𝔖 Bobbio Scriptorium
✦   LIBER   ✦

International Trade, Hedging, and the Demand for Forward Contracts

✍ Scribed by Jens Eisenschmidt; Klaus Wälde

Book ID
111005870
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
234 KB
Volume
15
Category
Article
ISSN
0965-7576

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Cross-hedging and forward-contract prici
Cross-hedging and forward-contract pricing of electricity in the Pacific Northwest
✍ Chi-Keung Woo; Ira Horowitz; Arne Olson; Andrew DeBenedictis; David Miller; Jack 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 184 KB

This paper develops a linear regression model for using actively traded NYMEX natural gas futures as a cross-hedge against electricity spot-price risk in the Pacific Northwest and for pricing the forward contracts in the presence of temperature and hydro risks. Our approach comports with reality and

The Demand for Hedging with Futures and
The Demand for Hedging with Futures and Options
✍ Darren L. Frechette 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 164 KB 👁 2 views

## Abstract The optimal hedging portfolio is shown to include both futures and options under a variety of circumstances when the marginal cost of hedging is nonzero. Futures and options are treated as substitute goods, and the properties of the resulting hedging demand system are explained. The ove