Search Results - subject:"Hedging strategies"

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

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

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

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

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

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