Hedging Strategies
Evaluation of static hedging strategies for hydropower producers in the Nordic market
... Over the last decade, there has been an increasing interest, both among practitioners and in academia, in the area of risk management for electricity producers. These have had to adapt to the new environment that the ...
32
Study of currency risk and the hedging strategies
... management strategies with special reference to hedging and outline the various hedging strategies both external and internal used by Multinational companies ...
17
Model independent hedging strategies for variance swaps
... The understanding we develop in Section 4 will motivate much of the subsequent analysis. Section 5 contains the first main theorem, and shows how to construct a class of sub-hedging strategies. In Sections ...
28
Volumetric Risk Hedging Strategies and Basis Risk Premium for Solar Power
... risk hedging strategies for solar power under incomplete market settings with a twofold proposal of temperature-based and solar power generation- based models for solar power derivatives and discusses the ...
24
On the structure of general mean-variance hedging strategies
... over all reasonable hedging strategies ϑ and possibly all initial endowments v. Here, the random variable H denotes the discounted payoff of the claim, the semi- martingale S stands for the discounted price ...
54
Pathwise no-arbitrage in a class of Delta hedging strategies
... Delta hedging exotic options, based on F¨ollmer’s pathwise Itˆo ...Delta hedging strategies in this pathwise setting is established via existence results for recursive schemes of parabolic Cauchy ...
25
Hedging strategies and minimal variance portfolios for European and exotic options in a Levy market
... a hedging strategy numerically, we have to discretise the time ...dynamic hedging strategies for European and exotic options in a L´evy ...static hedging is only applied to European options, ...
33
A Study of hedging strategies for managing foreign exchange exposures in selected corporate sector units in India
... and hedging policies which contradict the general ...and hedging policy either daily or ...and hedging policies, on the other hand, some of the companies even follow the policy of monthly, quarterly ...
6
Hedging Strategies in Forest Management
... These hedging practices of nonindustrial private forest owners when standing stock has private value rise many ...does hedging strategies affect the allocation of forests into harvesting and amenity ...
25
Optimal hedging strategies for multi period guarantees in the presence of transaction costs: A stochastic programming approach
... We have in this paper derived optimal hedging strategies for multi-period guarantees in the pres- ence of transaction costs. We found the cost of establishing the hedge portfolio to increase as trans- ...
11
Futures hedging of commodity risk : designing hedging strategies with a focus on the study of the optimal hedge ratio
... In general, the choice of the futures products constitutes the first step in setting up a hedging strategy. A sixfold of spot series have been sought to be hedged, two per commodity type. Apart from the internal ...
113
On Asymptotic Behaviors of Exponential Hedging in the Basis Risk Model
... Needless to say, the hedge error risk increases according to the claim volume k for both hedging strategies. We are however interested in the increment of the risk amount rather than itself. That is, how ...
20
Hedging under square loss
... identifies a problem with using the classical measure when there is predictable development of the basis, i.e. of the difference between the price of the original asset and that of the hedging instrument. ...
43
Financial Risk Hedging Practices and Performance of Firms Listed in Nairobi Securities Exchange (NSE), Kenya.
... rate hedging on firm ...price hedging by American airline companies showed that hedging with relation to oil prices in the airlines industry is positively related to firm value and the hedging ...
18
Genetic algorithms optimization of hedging rules for operation of the multi-purpose Ubonratana Reservoir in Thailand
... The optimised values for the decision variables are shown in Table 1. For convenience, the no- hedging policy is denoted by H0, while the single-stage and two-stage integrated hedging rules curves are ...
6
A Study of Volatility Risk
... Panel B represents values of hedging factors FVIX obtained from regression I. In regression III, we notice integration of the momentum factor has no effect on the results and the estimation of FVIX remains ...
10
Hedge Detection as a Lens on Framing in the GMO Debates: A Position Paper
... Prior work on the rhetoric and sociology of science suggests that hedging may distin- guish popular-science text from text written by professional scientists for their colleagues. We propose a detailed approach to ...
10
Division of Labor, Bet Hedging, and the Evolution of Mixed Biofilm Investment Strategies
... investment strategies are favored over a broad range of environ- mental conditions and rely on a division of labor between cell types, where repro- ductive specialists amplify survival specialists, which can be ...
12
Corporate Hedging and Shareholder Value
... While financial theory provides rationales for corporate hedging in general and while firms use a combination of different hedging channels in corporate practice including derivatives, f[r] ...
61
The Impact of Inflation on Stock Market Investment Performance: Evidence from Airlines Automobiles Road Transport and Maritime Sectors Stocks of the Nigerian Stock Exchange
... and strategies (fiscal and monetary), investors on their part jostle for smart ways to protect the purchasing power of their ...inflation hedging properties of stocks of quoted firms in those ...
20