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Robiyanto, Robiyanto [Author]; Huruta, Andrian Dolfriandra [Author]; Frensidy, Budi [Author]; Yuliana, Ashalia Fitri [Author]

Sustainable and responsible investment dynamic cross-asset portfolio

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https://www.tandfonline.com/doi/pdf/10.1080/23311975.2023.2174478

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2023

Published in: Cogent business & management ; 10(2023), 1, Artikel-ID 2174478, Seite 1-14
Buyukkara, Goknur [Author]; Kucukozmen, C. Coskun [Author]; Uysal, E. Tolga [Author]

Optimal hedge ratios and hedging effectiveness : an analysis of the Turkish futures market

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https://www.sciencedirect.com/science/article/pii/S2214845021000090/pdfft?md5=d1fadafa8630412afcdbe245a2f19d0d&pid=1-s2.0-S2214845021000090-main.pdf

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2022

Published in: Borsa İstanbul: Borsa Istanbul Review ; 22(2022), 1 vom: Jan., Seite 92-102
Jokinen, Valtteri [Author]; Junttila, Juha-Pekka [Author]; Raatikainen, Juhani [Author]

Hedging Commercial Real Estate Price Risk : Evidence from the U.S

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https://ssrn.com/abstract=3906637

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[S.l.]: SSRN, [2021]
Tiwari, Sweta [Author]; Coble, Keith H. [Author]; Barnett, Barry J. [Author]; Harri, Ardian [Author]

Hedging the price risk inherent in revenue protection insurance

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https://www.cambridge.org/core/services/aop-cambridge-core/content/view/D5D0174272B0B47C701990D53D9316C7/S1074070821000201a.pdf/hedging_the_price_risk_inherent_in_revenue_protection_insurance.pdf

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2021

Published in: Journal of agricultural and applied economics ; 53(2021), 4 vom: Nov., Seite 510-530
Rodt, Marc [Author]; Schäfer, Klaus [Author]

Absicherung von Strompreisrisiken mit Futures: Theorie und Empirie

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http://hdl.handle.net/10419/27094

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Freiberg: Technische Universität Bergakademie Freiberg, Fakultät für Wirtschaftswissenschaften, 2005
Yilmaz, Tunahan [Author]

Optimal dynamic hedging in selected markets

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https://dergipark.org.tr/en/download/article-file/1443480

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2021

Published in: International econometric review ; 13(2021), 4, Seite 89-117
Białkowski, Je̜drzej [Author]; Bohl, Martin T. [Author]; Perera, Devmali [Author]

Commodity futures hedge ratios : a meta-analysis

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https://repec.canterbury.ac.nz/cbt/econwp/2212.pdf

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Christchurch, New Zealand: Department of Economics and Finance, UC Business School, University of Canterbury, [2022]

Published in: University of Canterbury: Working paper ; 2022,12
Jose, Babu [Author]; Varghese, James [Author]

Tackling investment risks using equity options during extreme economic upheavals : Indian evidence

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https://mgmt.cmb.ac.lk/cbj/wp-content/uploads/2021/06/1.-Investment-risks-2.pdf

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2021

Published in: Colombo business journal ; 12(2021), 1, Seite 1-28
Madaleno, Mara [Author]; Pinho, Carlos [Author]

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

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Basel: MDPI, 2010
Kim, Kyounghun [Author]; Lim, Sanho [Author]; Kim, Sunghyun Henry [Author]

Optimal Bond Holding Dynamics with Hedging Motives Against Real Exchange Rate Risks

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https://ssrn.com/abstract=4148616

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[S.l.]: SSRN, [2022]
Çelik, Ismail [Author]; Sak, Ahmet Furkan [Author]

Optimal hedge ratio in Turkish stock index futures market : a deco-fiaparch approach

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http://fs.icfm.ro/Paper02.FS4.2021.pdf

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2021

Published in: Financial studies ; 25(2021), 4, Seite 17-33
Lee, Hsiang-Tai [Author]

An asynchronous regime switching GO GARCH model for optimal futures hedging

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Seoul: People & Global Business Association (P&GBA), 2019
Bos, Charles S. [Author]; Gould, Phillip [Author]

Dynamic Correlations and Optimal Hedge Ratios

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http://hdl.handle.net/10419/86538

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Amsterdam and Rotterdam: Tinbergen Institute, 2007
Hamldar, Monire [Author]; Mehrara, Mohsen [Author]

Time-Varying Optimal Hedge Ratio for Brent Oil Market

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Open Access

Open Access

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2015
Ranjeev [Author]

India's external commercial borrowings : determinants and optimal hedge ratio

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https://rbidocs.rbi.org.in/rdocs/Publications/PDFs/WPS03_21012022912B8102E63C4705B4E15E502D54559F.PDF

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[Mumbai]: Reserve Bank of India, Department of Economic and Policy Research, January 2022

Published in: RBI working paper series ; 2022,3
Dewally, Michaël [Author]; Marriott, Luke [Author]

Effective basemetal hedging : the optimal hedge ratio and hedging horizon

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http://hdl.handle.net/10419/178514

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December 2008

Published in: Journal of risk and financial management ; 1(2008), 1 vom: Dez., Seite 41-76
Dewally, Michaël [Author]; Marriott, Luke [Author]

Effective basemetal hedging: The optimal hedge ratio and hedging horizon

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Basel: MDPI, 2008
Liu, Donald J. [Author]; Roe, Terry L. [Author]

A Note on the Optimal Hedge Ratio : A Revisit

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http://hdl.handle.net/10419/276708

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Ithaca, NY: Cornell University, Charles H. Dyson School of Applied Economics and Management, 1986
Liu, Wei-Han [Author]

Estimating Optimal Hedge Ratio and Hedge Effectiveness Via Fitting the Multivariate Skewed Distributions

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https://ssrn.com/abstract=1928297

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[S.l.]: SSRN, [2012]
Liu, Wei-Han [Author]

Estimating Optimal Hedge Ratio and Hedge Effectiveness via Fitting the Multivariate Skewed Distributions

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https://ssrn.com/abstract=1972279

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[S.l.]: SSRN, [2011]

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