series patterns for currency risk management.Our approach is Bayesian where extensive use is made of Markov chainMonte Carlo … disturbancedensities) are investigated in relation to the hedging decision strategies.Consequently, we can make a distinction between …

commodities and biofuel helps commodity suppliers hedge their portfolios, and manage the risk and co-risk of their biofuel and … should be considered as viable futures products in financial portfolios for risk management. …

-Gaussian scaling and infinite-state switching volatility, stock return and cash flow predictability: the role of volatility risk, the … long and the short of the risk-return trade-off, Whatś beneath the surface? option pricing with multifrequency latent … dynamics in commodity spot and futures markets, a stochastic dominance approach to financial risk management strategies …

the co-movement between the two assets. For this purpose, use is made of industry standard methods, like the naive hedging … correlations, the reduction in portfolio variance produced by different hedging strategies is examined. The data suggests that the …

exchange rates for currency risk management. Ourapproach is Bayesianwhere extensive use is made of Markov chain Monte Carlo … densities) areinvestigated in relation to the hedging strategies. Consequently, we can make adistinctionbetween statistical …

process. The paper also checks the hypothesis of frictionless cross-market hedging, which implies perfectly correlated …

widely-used energy resources worldwide, natural gas has a large daily trading volume. In order to hedge the risk of natural … gas spot markets, a large number of hedging strategies can be used, especially with the rapid development of natural gas … derivatives markets. These hedging instruments include natural gas futures and options, as well as Exchange Traded Fund (ETF …

results, dynamic hedging strategies will be suggested to analyze market fluctuations in crude oil prices and associated …