Hedging efficiency: a futures exchange management approach

Article Abstract:

A concept of overall risk reduction and a measure of hedging efficiency focusing on the hedging service of the futures contract may be effective for futures exchange management. The measure takes account of a futures cash price risk, trading risk such as basis risk, market depth risk and commission costs, as they are all vital to the success of hedging service of the futures exchange. It also compares the competitive strength of alternative futures contracts.

Asset & Risk Management, Models, Management, Risk management, Futures market, Futures markets

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Reevaluating hedging performance

Article Abstract:

Econometric models, which are used to examine feasibility of hedging strategies, are presented.

Ireland, Methods, Analysis, Usage, Hedging (Finance), Econometric models

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