rainfall risk than the rainfall bonds and the capital requirement for an effective hedging of the rainfall insurance portfolio …

the portfolio improvement brought by the inclusion of the VIX derivative, and establish that it is positive theoretically …

Purpose This study examines the impact of hedging on firm value of Sharīʿah compliant firms (SCFs) in a non … the non-linear relationship. Findings This study concludes that hedging significantly contributes to firm value of SCFs … degree of derivatives usage and risk. Second, firms practice selective hedging to maintain the upside potential of firm value …

Hedge Ratio (OHR) across different hedging time horizons. We examine whether hedge ratios calculated over a short term … hedging horizon can be scaled and successfully applied to longer term horizons. We also test the equivalence of scaled hedge … ratios with those calculated directly from lower frequency data and compare them in terms of hedging effectiveness. Our …

reliably characterize any random variable (in our case derivative) with just its first moment. • This lack of attention to … moments and “greeks”. The lack of focus of practitioners on such probabilities invites the next crisis situation. • Hedging of …

as a study of effects of foreign currency hedging, measured through proxies, on the levels of economic exposure. Then, a … adjustment, which have been used as foreign currency hedging proxy; these results would seem to confirm that foreign currency … hedging reduces exchange- rate exposure …