Search Results - subject:"option contracts"

The performance of zero-cost option derivative strategies during turbulent market conditions in developing and developed countries

Basson, Lj; Ferreira-Schenk, Suné; Dickason Koekemoer, … - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-23

Financial markets behave in a volatile manner at certain stages in their maturity. These volatile conditions pose a market risk to an investor that can be limited by imposing derivatives strategies within the investment objective. The aim of this paper is to provide investors with a trading...

Persistent link: https://www.econbiz.de/10015074105

The performance of zero-cost option derivative strategies during turbulent market conditions in developing and developed countries

Basson, Lj; Ferreira-Schenk, Suné; Dickason Koekemoer, … - In: Cogent economics & finance 10 (2022) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10013373149

Hedging long-dated oil futures and options using short-dated securities: Revisiting Metallgesellschaft

Doran, James S.; Ronn, Ehud I. - In: Journal of Risk and Financial Management 14 (2021) 8, pp. 1-10

analysis to implementing hedge portfolios for long-dated futures or option contracts over the time period 2007-2017, we utilize … both futures and option contracts increase with time-to-maturity. …

Persistent link: https://www.econbiz.de/10013201063

Hedging long-dated oil futures and options using short-dated securities : revisiting Metallgesellschaft

Doran, James S.; Ronn, Ehud I. - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-10

Persistent link: https://www.econbiz.de/10012626875

An option contract model for leasing containers in the shipping industry

Gómez-Padilla, Alejandra; González-Ramírez, Rosa G.; … - In: Maritime economics & logistics 23 (2021) 2, pp. 328-347

Persistent link: https://www.econbiz.de/10012548006

An option contract model for leasing containers in the shipping industry

Gómez-Padilla, Alejandra; González-Ramírez, Rosa G.; … - In: Maritime Economics & Logistics 23 (2020) 2, pp. 328-347

We propose an option contract model for the leasing of containers. In an option contract, the shipping company commits to order a quantity of containers from the leasing company and has the right to modify its order at a later stage, according to its actual requirement. Under this scheme, the...

Persistent link: https://www.econbiz.de/10014503788

Option contracts in fresh produce supply chain with circulation loss

Wang, Chong; Chen, Xu - In: Journal of Industrial Engineering and Management (JIEM) 6 (2013) 1, pp. 104-112

Purpose: The purpose of this paper is to investigate management decisions via option contracts in a two-stage supply …; furthermore, option contracts cannot coordinate the fresh produce supply chain when the retailer only orders options. Originality …/value: Agricultural products especially fresh produce's characteristics such as circulation loss and high risk are considered. Option …

Persistent link: https://www.econbiz.de/10011939028

A study on the Price Behavior of Base Metals traded in India

Sinha, Pankaj; Mathur, Kritika - Volkswirtschaftliche Fakultät, … - 2013

the metals. Thus, the paper gives important evidence in support of the introduction of option contracts on base metals in … Indian Commodity Markets, since option contracts are priced considering the price volatility of the underlying asset. …

Persistent link: https://www.econbiz.de/10011259454

Applied Financial Mathematical Model for Derivative Instruments and Hedging Exchange Rate

Dinh, Doan Van; Gong, Guangming - In: International Journal of Academic Research in … 3 (2013) 4, pp. 254-273

Currently, the international economic transactions are regularly occurring. The statistics of imports and exports were published by the General Administration of Customs that the total turnover of the country's imports in year of 2012 was 228.37 billion U.S. dollars, increased by 12.1 % in...

Persistent link: https://www.econbiz.de/10010850197

THE INFLUENCE OF FINANCIAL DERIVATIVES IN EMERGING CAPITAL MARKETS

Birău, Felicia Ramona - In: Theoretical and Applied Economics 3(580)(supplement) (2013) 3(580)(supplement), pp. 299-305

This paper aims to investigate the econometric nuances of financial engineering innovations in emerging capital markets. Financial globalisation and integration of financial markets, along with a series of intrinsic factors such as more specialized risk management strategies, pronounced...

Persistent link: https://www.econbiz.de/10011004920