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THE INFORMATION CONTENT OF IMPLIED VOLATILITY FROM OPTIONS ON AGRICULTURAL FUTURES CONTRACTS

Manfredo, Mark R.; Sanders, Dwight R. - 2002

Agricultural risk managers need forecasts of price volatility that are accurate and meaningful. This is especially true given the greater emphasis on firm level risk measurement and management (e.g., Value-at-Risk and Enterprise Risk Management). Implied volatility is known to provide a readily...

Persistent link: https://www.econbiz.de/10009442962

Price Discovery in Private Cash Forward Markets - The Case of Lumber

Sanders, Dwight R.; Manfredo, Mark R. - 2005

Cash forward contracting is a common, and often preferred, means of managing price risk for agribusinesses. Despite this, little is known about the performance of cash forward markets, in particular the role they play in price discovery. The lumber market provides a unique case for examining...

Persistent link: https://www.econbiz.de/10009442968

GENERALIZED HEDGE RATIO ESTIMATION WITH AN UNKNOWN MODEL

Dorfman, Jeffrey H.; Sanders, Dwight R. - 2004

Myers and Thompson (1989) pioneered the concept of a generalized approach to estimating hedge ratios, pointing out that the model specification could have a large impact on the hedge ratio estimated. While a huge empirical literature exists on estimating hedge ratios, the literature is lacking a...

Persistent link: https://www.econbiz.de/10009442973

DOES THE CFTC COMMITMENTS OF TRADERS REPORT CONTAIN USEFUL INFORMATION?

Sanders, Dwight R.; Boris, Keith - 2000

The Commodity Futures Trading Commission's Commitments of Traders data are examined. Non-commercial positions are thought to contain the least amount of measurement error. Although non-commercials comprise a relatively small percent of the tested markets' open interest (10% to 22%), they have...

Persistent link: https://www.econbiz.de/10009443007

Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust)

Irwin, Scott H.; Sanders, Dwight R.; Merrin, Robert P. - 2009

It is commonly asserted that speculative buying by index funds in commodity futures andover–the–counter derivatives markets created a ‘‘bubble’’ in commodity prices, with the resultthat prices, and crude oil prices, in particular, far exceeded fundamental values at the peak.The...

Persistent link: https://www.econbiz.de/10009446398

A válság hatása a vállalatok marketingtevékenységére ; It's title in English: The Impact of Financial Crisis on Marketing Activities of Hungarian Companies

Mitev, Ariel; Bauer, András - 2012

. ; Abstract: In this study the marketing responses of the companies were analyzed, which were involved in the Competitiveness … proceeded the empirical part. The capability of dynamic adaptation to consumer needs defines the right strategy in marketing. In … strategic directions or their marketing strategy. The most popular crisis management tools include the search for new markets …

Persistent link: https://www.econbiz.de/10010123883

Winning Media Strategies in the Time of the Economic Crisis

Horváth, Dóra; Mitev, Ariel Zoltán; Bauer, András - 2014

At the time of the economic crisis cutting marketing and media expenses is a common corporate reaction. While this … desired level in marketing communication practices even in crisis periods. …

Persistent link: https://www.econbiz.de/10010352952

Online vs. Offline Gossip as a Source of Corporate Communicative Advantage

Horváth, Dóra; Mitev, Ariel Zoltán; Bauer, András; … - 2010

In a world that may be described by information revolution, it is becoming more and more important to discover the diffusion of information and news in a new technological environment. We are not dependent but, more in control of receiving and forwarding information in this technology driven...

Persistent link: https://www.econbiz.de/10010353079

A szervezeti identitás meghatározása, elemei és menedzselése (Defining of organizational identity and its components and management)

Dörnyei, Krisztina; Bauer, András - 2014

Jelen cikk a szervezeti identitás különböző tudományos értelmezéseit, elemeit mutatja be és kapcsolja össze a gyakorlattal. A szerzők értelmezése szerint a szervezeti identitás nem azonos a köznyelvben elterjedt arculattal (sem image-zsal), hanem egy holisztikus,...

Persistent link: https://www.econbiz.de/10010434980

A banki hitelfelvevők rejtett gazdaságból származó jövedelme: Marketing megközelítés és empirikus kísérlet a kockázatkezelés szolgálatában

Bauer, András; Csepeti, Ádám; Gáti, Mirkó; Mitev, … - 2012

A rejtett gazdaság kiemelkedő makrogazdasági problémának tekinthető a kelet-közép európai társadalmakban, a széles terjedelemben ingadozó kutatási eredmények Magyarországon a GDP 20- 25%-ára becsülik az informális szektor méretét. A nem megfigyelt gazdaságból származó...

Persistent link: https://www.econbiz.de/10011287915