Výsledky vyhľadávania - "HEDGING (Finance)"

Hedging, Contract Enforceability, and Competition.

Autori: Giambona, Erasmo Kumar, Anil Phillips, Gordon M

Zdroj: Review of Financial Studies. Jul2025, Vol. 38 Issue 7, p2034-2087. 54p.

Predmety: *HEDGING (Finance), *ECONOMIC competition, *CONTRACTS, *RISK management in business, *LIFE insurance, *DERIVATIVE securities, *BANKRUPTCY, *MARKET share

Real Consequences of Shocks to Intermediaries Supplying Corporate Hedging Instruments.

Autori: Jung, Hyeyoon¹ (AUTHOR)

Zdroj: Review of Financial Studies. Jan2025, Vol. 38 Issue 1, p39-113. 75p.

Predmety: *FINANCIAL institutions, *HEDGING (Finance), *BANKING laws, *FOREIGN exchange rates, *EXPORTERS

Geografický termín: SOUTH Korea

The Hedging Channel of Exchange Rate Determination.

Autori: Liao, Gordon Y Zhang, Tony

Zdroj: Review of Financial Studies. Jan2025, Vol. 38 Issue 1, p1-38. 38p.

Predmety: *HEDGING (Finance), *NATIONAL currencies, *FOREIGN exchange rates, *CURRENCY swaps, *MARKET volatility, FOREIGN assets

Sectoral connectedness, volatility spillover and hedging opportunities: evidence from Indian stock market.

Autori: Maurya, Prince Kumar Bansal, Rohit Mishra, Anand Kumar

Zdroj: Eurasian Economic Review. Dec2025, Vol. 15 Issue 4, p1099-1134. 36p.

Predmety: *HEDGING (Finance), *INVESTMENT risk, *COVID-19 pandemic, *FINANCIAL markets, *PORTFOLIO management (Investments), VECTOR autoregression model

Water Shortage and Mitigation Solutions: A Focus on New Physical and Financial Hedging Tools.

Autori: Bartolini, Nicola Romagnoli, Silvia Santini, Amia

Zdroj: Journal of Futures Markets. Oct2025, Vol. 45 Issue 10, p1491-1511. 21p.

Predmety: *HEDGING (Finance), *FINANCIAL instruments, *FARM risks, WATER shortages, DROUGHT management, WATER efficiency, CLIMATE change

Geografický termín: CALIFORNIA

Hedging of Fixing Exposure.

Autori: Muhle‐Karbe, Johannes Oomen, Roel Weber, Benjamin

Zdroj: Mathematical Finance. Oct2025, Vol. 35 Issue 4, p818-840. 23p.

Predmety: *HEDGING (Finance), *LIQUIDITY (Economics), *TRANSACTION costs, *FOREIGN exchange rates

A Pure Dual Approach for Hedging Bermudan Options.

Autori: Alfonsi, Aurélien Kebaier, Ahmed Lelong, Jérôme

Zdroj: Mathematical Finance. Oct2025, Vol. 35 Issue 4, p745-759. 15p.

Predmety: *HEDGING (Finance), *MONTE Carlo method, *FINANCIAL instruments, *DERIVATIVE securities, CONVEX programming, LEAST squares

Hedge portfolio for climate transition risk.

Autori: Wei, Lijun Xu, Fengmin Jing, Kui

Zdroj: Applied Economics. Nov2025, p1-23. 23p. 8 Illustrations.

Predmety: *HEDGING (Finance), *RISK assessment, *INVESTMENT analysis, *SUSTAINABLE development, *PORTFOLIO management (Investments), *INVESTORS, RISK assessment of climate change, CONTENT analysis

Effectiveness of metal futures investment strategies: an empirical study based on DCC-GARCH R² decomposition connectivity.

Autori: Nie, Jianyun Zhang, Wenwen Shang, Huiqian a ďalší

Zdroj: Applied Economics. Oct2025, p1-18. 18p. 6 Illustrations.

Predmety: *COMMODITY futures, *HEDGING (Finance), *SHARPE ratio, *RISK managers, *INVESTMENT policy, GARCH model

Korporácia: DCC PLC

The hedging of currency risk for U.S. equity investors.

Autori: Conover, C. Mitchell Garcia‐Feijoo, Luis Silverstein, Brian a ďalší

Zdroj: Review of Financial Economics. Oct2025, Vol. 43 Issue 4, p578-607. 30p.

Predmety: *HEDGING (Finance), *INVESTMENT risk, *STOCKHOLDERS, *INTERNATIONAL finance, *EMERGING markets, *STOCKS (Finance)

Geografický termín: UNITED States

Deep Quadratic Hedging.

Autori: Gnoatto, Alessandro Lavagnini, Silvia Picarelli, Athena

Zdroj: Mathematics of Operations Research. Nov2025, Vol. 50 Issue 4, p2972-3009. 38p.

