Results 41 to 50 of about 1,552 (152)
Gadjah Mada International Journal of Business, 2017 This study evaluates the use of futures contracts for precious metals to hedge against stock market risks and their hedging effectiveness on the Indonesian Stock Exchange (IDX) and the Kuala Lumpur Stock Exchange (KLSE).
Robiyanto Robiyanto +2 more
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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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Effect of inflation and liquidity on the Hedging of Oil Transactions by Participating in Gold Market: RS-DCC [PDF]
اقتصاد باثباتOil prices and other oil-products prices are connected and their price volatilities are parallel. Firms that are using crude oil in their products are facing the risk of price volatility which has different reactions in each era and is known under ...
Teymour Mohammadi +3 more
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Dynamic Correlations and Optimal Hedge Ratios [PDF]
, 2007 The focus of this article is using dynamic correlation models for the calculation of minimum variance hedge ratios between pairs of assets. Finding an optimal hedge requires not only knowledge of the variability of both assets, but also of the co-movement between the two assets. For this purpose, use is made of industry standard methods, like the naive
Charles S. Bos, Phillip Gould
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Production of sugar and alcohol: financial and operational strategies
Revista Produção Online, 2014 This article proposes the construction of an optimization model to define the product portfolio of a sugarcane mill, taking into account operational and financial aspects.
Celma de Oliveira Ribeiro +2 more
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Humanities & Social Sciences CommunicationsThis study contributes to the literature on socially responsible investing by examining the diversification potential of green bonds and futures for a commodities’ index, gold and treasury bonds, alongside the SRI-KEHATI Index and the Dow Jones ...
Ana Iglesias-Casal +3 more
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Comparison of the Impact of Econometric Models on Hedging Performance by Crude Oil and Natural Gas
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2018 The paper examines the performance of hedging spot prices in crude oil and natural gas. The subject of the research are spot prices of West Texas Intermediate and Henry Hub.
Luděk Benada
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Price Uncertainty and Optimal Hedging in the Agricultural Market
Transylvanian Review of Administrative Sciences, 2014 The increased volatility of the agricultural prices has detrimental effects on the economic welfare and raises concerns regarding poverty and malnutrition at a global level.
Nicolae ISTUDOR +3 more
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IIMB Management ReviewThis study employs novel quantile time-frequency connectedness approach to explore the dynamic connectedness among sustainable assets (sustainable, green bond, and clean energy index), traditional assets (traditional index and crude oil), and ...
Satyaban Sahoo, Deepti Singh
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Unlocking the diversification benefits of DeFi for ASEAN stock market portfolios: a quantile study
Financial InnovationThis study examines the return connectedness between decentralized finance (DeFi)’s and the Association of Southeast Asian Nations (ASEAN) stock markets using the quantile vector autoregressive framework, which allows us to investigate the connectedness ...
Shoaib Ali, Youssef Manel
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