Výsledky vyhľadávania - "HEDGING (Finance)"

Aproximacion bibliometrica a la incertidumbre y el riesgo en los mercados de criptomonedas /Bibliometric Approach to Uncertainty and Risk in Cryptocurrency Markets /Approche bibliometrique de l'incertitude et du risque dans les marches des cryptomonnaies Autor Rincon, Joan Sebastian Rojas

“…El objetivo de este articulo es analizar el estado del arte de la produccion cientifica relacionada con las criptomonedas, desde la perspectiva del riesgo. Se…”
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Options and Challenges for a New Electricity Market Design in the Crisis/Optionen und Herausforderungen fur ein neues Strommarktdesign in der Krise Autor Ockenfels, Axel

“…Policymakers seem determined to intervene in the design of the wholesale electricity market to redistribute crisis gains and burdens. However, some of the…”
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Banking on Deposits: Maturity Transformation without Interest Rate Risk Autor DRECHSLER, ITAMAR, SAVOV, ALEXI, SCHNABL, PHILIPP

“…We show that maturity transformation does not expose banks to interest rate risk—it hedges it. The reason is the deposit franchise, which allows banks to pay…”
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Asymmetric correlation and hedging effectiveness of gold cryptocurrencies: From pre-industrial to the 4th industrial revolution.sup.a[degrees] Autor Thampanya, Natthinee, Nasir, Muhammad Ali, Huynh, Toan Luu Duc

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Forty years of the Journal of Futures Markets: A bibliometric overview Autor Baker, H. Kent, Kumar, Satish, Pandey, Nitesh

“…This study uses bibliometrics to present a retrospective on the Journal of Futures Markets (JFM) on its 40th anniversary. The Journal's annual number of…”
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Credit migration and covered interest rate parity Autor Liao, Gordon Y.

“…This paper examines the joint determination of deviations in long-term covered interest rate parity and differences in the credit spread of bonds of similar…”
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Oil price risk exposure of BRIC stock markets and hedging effectiveness Autor Shahzad, Syed Jawad Hussain, Bouri, Elie, Rehman, Mobeen Ur, Naeem, Muhammad Abubakr, Saeed, Tareq

“…We study the tail dependence between crude oil and BRIC stock markets using a time-varying optimal copula (TVOC) approach. We show evidence of multiple tail…”
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A stochastic programming approach for electric vehicle charging station expansion plans Autor Kabli, Mohannad, Quddus, Md Abdul, Nurre, Sarah G., Marufuzzaman, Mohammad, Usher, John M.

“…The projected and current adoption rates of electric vehicles are increasing. Electric vehicles need to be recharged continually over time, and the energy…”
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Protecting franchise chains against weather risk: A design science approach Autor Bertrand, Jean-Louis, Brusset, Xavier, Chabot, Miia

“…Franchisees are often small business owners whose sales, profitability, and financial equilibrium in the first years of operation are increasingly being…”
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A Review of Flexible Processes and Operations Autor Wang, Shixin, Wang, Xuan, Zhang, Jiawei

“…One effective means to hedge against uncertainty and better match supply with demand in a swiftly changing environment is to adopt a flexible operations…”
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Material Requirements Planning Under Demand Uncertainty Using Stochastic Optimization Autor Thevenin, Simon, Adulyasak, Yossiri, Cordeau, Jean‐François

“…Material Requirements Planning (MRP), a core component of enterprise resource planning (ERP) systems, is widely used by manufacturers to determine the…”
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Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach Autor Madani, Mohamed Arbi, Ftiti, Zied

“…We investigate gold’s role as a hedge or safe haven against oil price and currency movements across calm and extreme market conditions. For the empirical…”
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Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging Autor Yadav, Miklesh Prasad, Bhatia, Shikha, Singh, Nidhi, Islam, Md Tarikul

“…This paper examines spillover from financial exchange-traded funds (ETF) futures to energy ETF futures using adjusted daily data extending from April 2, 2009,…”
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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives Autor Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Sølna, Knut

“…Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and…”
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Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? Autor Wang, Yudong, Wu, Chongfeng, Yang, Li

“…This paper investigates out-of-sample performance of the naïve hedging strategy relative to that of the minimum variance hedging strategy, in which the…”
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Exercising a firm’s growth options: A portfolio approach Autor Andrés, Pablo de, Fuente, Gabriel de la, Velasco, Pilar

“…•The hedging potential of GO from prior explorative investments.•The portfolio of businesses as a basis of analysis for the decision to exercise GO.•A firm’s…”
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Uncertainty, Capital Investment, and Risk Management Autor Doshi, Hitesh, Kumar, Praveen, Yerramilli, Vijay

“…We use forward-looking and exogenous measures of output price uncertainty to examine the effect of price uncertainty on firm-level capital investment, risk…”
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Spot Live Cattle Price Volatility in Brazil After Intensified Dependence on Exports to China Autor Rezende, Cleber, de Sousa Ribeiro, Karem Cristina

“…Brazil has established itself as the world's leading beef exporter, with China assuming a dominant position as a trading partner. This growing dependence has…”
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Traditions that just need to end Autor Moritz, Gwen

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Spatiotemporal evolution of hedging effects in Asia-Pacific countries amid Sino-US competition: Insights from massive event data Autor Hu, Qiyue, Yuan, Lihua, Liu, Bin

“…Facing the pressure of Sino-US strategic competition, countries in the Asia-Pacific region often adopt hedging strategies to minimize risk and protect their…”
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