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HEDGING, HEDGE ACCOUNTING AND SPECULATION: EVIDENCE FROM CANADIAN OIL AND GAS COMPANIES

Smistad, Rikard; Pustylnick, Igor - In: Global Journal of Business Research 6 (2012) 3, pp. 49-62

Using archival data, this paper presents the results of analyzing a sample of twelve primarily oil and gas, western Canadian energy firms and their use of financial derivatives to manage commodity price risk. The firms range in size from small to large based on total assets. All twelve companies...

Persistent link: https://www.econbiz.de/10011205775

Research on the margin of futures markets and the policy spillover effect

Wan, Difang; Yang, Yang; Fang, Dong; Yang, Guang - In: China Finance Review International 1 (2010) December, pp. 34-56

Purpose–The purpose of this paper is to investigate whether the change of margin in Chinese futures markets has policy spillover effects. Design/methodology/approach–The paper constructs a model based on Harzmark and on Chng, taking Chinese futures markets status quo as a single species and...

Persistent link: https://www.econbiz.de/10010561536

ON THE DETERMINANTS OF DERIVATIVE HEDGING BY INSURANCE COMPANIES: EVIDENCE FROM TAIWAN

Shiu, Yung-Ming; Wang, Chi- Feng; Adams, Andrew; Shin, … - In: Asian Economic and Financial Review 2 (2012) 4, pp. 465-479

participate in derivative hedging activities. In the case of foreign exchange risk, the greater the exposure, the greater the …

Persistent link: https://www.econbiz.de/10010567117

Optimal Hedging when the Underlying Asset Follows a Regime-switching Markov Process

François, Pascal; Gauthier, Geneviève; Godin, Frédéric - Centre Interuniversitaire sur le Risque, les Politiques … - 2012

We develop a flexible discrete-time hedging methodology that minimizes the expected value of any desired penalty … function of the hedging error within a general regime-switching framework. A numerical algorithm based on backward recursion … allows for the sequential construction of an optimal hedging strategy. Numerical experiments comparing this and other …

Persistent link: https://www.econbiz.de/10010568418

Derivate und interne Modelle : modernes Risikomanagement

Eller, Roland; Deutsch, Hans-Peter - 1998

Persistent link: https://www.econbiz.de/10004284894

Hedging of currency risk exposure and international invitations for tenders : a numerical analysis

Breuer, Wolfgang; Gürtler, Marc - 1998

Persistent link: https://www.econbiz.de/10004292375

Managing credit risk with credit derivatives

Broll, Udo; Gilroy, Bernard Michael; Lukas, Elmar - 2005

Persistent link: https://www.econbiz.de/10004845304

Hedging with multi-factor interest rate models

Vocke, Carsten - 2005

Persistent link: https://www.econbiz.de/10004852423

Portraits of five hedge fund fraud cases

Muhtaseb, Majed R.; Chun “Sylvia” Yang, Chun - In: Journal of Financial Crime 15 (2008) 2, pp. 179-213

Purpose – The purpose of this paper is two fold: educate investors about hedge fund managers' activities prior to the fraud recognition by the authorities and to help investors and other stakeholders in the hedge fund industry identify red flags before fraud is actually committed....

Persistent link: https://www.econbiz.de/10014865402

Risk Management and Derivatives Use in Australian Firms

Batten, Jonathan A.; Hettihewa, Samanthala - In: Journal of Asia Business Studies 1 (2007) 2, pp. 37-44

Country‐specific information on risk management is increasingly important, not only for investors and decision makers in international markets but also, for those in national and regional markets. This study reports the results of a cross‐sectional survey of risk management practice and...

Persistent link: https://www.econbiz.de/10014838249