). The main paper conclusion is that the hedging widely (up to 10\% of the underlying risk) between the model, specially with …

The paper assesses the usefulness of selective hedging strategies when combined with forecast techniques in the live … hog contract. The use of routine futures and options hedging is not attractive relative to a cash-only strategy. However …, forecasting and hedging can contribute to price risk management improvement for risk-averse producers. Consistent with previous …

We compare single factor Markov-functional and multi factor market models for hedging performance of Bermudan swaptions …. We show that hedging performance of both models is comparable, thereby supporting the claim that Bermudan swaptions can …

position in the stock. For example, delta-hedging involves two deltas, one corresponding to the stock and the other to the …

-varying minimum variance hedge ratios for corn and nickel spot and futures prices. Out-of-sample point estimates of hedging portfolio … variance show that compared to the state-independent BEKK-GARCH model, the RS-BEKK-GARCH model improves out-of-sample hedging …

composition. We provide explicit formulas within the HJM one-factor models with deterministic volatility together with hedging …

draw four major conclusions from the results. First, hedging effectiveness using the new crop yield contract depends … using either of the two alone. Third, hedging using price and crop yield futures has a potential to offer benefits larger …