. It calls for such hedging techniques that mitigate this risk level, thus, allowing corporations to enjoy a solid return …. This paper draws attention to a new determinant of hedging, i.e., the role of ownership concentration in risk management …Risk management has been gaining tremendous fame for the last couple of years. Firms in developed and developing …

In this paper, we treat output as a decision variable. Moreover, we employ a general form of basis risk. Furthermore …, we relax the statistical-independence assumption between the spot price and basis risk. …

in order to account for risk reduction through hedging. Results allow us to conclude that: dynamic hedging strategies …We explore optimal hedge ratios and hedging effectiveness for the German electricity market. Given the increasing … provide higher variance reductions in terms of hedging effectiveness; there is poor correlation among spot and futures, not …

. Drawing on Multivariate Garch DCC models, the hedging effectiveness of bivariate Swiss Franc-hedged portfolios is found to be … notably higher than that of gold-hedged portfolios. Value-at-Risk simulations, assuming equal or "optimal" portfolio weights …

This paper proposes new dynamic conditional futures hedge ratios and compares their hedging performances along with … hedging effectiveness and (2) has a statistically significantly higher hedging effectiveness than the other hedge ratios …

's bias-adjusted variant's BAM is restricted to old data that is from a different c regime, the hedging performance of hc and …

This paper investigates the dynamic evolution of tail risk interdependence among U.S. banks, financial services and …. The tail risk interdependence measurement framework relies on the multivariate Student-t Markov switching (MS) model and … the multiple-conditional value-at-risk (CoVaR) (conditional expected shortfall (CoES)) risk measures introduced in …