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Hedging the Counterparty Credit Risk of an Oil Company with Oil Futures Using Dynamic GARCH – A Derivative's Approach to Right-Way Risk
Lehrbass, Frank - 2014
stage I subsume various models for optimal hedging under one general co-integrated model. In a worked example three models …
Persistent link: https://www.econbiz.de/10013061102
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Counterparty Credit Risk and Clearing of Derivatives – From the Perspective of an Industrial Corporate with a Focus on Commodity Markets
Lehrbass, Frank - 2013
markets, the available tools for credit risk management with a special focus on clearing, CDS, the hedging and pricing of … Securitizations and Derivatives. Chichester: Wiley & Sons 2013 …
Persistent link: https://www.econbiz.de/10013089861
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Measuring the climate risk exposure of insurers
Jung, Hyeyoon; Engle, Robert F.; Ge, Shan; Zeng, Xuran - 2023
Insurance companies can be exposed to climate-related physical risk through their operations and to transition risk through their $12 trillion of financial asset holdings. We assess the climate risk exposure of property and casualty (P&C) and life insurance companies in the U.S. We construct a...
Persistent link: https://www.econbiz.de/10014313988
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Hedging, selective hedging, or speculation? Evidence of the use of derivatives by Brazilian firms during the financial crisis
Luiz Rossi, José - In: Journal of Multinational Financial Management 23 (2013) 5, pp. 415-433
explain the use of derivatives and hedging by firms but market timing in the derivative markets is explained solely by firms …This paper analyse the use of foreign exchange derivatives by non-financial publicly traded Brazilian companies from … 2007 to 2009. Using balance-sheet data on firms’ positions in derivatives and their foreign exchange exposure, the paper …
Persistent link: https://www.econbiz.de/10010719020
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The relationship between earnings volatility and corporate risk disclosures
Rammala, Johannes; Toerien, Franz Eduard - In: South African journal of economic and management sciences 27 (2024) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10015046025
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Hedging, selective hedging, or speculation? : evidence of the use of derivatives by Brazilian firms during the financial crisis
Rossi Júnior, José Luiz - In: Journal of multinational financial management 23 (2013) 5, pp. 415-433
Persistent link: https://www.econbiz.de/10010252367
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Firm, market and top management antecedents of speculation: lessons for corporate governance
Zeidan, Rodrigo; Müllner, Jakob - In: Journal of multinational financial management 32/33 (2015), pp. 42-58
Persistent link: https://www.econbiz.de/10011540109
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The usage of currency derivatives in multilateral banks
Kamau, Philip O.; Inanga, Eno L.; Rwegasira, Kami S. - In: Management research review 38 (2015) 5, pp. 482-504
Persistent link: https://www.econbiz.de/10011387060
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Corporate hedging and speculation with derivatives
Bartram, Söhnke M. - In: The journal of corporate finance : contracting, … 57 (2019), pp. 9-34
Persistent link: https://www.econbiz.de/10012098853
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The usage of currency derivatives in multilateral banks
KAMAU, PHILIP; INANGA, ENO L.; RWEGASIRA, KAMI - In: Management Research Review 38 (2015) 5, pp. 482-504
derivatives (CDs) to hedge and speculate in managing currency risk. It aims to provide an empirical assessment of CDs products …
Persistent link: https://www.econbiz.de/10014952838