strategies. Findings suggest that currency-equity linkage provides better effectiveness of hedging and risk adjusted return …

facilitate hedging decisions, we propose a time-varying copula mixture for the joint behavior of the spot clean spark spread and … wind power generation directly. In this paper, we study the hedging benefits of these instruments in the context of gas …

The main purpose of this comprehensive study is to determine the optimal hedge ratios and hedging effectiveness of … capture changes in the hedging effectiveness of the contracts. We find that the diagonal VECH and constant models produce … almost identical positive results for both periods, suggesting similar high hedging effectiveness for BIST 30 equity futures …

want to trade a derivative product. The main task of this paper is to determine an efficient hedging strategy of a simple …

Hedging being a predominant financial concern, is considered as a robust method of managing investment risks …. Literature evinces that the covered call strategy provides nominal returns alongside effective hedging. However, studies have not … compared the hedging effectiveness of covered call, covered put, collar, and synthetic long call strategies in the equity …

serves as a risk management tool for all of the cities in the same climatic zone, we compare the risk hedging power between …

This paper examines hedging effectiveness of four agricultural (Soybean, Corn, Castor seed and Guar seed) and seven non … provide higher hedging effectiveness (30-70%) as compared to non-agricultural futures (20%). In the more recent period, the … hedging effectiveness of Indian futures markets has increased. When hedging effectiveness of non-agricultural Indian futures …