Search Results - subject:"Hedging Strategy"

Insider trading and government intervention

Li, Zhihua; Liu, Hong; Yang, Qingshan - In: International review of economics & finance : IREF 101 (2025), pp. 1-29

Persistent link: https://www.econbiz.de/10015457550

From fields to finance : dynamic connectedness and optimal portfolio strategies among agricultural commodities, oil, and stock markets

Tu, Xuan; Leatham, David J. - In: International Journal of Financial Studies : open … 13 (2025) 3, pp. 1-30

In this study, we investigate the return propagation mechanism, hedging effectiveness, and portfolio performance across several common agricultural commodities, crude oil, and S&P 500 index, ranging from July 2000 to June 2024 by using a time-varying parameter vector autoregression (TVP-VAR)...

Persistent link: https://www.econbiz.de/10015457788

State-dependent hedge strategy for crude oil spot and futures markets

Yu, Xing; Li, Yanyan; Shen, Xilin; Rao, Yunjie; Liu, Yongjun - In: Borsa Istanbul Review 22 (2022) 6, pp. 1221-1237

-dependent hedging strategy has better performance than other strategies when it comes to the trade-off between the return and the risk … of a hedged portfolio. Furthermore, robustness checks under different conditions confirm that the state-dependent hedging … strategy outperforms the model-driven hedging and no hedge strategies. Thus, our research sheds new light on conventional …

Persistent link: https://www.econbiz.de/10014305943

Pseudo-model-free hedging for variable annuities via deep reinforcement learning

Chong, Wing Fung; Cui, Haoen; Li, Yuxuan - In: Annals of actuarial science 17 (2023) 3, pp. 503-546

Persistent link: https://www.econbiz.de/10014436787

Asymmetric dynamic correlations and portfolio management between Bitcoin and stablecoins

Chen, Kuo-Shing; Yang, J. Jimmy - In: Applied economics 57 (2025) 54, pp. 9143-9167

Persistent link: https://www.econbiz.de/10015546653

Geopolitical risk and corporate ESG performance : evidence from China

Kuai, Yicheng; Wang, Huixin - In: Emerging markets, finance & trade : a journal of the … 61 (2025) 4, pp. 1010-1029

Persistent link: https://www.econbiz.de/10015372057

Fractal dimension option hedging strategy implementation during turbulent market conditions in developing and developed countries

Basson, L. J.; Ferreira-Schenk, Suné; Dickason … - In: International journal of economics and financial issues … 12 (2022) 2, pp. 84-95

Persistent link: https://www.econbiz.de/10013257806

Pricing and hedging American-style options with deep learning

Becker, Sebastian; Cheridito, Patrick; Jentzen, Arnulf - In: Journal of Risk and Financial Management 13 (2020) 7, pp. 1-12

estimate and confidence intervals. Finally, it constructs an approximate dynamic hedging strategy. We test the approach on …

Persistent link: https://www.econbiz.de/10012611386

Pricing and hedging American-style options with deep learning

Becker, Sebastian; Cheridito, Patrick; Jentzen, Arnulf - In: Journal of risk and financial management : JRFM 13 (2020) 7/158, pp. 1-12

estimate and confidence intervals. Finally, it constructs an approximate dynamic hedging strategy. We test the approach on …

Persistent link: https://www.econbiz.de/10012309362

Aligning the risk hedging strategy with supplier collaboration and manufacturing competitiveness : a resource-based and contingency approach

Myamba, Benitha Mhoka; Nguni, Winnie Samwel - In: The international journal of productivity and … 72 (2023) 6, pp. 1740-1770

Persistent link: https://www.econbiz.de/10014307904