Works about HEDGING (Finance)

Results: 3726

Can Bitcoin and Gold Have Dynamic Hedging and Safe Haven Capabilities Against the BRICS Plus Stock Market Indices During Global Crises? An Evidence from a Time-Varying Copula Approach.

Published in:

Emerging Markets Finance & Trade, 2025, v. 61, n. 12, p. 3634, doi. 10.1080/1540496X.2025.2486677

By:

Belguith, Rihab;
Alnafisah, Hind;
Snene Manzli, Yasmine;
Jeribi, Ahmed

Publication type:

Article

Strategy of Small States Toward Regional Powers: A Case of Bangladesh.

Published in:

Jadavpur Journal of International Relations, 2024, v. 28, n. 2, p. 207, doi. 10.1177/09735984231204410

By:

Karim, Mohammad Razaul

Publication type:

Article

Does derivative usage boost firm value in an economy with controls? Evidence from India.

Published in:

Review of Quantitative Finance & Accounting, 2025, v. 65, n. 1, p. 295, doi. 10.1007/s11156-024-01290-4

By:

Gupta, Praveen;
Mallick, Sushanta;
Bathia, Deven

Publication type:

Article

Index insurance for simultaneous flooding and drought risks with insufficient data: a two-step approach.

Published in:

Stochastic Environmental Research & Risk Assessment, 2025, v. 39, n. 7, p. 2769, doi. 10.1007/s00477-025-02966-6

By:

Abrego-Pérez, Adriana L.;
Boonman, Tjeerd M.;
Valencia Arboleda, Carlos Felipe

Publication type:

Article

Volatility-adapted network model for hedging equity index options.

Published in:

Automatika: Journal for Control, Measurement, Electronics, Computing & Communications, 2025, v. 66, n. 3, p. 370, doi. 10.1080/00051144.2025.2475261

By:

Hou, Jingyi;
Dong, Zhen

Publication type:

Article

Chinese Crude Oil Futures and Sectoral Stocks: Copula-Based Dependence Structure and Connectedness.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2025, v. 29, n. 3, p. 367, doi. 10.1515/snde-2023-0083

By:

Imran, Zulfiqar A.;
Ahad, Muhammad;
Ahmad, Mobeen;
Hameed, Imran

Publication type:

Article

Interstage market spillovers of the photovoltaic industry chain in China.

Published in:

Scientific Reports, 2025, v. 15, n. 1, p. 1, doi. 10.1038/s41598-025-06696-1

By:

Wang, Jia;
Li, Lanze;
Shen, Tao

Publication type:

Article

딥러닝 기반 KOSPI 200 옵션 내재변동성 예측 연구.

Published in:

Journal of the Korea Institute of Information & Communication Engineering, 2025, v. 29, n. 6, p. 844, doi. 10.6109/jkiice.2025.29.6.844

By:

김응표;
전재기

Publication type:

Article

Multi-period Bank Hedging with Interest Rate Futures.

Published in:

Journal of Systems Science & Information, 2009, v. 7, n. 1, p. 65

By:

Hezhong Li;
Haibo Kuang

Publication type:

Article

Empirical Analysis of Seasonality Anomalies in Chinese Stock Market Based on Rolling Sample Tests.

Published in:

Journal of Systems Science & Information, 2006, v. 4, n. 3, p. 485

By:

Bing Zhang

Publication type:

Article

A CCAPM with Time-varying Betas and Its Applications in Chinese Stock Market.

Published in:

Journal of Systems Science & Information, 2006, v. 4, n. 3, p. 451

By:

Mingyuan Guo;
Shiying Zhang;
Guangyao Huo

Publication type:

Article

PERFORMANCE EVALUATION OF HEDGED STOCK PORTFOLIOS: EVIDENCE FROM THE FRENCH MARKET.

Published in:

International Journal of Finance, 2003, v. 15, n. 3, p. 2683

By:

Bellalah, Mondher;
El Farissi, Inass

Publication type:

Article

An Experimental Investigation of Asset Pricing in Segmented Markets.

Published in:

Southern Economic Journal, 2011, v. 77, n. 3, p. 585, doi. 10.4284/sej.2011.77.3.585

By:

Ackert, Lucy F.;
Mazzotta, Stefano;
Li Qi

Publication type:

Article

Margin, Short Selling, and Lotteries in Experimental Asset Markets.

Published in:

Southern Economic Journal, 2006, v. 73, n. 2, p. 419, doi. 10.2307/20111899

By:

Ackert, Lucy F.;
Narat Charupat;
Church, Bryan K.;
Richard Deaves

Publication type:

Article

Imperfect hedging and export production.

Published in:

Southern Economic Journal, 1996, v. 62, n. 3, p. 667, doi. 10.2307/1060886

By:

Broll, Udo;
Wahl, Jack E.

Publication type:

Article

The Illusion of the China-US-Europe Strategic Triangle: Reactions from Germany and the UK.

