Results 141 to 150 of about 1,552 (152)

Optimal Hedge Ratio and Hedging Effectiveness in Turkish Stock Index Futures Market

2015
In this study, optimum hedge ratio and hedging effectiveness of Turkish index futures market are investigated and five different hedging horizons including daily hedging and one, two, three, and four weeks hedging are examined. In the study, six different models including ordinary least squares (OLS), error correction model (ECM), generalized ...
openaire   +2 more sources

Constant or Time-Varying Optimal Hedge Ratios?

1993
Moschini, Giancarlo, Aradhyula, Satheesh, Moschini, Giancarlo, Aradhyula, Satheesh   +3 more
openaire   +1 more source

The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method

International Journal of Finance and Economics, 2019
Yue-Jun Zhang, Lu-Tao Zhao
exaly  

Composite hedge and utility maximization for optimal futures hedging

International Review of Economics and Finance, 2020
exaly  

Optimal design of hedge-algebras–based controller for vibration control of vehicle suspension systems

Proceedings of the Institution of Mechanical Engineers Part I: Journal of Systems and Control Engineering
Hai-Le Bui, Thi Thoa Mac, An Tran Ngoc
exaly  

Optimal Introductive Sequence of Hedge Fund Baskets in the Korean Market

Journal of Korean Institute of Industrial Engineers, 2012
exaly  

Optimal Hedge Ratio Estimation and Effectiveness Using ARCD

Journal of Forecasting, 2013
exaly  

Determining the effectiveness of optimal time-varying hedge ratios for cattle feeders under multiproduct and single commodity settings

Agricultural Finance Review, 2014
exaly  

Comparative analysis of risk measures for optimal hedge ratio determination

Finance Research Letters
Fernanda Maria Müller, Marcelo Righi
exaly  

Optimal Model of Hedge Ratio based on Incremental and Existing Portfolio of the Maximum Return Probability

Systems Engineering - Theory & Practice, 2009
exaly