management the ETFs with negative leverage factors can also be applied for the hedge or cross hedge of a portfolio. These hedging … case that a bearish market is supposed, minimizing the variance of the hedge seems not to obtain better hedging results … return high leverage factors should not be used for hedging, due to the higher volatility and target-shortfall probability. …

spot prices and US equity prices following the 2007 Global Financial Crisis. It also aims at estimating hedging …,870 daily observations of US financial market during 2007-2017. Findings-The results suggest that the hedging effectiveness of … investors, policy makers and portfolio managers. The key findings of this study are critical in formulating optimal hedging …

is essential for companies to engage in hedging as part of their financial policy in order to prevent their results from … being affected by market frictions. In this context, the present study aimed to verify the impact of hedging on the agency … companies between 2010 and 2017 (all companies that use derivatives for hedging). The results obtained agree with the literature …

traded assets. Previous work has addressed the economic properties of Bitcoin with regards to its hedging or diversification …

investors. Gold, Bitcoin and Ethereum can be considered as safe havens or as hedging instruments during the COVID-19 crisis. In … contrast, Stablecoins (Tether and TrueUSD) do not offer hedging opportunities for US and Chinese investors. Originality … helping investors to identify optimal diversification and hedging strategies during a crisis. …

hedging strategies of a duopoly. Firms are exposed to demand uncertainty that leads to price risk and can hedge their risk …, we explore the Cournot duopoly with a simultaneous hedging opportunity; second, we analyze the case with a sequential …