Search Results - subject:"Hedging efficiency"

Hedging efficiency of energy commodities between Indian and american commodity exchanges : constant and time-varying approaches

Rajesh, R.; Nandini, A. Satya - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 537-546

Persistent link: https://www.econbiz.de/10014435254

Weather risk management in agriculture using weather derivatives

Bobrikova, Martina - In: Italian review of agricultural economics 77 (2022) 2, pp. 15-26

and evaluate the hedging efficiency. Agriculture is a sector highly sensitive to meteorological elements that affect the …

Persistent link: https://www.econbiz.de/10013499476

Hedging ship price risk using freight derivatives in the drybulk market

Adland, Roar; Ameln, Haakon; Børnes, Eirik A. - In: Journal of Shipping and Trade (JST) 5 (2020) 1, pp. 1-18

expected future earnings of a vessel. We investigate the corresponding hedging efficiency when using a portfolio of FFA prices … hedge ratios generated from a dynamic conditional correlation GARCH (1,1) model. We find that the hedging efficiency is … an extension of earlier empirical work which has only considered the hedging efficiency of varying-maturity calendar FFA …

Persistent link: https://www.econbiz.de/10014557531

Hedging ship price risk using freight derivatives in the drybulk market

Adland, Roar; Ameln, Haakon; Børnes, Eirik A. - In: Journal of shipping and trade 5 (2020) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10012301104

Competence and efficacy of commodity futures market : dissection of price discovery, volatility, and hedging

Rout, Bhabani Sankar; Das, Nupur Moni; Rao, Kode … - In: IIMB management review 33 (2021) 2, pp. 146-155

Persistent link: https://www.econbiz.de/10013205213

Cross-hedging aviation fuel price exposures with commodity futures : evidence from the Indian aviation industry

Kar, Sujata; Khandelwal, Pulkit - In: IIMB management review 32 (2020) 4, pp. 389-401

Persistent link: https://www.econbiz.de/10013205225

Options delta hedging with no options at all

Jabłecki, Juliusz; Kokoszczyński, Ryszard; Sakowski, … - Wydział Nauk Ekonomicznych, Uniwersytet Warszawski - 2014

optimal frequency of hedge adjustment and its influence on hedging efficiency. We present results of a simple hedge strategy …

Persistent link: https://www.econbiz.de/10010934669

Return dynamics and volatility spillovers between FOREX and stock markets in MENA countries : what to remember for portfolio choice?

Arfaoui, Mongi; Rejeb, Aymen Ben - In: International journal of management and economics 46 (2015), pp. 72-100

Persistent link: https://www.econbiz.de/10011523041

Hedging Exchange Rate Economic Exposure: Real Options Or Currency Options?

Kanas, Angelos - In: Economia Internazionale / International Economics 54 (2001) 1, pp. 1-14

Previous literature suggests that economic exposure shouid be managed within the firm’s overall strategy regarding the choice of production iocation. In this paper, it is shown that this strategy is equivalent to exposed firms incorporating real options in their cost function, enabling these...

Persistent link: https://www.econbiz.de/10008459635