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Hedging under price, output and basis risks : empirical analysis
Alghalith, Moawia; Lalloo, Ricardo - In: Annals of financial economics 15 (2020) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10012642973
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Futures hedging with stochastic volatility : a new method
Alghalith, Moawia; Floros, Christos - In: International journal of computational economics and … 10 (2020) 2, pp. 203-207
Persistent link: https://www.econbiz.de/10012226719
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A test of statistical independence under uncertainty
Alghalith, Moawia - In: International Journal of Computational Economics and … 1 (2010) 3/4, pp. 343-345
This paper presents a rigorous test of statistical independence (as opposed to lack of correlation) between two random variables.
Persistent link: https://www.econbiz.de/10010669415
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A note on output hedging with basis risk- an extension of Paroush and Wolf hedging model
Alghalith, Moawia - In: Economics Bulletin 4 (2005) 15, pp. 1-6
We extend the model of Paroush and Wolf by using a general utility and general distributions.
Persistent link: https://www.econbiz.de/10005181923
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A note on output hedging with basis risk- an extension of Paroush and Wolf hedging model
Alghalith, Moawia - In: Economics Bulletin 4 (2005) 15, pp. 1-6
We extend the model of Paroush and Wolf by using a general utility and general distributions.
Persistent link: https://www.econbiz.de/10010629345
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Hedging under production and price uncertainty: a decision analysis
Alghalith, Moawia - In: International Journal of Financial Markets and Derivatives 1 (2009) 1, pp. 1-4
Without adopting restrictive assumptions, we show the impact of the output risk on the optimal hedge, output and the hedge ratio.
Persistent link: https://www.econbiz.de/10008755251