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  • Search: subject:"Hedging strategies"
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Year of publication
Subject
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hedging strategies 41 hedging 22 financial markets 19 hedge 18 bond 16 derivative 15 bonds 14 Risk management 13 financial institutions 13 financial system 12 hedges 11 interest rate risk 11 Hedging 10 bond market 10 derivatives markets 10 financial stability 10 financial market 9 financial sector 9 hedging instruments 9 international capital 9 Hedging strategies 8 bond markets 8 credit derivatives 8 derivative instruments 8 discount rate 8 futures contract 8 government bond 8 government bonds 8 present value 8 risk management 8 stock market 8 Economic models 7 cash flow 7 corporate bond 7 corporate bonds 7 currency risk 7 equity markets 7 stock exchange 7 BRICS 6 Basel Accord 6
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Online availability
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Free 65 CC license 4
Type of publication
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Book / Working Paper 52 Article 13
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Working Paper 5 Arbeitspapier 1 Aufsatz im Buch 1 Book section 1 Conference Paper 1 Conference paper 1 Graue Literatur 1 Konferenzbeitrag 1 Non-commercial literature 1 Thesis 1
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Language
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English 33 Undetermined 31 Romanian 1
Author
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Chang, Chia-Lin 10 McAleer, Michael 8 Allen, David E. 4 Amaral, Teodosio Perez 3 González-Serrano, Lydia 3 Jimenez-Martin, Juan Angel Jimenez Martin 3 Surti, Jay 3 Caporin, Massimiliano 2 Chen, An 2 Dudenhausen, Antje 2 Janković, Irena 2 Kovacevic, Vlado 2 Subic, Jonel 2 Tansuchat, Roengchai 2 ALEXANDVOV M. 1 ANILOV A. 1 Allen, Allen, D.E. 1 Allen, David Edmund 1 Alshater, Muneer Maher 1 Amaral, Teodosio Pérez 1 Andrikopoulos, Panagiotis 1 Aravind M 1 Avesani, Renzo G. 1 Borensztein, Eduardo 1 Brunette, Marielle 1 Carter, Joy 1 Chamon, Marcos 1 Chang, C-L. 1 Charalampous, Georgios 1 Chevallier, Julien 1 Chow, Julian T. S. 1 Couture, Stéphane 1 Craig, R. Sean 1 Daglis, Theodoros 1 Daniel, James 1 Dillon, Carl R. 1 Dionne, Georges 1 Drees, Burkhard 1 El Khoury, Rim 1 Escobar, Luis Jacob 1
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Institution
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International Monetary Fund (IMF) 22 International Monetary Fund 5 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 4 HAL 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Institute of Economic Research, Kyoto University 2 University of Bonn, Germany 2 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Erasmus University Rotterdam, Econometric Institute 1 Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center 1 Laboratoire d'Économie Forestière, Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2) 1 Nationalekonomiska institutionen, Handelshögskolan 1 Tinbergen Instituut 1
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Published in...
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IMF Working Papers 17 Bonn Econ Discussion Papers 4 Documentos de Trabajo del ICAE 4 IMF Staff Country Reports 4 MPRA Paper 3 Econometric Institute Research Papers 2 KIER Working Papers 2 Post-Print / HAL 2 Agrarian economy and rural development : realities and perspectives for Romania : International Symposium : 11th edition 1 Borsa Istanbul Review 1 Cahiers de recherche 1 Cogent economics & finance 1 Discussion paper / Tinbergen Institute 1 Econometric Institute Report 1 Economics of Agriculture 1 Economía teoría y práctica 1 Energy strategy reviews 1 FCN Working Papers 1 IMF Occasional Papers 1 Journal of Agribusiness 1 Journal of Agricultural and Applied Economics 1 Journal of derivatives and quantitative studies : Seonmul yeongu 1 STUDIA UNIVERSITATIS PETRU MAIOR SERIES OECONOMICA 1 Swiss Finance Institute Research Paper Series 1 The journal of futures markets 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1 Working Paper 1 Working Papers - Cahiers du LEF 1 Working Papers / HAL 1 Working Papers in Economics 1 Корпоративные финансы Journal of Corporate Finance Research 1
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Source
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RePEc 50 ECONIS (ZBW) 9 EconStor 5 BASE 1
Showing 1 - 10 of 65
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Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19
Han, SeungOh - 2025
Persistent link: https://www.econbiz.de/10015374372
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Partial hedging in credit markets with structured derivatives : a quantitative approach using put options
Siggelkow, Constantin - In: Journal of derivatives and quantitative studies : … 32 (2024) 4, pp. 286-322
This study develops a novel method for mitigating credit risk through the use of structured derivatives, focusing in particular on the use of European put options as a strategic hedging tool. Inspired by the work of Merton (1974), our approach introduces the concept of default triggered by the...
