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Hedging effectiveness of European wheat futures markets : an application of multivariate GARCH models

Zuppiroli, Marco; Revoredo Giha, César L. - In: International journal of applied management science 8 (2016) 2, pp. 132-148

Persistent link: https://www.econbiz.de/10011636094

Understanding basis through grain hedging

Sanders, Thomas B. - In: Advances in financial education : journal of the … (2016), pp. 80-96

Persistent link: https://www.econbiz.de/10011664943

Hedging performance and multiscale relationships in the German electricity spot and futures markets

Madaleno, Mara; Pinho, Carlos - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 26-62

We explore optimal hedge ratios and hedging effectiveness for the German electricity market. Given the increasing … in order to account for risk reduction through hedging. Results allow us to conclude that: dynamic hedging strategies … provide higher variance reductions in terms of hedging effectiveness; there is poor correlation among spot and futures, not …

Persistent link: https://www.econbiz.de/10011555959

Does hedging in futures market benefit Indian farmers?

Ranganathan, Thiagu; Ananthakumar, Usha - In: Studies in economics and finance 31 (2014) 3, pp. 291-308

Persistent link: https://www.econbiz.de/10011338910

Hedging spark spread risk with futures

Martínez, Beatriz; Torró, Hipòlit - 2017 - Version: July 2017

Persistent link: https://www.econbiz.de/10011745081

Marginal speculation and hedging in commodity markets

Ulusoy, Veysel; Onbirler, Özgür Ünal - In: Finance research letters 23 (2017), pp. 269-282

Persistent link: https://www.econbiz.de/10011808416

Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets

Park, Jin Suk; Shi, Yukun - In: International review of financial analysis 54 (2017), pp. 176-191

Persistent link: https://www.econbiz.de/10011878213

Futures prices and basis risk : relationship and strategies

Patanè, Michele - In: International journal of financial innovation in … 1 (2017) 3/4, pp. 253-261

Persistent link: https://www.econbiz.de/10011879777

Does the design of spot markets matter for the success of futures markets? : evidence from dairy futures

Białkowski, Je̜drzej; Koeman, Jan - 2017

Persistent link: https://www.econbiz.de/10011886644

The skewness of commodity futures returns

Fernandez-Perez, Adrian; Frijns, Bart; Fuertes, Ana María - In: Journal of banking & finance 86 (2018), pp. 127-142

Persistent link: https://www.econbiz.de/10011962440