Predmety: *HEDGING (Finance), *RISK management in business, *FINANCIAL risk management, *FINANCIAL markets, STOCHASTIC differential equations, DEEP learning

Benchmark-neutral pricing.

Autori: Platen, Eckhard¹ (AUTHOR) eckhard.platen@uts.edu.au

Zdroj: Quantitative Finance. Nov2025, p1-13. 13p. 6 Illustrations.

Predmety: *HEDGING (Finance), *PORTFOLIO performance, *DERIVATIVE securities, *PRICES, *FINANCIAL instruments, PROBABILITY measures

Gamma hedging and rough paths.

Autori: Armstrong, John Ionescu, Andrei

Zdroj: Finance & Stochastics. Oct2025, Vol. 29 Issue 4, p933-979. 47p.

Predmety: *HEDGING (Finance), *DERIVATIVE securities, *PRICE fluctuations, *MARKET volatility, *FINANCIAL instruments, MATHEMATICAL formulas

On the determinants of derivatives disclosure – an emerging markets perspective.

Autori: Toerien, Franz Eduard Hall, John Brümmer, Leon

Zdroj: South African Journal of Accounting Research. Nov2025, Vol. 39 Issue 3, p249-265. 17p.

Predmety: *HEDGING (Finance), *EMERGING markets, *FINANCIAL stress, *DISCLOSURE, *INFORMATION asymmetry, *FINANCIAL markets, *DERIVATIVE securities, *RISK managers

Geografický termín: SOUTH Africa

Korporácia: JSE Ltd.

Which Sectoral CDS Can More Effectively Hedge Conventional and Islamic Dow Jones Indices? Evidence from the COVID-19 Outbreak and Bubble Crypto Currency Periods.

Autori: Zghal, Rania Dammak, Fredj Amine Souai, Semia a ďalší

Zdroj: Risks. Oct2025, Vol. 13 Issue 10, p187. 33p.

Predmety: *CREDIT default swaps, *HEDGING (Finance), *RISK managers, *FINANCIAL markets, *PORTFOLIO diversification, *STOCK price indexes, *COVID-19 pandemic, ISLAMIC finance

Exploring the influence of Silicon Valley Bank default and U.S. financial stress on sectoral interactions and effective hedging strategies.

Autori: Tabash, Mosab I Sheikh, Umaid A Roubaud, David a ďalší

Zdroj: Applied Economics. Oct2025, Vol. 57 Issue 49, p8121-8145. 25p.

Predmety: *HEDGING (Finance), *ASSET allocation, *BANKING industry, *FINANCIAL stress, *ABNORMAL returns, BLACK swan theory, UNITED States economy

Geografický termín: UNITED States

Korporácia: SILICON Valley Bank

Optimal hedging of longevity risks for group self‐annuity portfolios.

Autori: Shen, Yang Sherris, Michael Wang, Yawei a ďalší

Zdroj: Journal of Risk & Insurance. Dec2025, Vol. 92 Issue 4, p1013-1058. 46p.

Predmety: *HEDGING (Finance), *RISK managers, *PORTFOLIO management (Investments), *INVESTMENT risk, SURVIVORS' benefits, LIFE expectancy

Real Effects of Hedge Accounting Standards: Evidence from ASU 2017‐12.

Autori: ALI, WAQAR BENS, DANIEL A. CASSAR, GAVIN

Zdroj: Journal of Accounting Research (John Wiley & Sons, Inc.). Dec2025, Vol. 63 Issue 5, p1809-1855. 47p.

Predmety: *ACCOUNTING standards, *HEDGING (Finance), *CASH flow, *DISCLOSURE, *LEGAL compliance, *RISK management in business

Korporácia: FINANCIAL Accounting Standards Board

Hedging Effectiveness of China's Hog Futures: A National and Provincial Assessment Using Copula‐Based Strategies.

Autori: Liang, Pan Chen, Xuan Shi, Longzhong

Zdroj: Agribusiness. Jul2025, p1. 20p. 5 Illustrations.

Predmety: *HEDGING (Finance), *MARKET volatility, *LIQUIDITY (Economics), *SWINE industry, COPULA functions, GARCH model, REGIONAL differences, ECONOMIC conditions in China

Geografický termín: CHINA

Energy Market Uncertainties and Gold Return Volatility: A GARCH–MIDAS Approach.

Autori: Salisu, Afees A. Ogbonna, Ahamuefula E. Gupta, Rangan a ďalší

Zdroj: Australian Economic Papers. Sep2025, Vol. 64 Issue 3, p320-329. 10p.

Predmety: *HEDGING (Finance), *INVESTMENT analysis, *ENERGY industries, *MARKET volatility, GARCH model, GOLD sales & prices