Persistent link: https://www.econbiz.de/10015173788
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Risk appetite and hedging strategies : the impact of age cohorts in financial markets
Aravind M; Manojkrishnan, C. G. - In: Cogent economics & finance 12 (2024) 1, pp. 1-16
study is to examine whether the risk appetites (RA) of retail investors can have an impact on their hedging strategies (HS …-oriented than the older ones and they prefer to rely on their own hedging strategies rather than the tips suggested by financial … investors' risk appetite on their risk mitigation strategies and the indirect effect of investors' risk appetite on hedging …
Persistent link: https://www.econbiz.de/10015359239
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Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.; Andrikopoulos, Panagiotis; Daglis, … - In: The journal of futures markets 44 (2024) 3, pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
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Navigating environmental concerns and geopolitical risks : a study on green sukuk and Islamic equities amid climate crisis and the Russia-Ukraine conflict
Syed Mabruk Billah; Nadia Adnan - In: Energy strategy reviews 53 (2024), pp. 1-24
Investors seek safe haven assets for portfolio diversification and risk management because climate change and environmental markets have recently become the concern of many governments, companies, households, politicians and academics. Therefore, this study examines the dynamic connectedness...
Persistent link: https://www.econbiz.de/10014632351
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Interplay of crises : unpacking intraday spillovers in oil and European equities in the shadow of the COVID-19 and the Ukraine-Russia war
Alshater, Muneer Maher; Hanif, Waqas; El Khoury, Rim; … - In: Borsa Istanbul Review 24 (2024) 4, pp. 747-771
This study investigates the time-varying frequency of spillovers between European stock markets and oil during the COVID-19 pandemic and the Russia-Ukraine war. Using the spillover index by Diebold & Yilmaz, 2012 and Baruník & Křehlík, 2018, we analyze high-frequency data at a 5-min interval...
Persistent link: https://www.econbiz.de/10014635385
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Development of soft commodity derivative market in function of the risk management in CEE
Kovacevic, Vlado; Subic, Jonel; Janković, Irena - 2020
in CEE are lacking local commodity market. As a consequence, they are relying on hedging strategies on remote derivative … volatility. Results of the research indicate that grain price volatility is high causing the need for application of hedging … strategies at the commodity exchanges markets. Second, new EU common regulative is providing improved framework for joint …
Persistent link: https://www.econbiz.de/10012519751
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Optimal hedge ratios for the Mexican stock market index futures contract : a multivariate GARCH approach
Santillán Salgado, Roberto Joaquín; Escobar, Luis Jacob; … - In: Economía teoría y práctica 28 (2020) 53, pp. 201-238
Persistent link: https://www.econbiz.de/10012617905
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Development of soft commodity derivative market in function of the risk management in CEE
Kovacevic, Vlado; Subic, Jonel; Janković, Irena - In: Agrarian economy and rural development : realities and …, (pp. 189-195). 2020
in CEE are lacking local commodity market. As a consequence, they are relying on hedging strategies on remote derivative … volatility. Results of the research indicate that grain price volatility is high causing the need for application of hedging … strategies at the commodity exchanges markets. Second, new EU common regulative is providing improved framework for joint …
Persistent link: https://www.econbiz.de/10012518261
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ANALYSIS OF LEGAL AND ECONOMIC ASPECTS OF PRECIPITATION WEATHER DERIVATIVES FOR SERBIAN AGRICULTURAL SECTOR
Veselinović, Janko; Marković, Todor; Đukić, Stanimir - In: Economics of Agriculture 61 (2014) 4
Persistent link: https://www.econbiz.de/10011125312
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