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Wine price risk management : international diversification and derivative instruments
Kourtis, Apostolos; Markellos, Raphaēl N.; Psychoyios, … - In: International review of financial analysis 22 (2012), pp. 30-37
Persistent link: https://www.econbiz.de/10010219704
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Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices Via Offshore Hedging
Tantisantiwong, Nongnuch - 2011
rate can affect domestic trading and prices through offshore hedging and international trade if the traders are interested … in their profit in domestic currency. It illustrates how the world prices and foreign futures prices of commodities and …
Persistent link: https://www.econbiz.de/10013131263
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Commodity Correlation Risk
Byrne, Joseph; Sakemoto, Ryuta - 2023
It is widely observed that primary commodity prices comove. A parallel literature asserts that correlation risk matters for financial returns. Our novel study connects these topics and presents evidence that commodity correlation risk is both non-constant and important for returns. We reconsider...
Persistent link: https://www.econbiz.de/10014256948
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External capital structures and oil price volatility
Burger, John D.; Rebucci, Alessandro; Warnock, Francis E.; … - 2010
This paper assesses the extent to which a country s external capital structure can aid in mitigating the macroeconomic impact of oil price shocks. Two Caribbean economies highly vulnerable to oil price shocks are considered: an oil importer (Jamaica) and an oil exporter (Trinidad and Tobago)....
Persistent link: https://www.econbiz.de/10010247919
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Annual database of global wine markets, 1835 to 2016 : methodology, derived indicators, and sources
Anderson, Kym; Pinilla, Vicente - 2017
Persistent link: https://www.econbiz.de/10011883566
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Is hedging successful at reducing financial risk exposure?
Jorge, Maria João; Augusto, Mário Gomes - In: Applied economics 48 (2016) 37/39, pp. 3695-3713
Persistent link: https://www.econbiz.de/10011621161
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Risikomanagement im Energiehandel : Grundlagen, Techniken und Absicherungsstrategien für den Einsatz von Derivaten
Bergschneider, Claus; Karasz, Michael; Schumacher, Ralf - 2001 - 2., überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10001608295
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Risikomanagement im Energiehandel : Grundlagen, Techniken und Absicherungsstrategien für den Einsatz von Derivaten
Bergschneider, Claus; Karasz, Michael; Schumacher, Ralf - 1999
Persistent link: https://www.econbiz.de/10001391906
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China and special drawing rights : towards a better international monetary system
Harrison, Matthew; Geng, Xiao - In: Journal of risk and financial management : JRFM 12 (2019) 2/60, pp. 1-15
China and the international monetary system need each other. The international monetary system is strained, with crisis just around the corner, yet reform is not on anyone's agenda. Meanwhile China, deeply invested in the current system, faces narrowing options as trading partners question its...
Persistent link: https://www.econbiz.de/10012022211
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Market Risk When Hedging a Global Credit Portfolio
Chamizo, Alvaro - 2019
We examine the efficiency of hedging a credit derivative portfolio with a contrary position in a credit index in the …, the implied adjustments in capital charges could be reduced by the mentioned hedging strategy, and we show that there is … volatility are high. Increases in VIX, in the 10-year swap rate or in liquidity risk tend to decrease hedging efficiency …
Persistent link: https://www.econbiz.de/10012894134