Published in:

Journal of Chinese Political Science, 2022, v. 27, n. 3, p. 493, doi. 10.1007/s11366-021-09771-2

By:

Cook, Richard J.;
Ohle, Maximilian;
Han, Zhaoying

Publication type:

Article

Adaptive Portfolio Allocation with Options.

Published in:

Journal of Behavioral Finance, 2004, v. 5, n. 1, p. 43, doi. 10.1207/s15427579jpfm0501_5

By:

Benzion, Uri;
Haruvy, Ernan

Publication type:

Article

A Behavioral Decision-Making Modeling Approach Toward Hedging Services.

Published in:

Journal of Behavioral Finance, 2003, v. 4, n. 2, p. 71, doi. 10.1207/S15427579JPFM0402_04

By:

Pennings, Joost M. E.;
Candel, Math J. J. M.;
Egelkraut, Thorsten M.

Publication type:

Article

Overseas buyers book upto 9 lakh bales of cotton from Gujarat.

Published in:: Man-Made Textiles in India, 2009, v. 52, n. 10, p. 367
Publication type:: Article

Gokaldas Exports net slips 9.6% on hedging loss.

Published in:: Man-Made Textiles in India, 2009, v. 52, n. 3, p. 102
Publication type:: Article

Analysing Farmers' Use of Price Hedging Instruments: An Experimental Approach.

Published in:

Journal of Agricultural & Food Industrial Organization, 2014, v. 12, n. 1, p. 181, doi. 10.1515/jafio-2014-0007

By:

Anastassiadis, Friederike;
Feil, Jan-Henning;
Musshoff, Oliver;
Schilling, Philipp

Publication type:

Article

Hedging Salmon Price Risk Based on Fuzzy Copula-GMM Model.

Published in:

International Journal of Information Technology & Decision Making, 2025, v. 24, n. 4, p. 1221, doi. 10.1142/S0219622023500682

By:

Yu, Xing;
Liu, Chenya;
Zhang, Weiguo

Publication type:

Article

A Binary Option Pricing Based on Fuzziness.

Published in:

International Journal of Information Technology & Decision Making, 2014, v. 13, n. 6, p. 1211, doi. 10.1142/S0219622014500345

By:

Miyake, Masatoshi;
Inoue, Hiroshi;
Shi, Jianming;
Shimokawa, Tetsuya

Publication type:

Article

Editorial.

Published in:

Orion, 2024, v. 40, n. 1, p. i, doi. 10.5784/40-1-781

By:

Visagie, Jaco

Publication type:

Article

Static hedging of vanilla and exotic options in a South African context.

Published in:

Orion, 2024, v. 40, n. 1, p. 25, doi. 10.5784/40-1-768

By:

Levendis, Alexis;
Maré, Eben

Publication type:

Article

A Numerical Method for Hedging Bermudan Options under Model Uncertainty.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 893, doi. 10.1007/s11009-021-09901-6

By:

Imai, Junichi

Publication type:

Article

Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 1, p. 143, doi. 10.1007/s11009-019-09767-9

By:

Bachouch, Achref;
Huré, Côme;
Langrené, Nicolas;
Pham, Huyên

Publication type:

Article

Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 1, p. 147, doi. 10.1007/s11009-011-9228-9

By:

Cufaro Petroni, Nicola;
Sabino, Piergiacomo

Publication type:

Article

How do firms use innovations to hedge against economic and political uncertainty? Evidence from a large sample of nations.

Published in:

Journal of Technology Transfer, 2021, v. 46, n. 2, p. 407, doi. 10.1007/s10961-019-09773-6

By:

Goel, Rajeev K.;
Nelson, Michael A.

Publication type:

Article

Optimal Consumption Taxes and Social Security Under Tax Measurement Problems and Uncertainty.

Published in:

International Tax & Public Finance, 2002, v. 9, n. 6, p. 673, doi. 10.1023/A:1020959013337

By:

Dhami, Sanjit

Publication type:

Article

Market-Based Price-Risk Management: Welfare Gains for Coffee Producers from Efficient Allocation of Resources.

Published in:

Oxford Development Studies, 2011, v. 39, n. 1, p. 49, doi. 10.1080/13600818.2010.550399

By:

Gemech, Firdu;
Mohan, Sushil;
Reeves, Alan;
Struthers, John

Publication type:

Article

The Asymmetric Effects of Exchange Rate Volatility on Pakistan–Japan Commodity Trade: Evidence from Non-linear ARDL Approach.

Published in:

Asia-Pacific Financial Markets, 2024, v. 31, n. 3, p. 657, doi. 10.1007/s10690-023-09427-6

By:

Iqbal, Javed;
Jabeen, Sitara;
Nosheen, Misbah;
Wohar, Mark

Publication type:

Article

Multi-scale Features of Interdependence Between Oil Prices and Stock Prices.

Published in:

Asia-Pacific Financial Markets, 2023, v. 30, n. 3, p. 475, doi. 10.1007/s10690-022-09385-5

By:

Hung, Ngo Thai;
Vo, Xuan Vinh

Publication type:

Article

Optimizing Hedging Effectiveness of Indian Agricultural Commodity Futures: A Simulation Approach.

