-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 …

using either of the two alone. Third, hedging using price and crop yield futures has a potential to offer benefits larger …The use of crop yield futures contracts is examined. The expectation being modeled here reflects that of an Illinois … alternatives: 1) a revenue hedge using just price futures, 2) a revenue hedge using crop yield futures, 3) an unhedged scenario …

hog futures price, this paper compares the hedging effectiveness of the live hog futures contract to the hedging potential … hogs. For the other three meats, no futures contract demonstrated a clear hedging advantage. …The lean hog futures contract is replacing the live hog futures contract at the Chicago Mercantile Exchange beginning …

study uses survey data, which enables us to differentiate between hedging aimed at translation exposure and transaction … increasing with firm size and exposure and that liquidity constraints are important in explaining transaction exposure hedging …. Importantly, we find that the existence of loan covenants explains translation exposure hedging. This suggests that firms hedge …

provide also an explicit way to compute the hedging ratio (Delta) to hedge the option with its underlying. …

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

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