Similar Search Results

European natural gas seasonal effects on futures hedging

Martínez, Beatriz; Torró, Hipòlit - 2015

This paper is the first to discuss the design of futures hedging strategies in European natural gas markets (NBP, TTF … values of the basis (futures price minus spot price). This fact remain true for short (a week) and long (one, three and six …

Persistent link: https://www.econbiz.de/10010479020

European natural gas seasonal effects on futures hedging

Martínez, Beatriz; Torró, Hipòlit - In: Energy economics 50 (2015), pp. 154-168

Persistent link: https://www.econbiz.de/10011564010

European Natural Gas Seasonal Effects on Futures Hedging

Martínez, Beatriz - 2015

Persistent link: https://www.econbiz.de/10013028042

Hedging spark spread risk with futures

Martínez, Beatriz; Torró, Hipòlit - 2017 - Version: July 2017

Persistent link: https://www.econbiz.de/10011745081

Do firms sell forward for strategic reasons? : an application to the wholesale market for natural gas

Eijkel, Remco van; Moraga-González, José Luis - 2010

Building on a model of the interaction of risk-averse frms that compete in forward and spot markets, we develop an empirical strategy to test whether oligopolistic frms use forward contracts for strategic motives, for risk-hedging, or for both. An increase in the number of players weakens the...

Persistent link: https://www.econbiz.de/10011380799

Hedging effectiveness of commodity futures contracts to minimize price risk : empirical evidence from the Italian field : crop sector

Penone, Carlotta; Giampietri, Elisa; Trestini, Samuele - In: Risks : open access journal 9 (2021) 12, pp. 1-14

prices. Among others, hedging in futures markets (i.e., financial markets) represents an available strategy for producers to … unhedged portfolio for assessing the income risk reduction. Findings confirm the hedging effectiveness of futures contracts for …

Persistent link: https://www.econbiz.de/10012705087

Relationships among US S&P500 stock index, its futures and NASDAQ index futures with volatility spillover and jump diffusion : modeling and hedging performance

Liu, Hsiang-Hsi; Lin, Yu-Cheng - In: Bulletin of applied economics 8 (2022) 1, pp. 121-148

Persistent link: https://www.econbiz.de/10013271045

Hedging effectiveness of European wheat futures markets : an application of multivariate GARCH models

Zuppiroli, Marco; Revoredo Giha, César L. - In: International journal of applied management science 8 (2016) 2, pp. 132-148

Persistent link: https://www.econbiz.de/10011636094

A three-factor hazard rate model for single-name credit default swap pricing

Zhong, Yangfan; Mi, Yanhui - In: The journal of credit risk : published quarterly by … 18 (2022) 2, pp. 27-63

Persistent link: https://www.econbiz.de/10014546386

Research on hedging effectiveness of gold futures at home and abroad in post-epidemic era

Zhang, Xiaoyan; Liu, Jinling; Zhang, Guosheng - In: Proceedings of the 5th International Conference on …, (pp. 573-586). 2022

Persistent link: https://www.econbiz.de/10013352918

1
2
3
4
5
6
7
8
9
10
Next
Last