, E. Eberlein, J.-P. Bouchaud, Marakani Srikant, Pedro Santa-Clara, Robert Goldstein, Robert Jarrow, Tomas Bjork, Tomas Bjork   +14 more
core   +1 more source

THE FEASIBILITY OF A BOXED BEEF FUTURES CONTRACT: HEDGING WHOLESALE BEEF CUTS [PDF]

The purpose of this paper is to investigate the feasibility of a new futures contract for hedging wholesale transactions in the beef industry based on the USDA boxed beef cutout index (BBCO). The results suggest the live cattle futures contract is not an
Garcia, Philip, Hahn, Tony, Leuthold, Raymond M., Mattos, Fabio   +3 more
core   +1 more source

Dynamic relationships, investment performance, and hedging efficacy: Insights from marine shipping equities and major financial asset classes during black swan events

Transportation Research Interdisciplinary Perspectives
Amid the turbulent periods of the COVID-19 outbreak and the war in Ukraine, this study investigates the dynamic relationships, portfolio performance, and hedging effectiveness of marine equities in relation to key asset classes—namely commodities, stocks,
Ghulame Rubbaniy, Aktham Maghyereh, Walid Cheffi, Ali Awais Khalid   +3 more
doaj   +1 more source

THE DYNAMIC HEDGING EFFECTIVENESS FOR SOYBEAN FARMERS OF MATO GROSSO WITH FUTURES CONTRACTS OF BM&F [PDF]

Dynamic hedging effectiveness for soybean farmers in Rondonópolis (MT) with futures contracts of BM&F is calculated through optimal hedge determination, using the bivariate GARCH BEKK model, which considers the conditional correlations of the prices ...
Caldarelli, Carlos Eduardo, Rocha, Waldemar Antonio da   +1 more
core   +1 more source