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 …

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 …

unobserved instantaneous forward rate is analyzed. The fact that futures contracts can be viewed as derivative instruments on the …

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

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 …