learning of the implementation of hedging activities. Design/methodology/approach – Using a sample of derivative user and non … coefficients before and after the disclosure of sustained hedging activity. Findings – The findings indicate that analysts … extent subsequent to disclosure of sustained hedging activity. Additionally, the findings indicate an increase in the …

and to investigate the impact of such influence on risk management – more specifically foreign exchange hedging and …

hedging against risk make the area of research very useful in the real world. Many power portfolio optimization problems have …

development of a suitable hedging strategy, using WDs, to reduce volatility affecting crop economic results. Findings – A WD … hedging strategy is a strangle consisting of combination of a call and a put on a suitable climate index. In the case history … fields are not still enough to evaluate whether a WD's hedging strategy is effective or not, implications affect both supply …

We derive the optimal hedging ratios for a portfolio of assets driven by a Cointegrated Vector Autoregressive model …

part of many derivative trading desks’ day-to-day activities and the need of accurate pricing, efficient hedging strategies … and most have a dedicated trading desk dynamically hedging their CVA. However, if pricing techniques have become standard … affect the price and the related hedging strategy and is the main focus of this article. …