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Cross hedging under multiplicative basis risk [PDF]
, 2011 Cross hedging price risk in an incomplete financial market creates basis risk. We propose a new way of modeling basis risk where price risk and basis risk are combined in a multiplicative way.
Adam-Müller, Axel, Nolte, Ingmar
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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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Application of futures in calculating optimal hedge ratio in crude oil market: Comparison between static and dynamic approaches [PDF]
مدلسازی اقتصادسنجی, 2020 Futures are used as the most important risk hedge tools to reduce the risk of the crude oil market. The optimal hedging risk strategy is determined by calculating the optimal hedging risk ratio.
Simin Aleali +3 more
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Hedging with futures contracts in the Brazilian soybean complex: BM&F vs. CBOT
Revista de Economia e Sociologia Rural, 2003 This article analyzes the effectiveness of hedging Brazilian soy oil, soy meal, and soybeans in the Chicago Board of Trade (CBOT) and in the Brazilian Commodities and Futures Exchange (BM&F) to reduce the risk of financial loss due to commodity price ...
Silva Andréia Regina O. da +2 more
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Фінансово-кредитна діяльність: проблеми теорії та практикиThe article examines the topical issue of risk management in foreign economic and logistics activities, which is closely related to the enterprise’s chosen strategy and ensures its sustainable development.
Maryna Ivanova +5 more
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Journal of Probability and Statistics, 2011 We present a method of optimal hedging and pricing of equity-linked life insurance products in an incomplete discrete-time financial market. A pure endowment life insurance contract with guarantee is used as an example.
Norman Josephy +2 more
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Развитие образования, 2022 The article focuses on linguistic hedging which helps avoid sounding arrogant or too certain of what you state in a research article. The relevance of the theme is based on the fact that nowadays the increasing number of Russian-speaking authors make ...
Irina V. Kochkareva
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Oil market financialisation and Russian Government budget hedging
Стратегические решения и риск-менеджмент, 2018 Market financialisation radically changes the process of oil pricing and results in increase of price volatility. Normal contango situation in financial markets is favorable for government risk hedging.
V. V. Bushuev +2 more
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Managing investment and liquidity risks for derivatives within a market impact perspective [PDF]
Insurance Markets and Companies, 2017 The recent period has experienced many instances when market volatility suddenly increased even when there were no well-known fundamental catalysts, as illustrated by the short-lived but sharp transitions from low volatility to high volatility, as many ...
Aymeric Kalife
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Long Combo strategy using barrier options and its application in hedging against a price drop [PDF]
Acta Montanistica Slovaca, 2012 This paper presents hedging analysis against an underlying price drop by Long Combo strategy using barrier options. Applicationof hedging results in SPDR Gold Shares is performed as well.
Vincent Šoltés, Martina Rusnáková
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