Hedging effectiveness
October 14th 2007
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Hedging effectiveness
SSRN-Time-Varying Distribution and Hedging Effectiveness of Three ...
SSRN-Time-Varying Distribution and Hedging Effectiveness of Three Pacific-Basin Stock Futures by Taufiq Choudhry (more...)
Hedging Effectiveness around USDA Crop Reports
Hedging Effectiveness around USDA Crop Reports by Andrew McKenzie and NavinderpalSingh Suggested citation format: McKenzie, A., and N. Singh. 2008. (more...)
Producer-Level Hedging Effectiveness of Class III Milk Futures
Producer-Level Hedging Effectiveness of Class III Milk Futures By Ira J. Altman, Dwight Sanders, and Jonathan Schneider Introduction Low farm gate prices and substantial price ... (more...)
Hedging Effectiveness under Conditions of Asymmetry - Munich RePEc ...
We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and ... (more...)
Comparing Hedging Effectiveness: An Application of the Encompassing ...
Link to resource: Author/Contributor: Sanders, Dwight R. ? Manfredo, Mark R. Published in: Journal of Agricultural and Resource Economics. Vol 29. (more...)
EconPapers: An empirical analysis of the hedging effectiveness of ...
By A. de Jong, F. de Roon and Chris Veld; Abstract: Existing research on the hedging effectiveness of currency futures assumes that futures positions are continuously (more...)
HEDGING EFFECTIVENESS FOR UTILITIES
OVERVIEW If you're a utility CFO, you know fuel and purchased power costs dominate your operating budget. You also know these costs have increased several hund red percent in ... (more...)
AgEcon Search: Item 23215
Title: Hedging Effectiveness of U.S. Wheat Futures Markets: Authors: Wilson, William W. Issue Date: 1982: Series/Report no.: Agricultural Economics Report No. 165 (more...)
Testing Hedge Effectiveness Under SFAS 133
The prospective measure of hedging effectiveness is based on the adjusted R2 produced by a regression in which the change in the value of the hedged item is the ... (more...)
Corresponding author. Department of Finance, Concordia University ...
Simulation of effect of daily price limits upon hedging effectiveness of futures contract Suppose that over a particular period, futures prices of the futures contract are not ... (more...)