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Many developing economies are heavily exposed to commodity markets, leaving them vulnerable to the vagaries of international commodity prices. This paper examines the use of commodity options-including plain vanilla, risk reversal, and barrier options-to hedge such risk. It then proposes the use...
Persistent link: https://www.econbiz.de/10005604862
Persistent link: https://www.econbiz.de/10003667556
Many developing economies are heavily exposed to commodity markets, leaving them vulnerable to the vagaries of international commodity prices. This paper examines the use of commodity options-including plain vanilla, risk reversal, and barrier options-to hedge such risk. It then proposes the use...
Persistent link: https://www.econbiz.de/10014401875
Many developing economies are heavily exposed to commodity markets, leaving them vulnerable to the vagaries of international commodity prices. This paper examines the use of commodity options-including plain vanilla, risk reversal, and barrier options-to hedge such risk. It then proposes the use...
Persistent link: https://www.econbiz.de/10012677561
Many developing economies are heavily exposed to commodity markets, leaving them vulnerable to the vagaries of international commodity prices. This paper examines the use of commodity options - including plain vanilla, risk reversal, and barrier options - to hedge such risk. It then proposes the...
Persistent link: https://www.econbiz.de/10012772923