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Hedging commodity procurement in a bilateral supply chain
Turcic, Danko; Kouvelis, Panos; Bolandifar, Ehsan - In: Manufacturing & service operations management : M & SOM 17 (2015) 2, pp. 221-235
Persistent link: https://www.econbiz.de/10011283781
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Functional effectiveness of commodity futures market : a comparative assessment of agricultural and metal commodities
Rout, Bhabani Sankar; Das, Nupur Moni; Rao, Kode … - In: Paradigm : the journal of Institute of Management Technology 25 (2021) 1, pp. 42-60
Persistent link: https://www.econbiz.de/10012590465
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Hedging long-dated oil futures and options using short-dated securities : revisiting Metallgesellschaft
Doran, James S.; Ronn, Ehud I. - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-10
Since the collapse of the Metallgesellschaft AG due to hedging losses in 1993, energy practitioners have been concerned … hedging long-dated futures and options with their short-dated counterparts, we find that the long-term tracking errors are, on …
Persistent link: https://www.econbiz.de/10012626875
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Costs of futures hedging in corn and soybean markets
Shi, Ruoding; Isengildina Massa, Olga - In: Journal of agricultural and resource economics : JARE ; … 47 (2022) 2, pp. 390-409
Persistent link: https://www.econbiz.de/10013285540
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Managing storable commodity risks : the role of inventory and financial hedge
Kouvelis, Panos; Li, Rong; Ding, Qing - In: Manufacturing & service operations management : M & SOM 15 (2013) 3, pp. 507-521
Persistent link: https://www.econbiz.de/10009782007
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Linear hedging of crude oil and natural gas
Benada, Luděk - In: International journal of trade and global markets 11 (2018) 4, pp. 323-333
Persistent link: https://www.econbiz.de/10011999114
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Does Bitcoin hedge commodity uncertainty?
Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14
This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...
Persistent link: https://www.econbiz.de/10012305145
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Hedging and non-hedging trading strategies on commodities using the d-Backtest PS method : optimized trading system hedging
Vezeris, Dimitrios Th.; Kyrgos, Themistoklis S.; … - In: Investment management and financial innovations 15 (2018) 3, pp. 351-369
Persistent link: https://www.econbiz.de/10012055584
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Risk premium in the era of shale oil
Ferriani, Fabrizio; Natoli, Filippo; Veronese, Giovanni; … - 2019
Persistent link: https://www.econbiz.de/10012017771
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The impact of market participants' interaction on futures prices : comparing three US wheat futures markets
Bosch, David - In: International journal of financial markets and derivatives 6 (2017) 2, pp. 120-148
Persistent link: https://www.econbiz.de/10011862379