Published in:

Asia-Pacific Financial Markets, 2023, v. 30, n. 1, p. 13, doi. 10.1007/s10690-021-09355-3

By:

Mansabdar, Sanjay;
Yaganti, Hussain C.

Publication type:

Article

Cross Hedging Using Prediction Error Weather Derivatives for Loss of Solar Output Prediction Errors in Electricity Market.

Published in:

Asia-Pacific Financial Markets, 2019, v. 26, n. 2, p. 211, doi. 10.1007/s10690-018-9264-3

By:

Matsumoto, Takuji;
Yamada, Yuji

Publication type:

Article

Optimal Hedging of Basket Barrier Options with Additive Models and Its Application to Equity Value Separation Problem.

Published in:

Asia-Pacific Financial Markets, 2017, v. 24, n. 1, p. 1, doi. 10.1007/s10690-016-9221-y

By:

Yamada, Yuji

Publication type:

Article

The SIML Estimation of Integrated Covariance and Hedging Coefficient Under Round-off Errors, Micro-market Price Adjustments and Random Sampling.

Published in:

Asia-Pacific Financial Markets, 2015, v. 22, n. 3, p. 333, doi. 10.1007/s10690-015-9205-3

By:

Kunitomo, Naoto;
Misaki, Hiroumi;
Sato, Seisho

Publication type:

Article

Understanding Delta-Hedged Option Returns in Stochastic Volatility Environments.

Published in:

Asia-Pacific Financial Markets, 2015, v. 22, n. 2, p. 151, doi. 10.1007/s10690-014-9198-3

By:

Sasaki, Hiroshi

Publication type:

Article

Evidence on Hedging Effectiveness in Indian Derivatives Market.

Published in:

Asia-Pacific Financial Markets, 2014, v. 21, n. 2, p. 121, doi. 10.1007/s10690-014-9179-6

By:

Kumar, Barik;
Supriya, M.

Publication type:

Article

A Discrete-Time Clark-Ocone Formula for Poisson Functionals.

Published in:

Asia-Pacific Financial Markets, 2014, v. 21, n. 2, p. 97, doi. 10.1007/s10690-013-9178-z

By:

Amaba, Takafumi

Publication type:

Article

Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 1, p. 71, doi. 10.1007/s10690-012-9159-7

By:

Imamura, Yuri;
Takagi, Katsuya

Publication type:

Article

Samuelson Hypothesis & Indian Commodity Derivatives Market.

Published in:

Asia-Pacific Financial Markets, 2012, v. 19, n. 4, p. 331, doi. 10.1007/s10690-012-9152-1

By:

Gupta, Saurabh;
Rajib, Prabina

Publication type:

Article

Properties of Optimal Smooth Functions in Additive Models for Hedging Multivariate Derivatives.

Published in:

Asia-Pacific Financial Markets, 2012, v. 19, n. 2, p. 149, doi. 10.1007/s10690-011-9145-5

By:

Yamada, Yuji

Publication type:

Article

Utility Indifference Hedging with Exponential Additive Processes.

Published in:

Asia-Pacific Financial Markets, 2010, v. 17, n. 2, p. 151, doi. 10.1007/s10690-009-9106-4

By:

Rheinländer, Thorsten;
Steiger, Gallus

Publication type:

Article

Risk-Hedging in Real Estate Markets.

Published in:

Asia-Pacific Financial Markets, 2009, v. 16, n. 4, p. 265, doi. 10.1007/s10690-009-9095-3

By:

Cadenillas, Abel;
Elliott, Robert J.;
Hong Miao;
Zhenyu Wu

Publication type:

Article

Pricing and Hedging of Multi Type Contracts under Multidimensional Risks in Incomplete Markets Modeled by General Itô SDE Systems.

Published in:

Asia-Pacific Financial Markets, 2006, v. 13, n. 4, p. 345, doi. 10.1007/s10690-007-9049-6

By:

Stojanovic, Srdjan D.

Publication type:

Article

A discrete Itô calculus approach to He’s framework for multi-factor discrete markets.

Published in:

Asia-Pacific Financial Markets, 2005, v. 12, n. 3, p. 273, doi. 10.1007/s10690-006-9026-5

By:

Akahori, Jirô

Publication type:

Article

The Determinants of Foreign Currency Hedging–Evidence from Hong Kong Non-Financial Firms.

Published in:

Asia-Pacific Financial Markets, 2005, v. 12, n. 1, p. 91, doi. 10.1007/s10690-006-9014-9

By:

Hu, Chao;
Wang, Pengguo

Publication type:

Article

Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 335, doi. 10.1007/s10690-005-9005-2

By:

Yamada, Yuji;
Primbs, James A.

Publication type:

Article

A Benchmark Approach to Filtering in Finance.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 1, p. 79, doi. 10.1007/s10690-005-4301-4

By:

Platen, Eckhard;
Runggaldier, Wolfgang

Publication type:

Article