A note on price futures versus revenue futures contracts
Article Abstract:
The hedging roles of a price futures contract versus a revenue futures contract is considered. It is found that when production risk is largely idiosyncratic, a producer with an anticipated long actual position might combine a long revenue futures position with a short price futures position.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2004
User Contributions:
Comment about this article or add new information about this topic:
A note on asymmetric stochastic volatility and futures hedging
Article Abstract:
The asymmetric responses to good and bad news within a stochastic volatility framework is examined. It is concluded that asymmetry leads to a greater average optimal hedge ratio.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2005
User Contributions:
Comment about this article or add new information about this topic:
The effect of liquidity constraints on futures hedging
Article Abstract:
The liquidity constraints are responsible for the termination of a hedge program, in the event of a certain threshold, exceeding the cumulative loss from a future position.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Extending from the core. Saving the world with cause-related marketing. Start-up marketing: how to turn new companies into large companies at the speed of light
- Abstracts: Business forecasting in the 21st century. Business forecasting practices in 2003. Benchmarking forecasting models
- Abstracts: Benchmarking forecasting software and systems. Benchmarking new product forecasting
- Abstracts: The effectiveness of coordinating price limits across futures and price markets. Price limits, margin requirements, and default risk