Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 5 of 5 for “"Futures Hedging"”.
-
Hedging to Safety: A Political Economy of Derivatives, Risk and Agriculture in the Developing World
… upon the potential income security benefits of hedging with futures instruments for coffee farmers in Mexico, Brazil and Uganda during the 1998-2002 coffee crisis. The three-part quantitative and qualitative analysis undertaken focuses upon: 1. The ability of futures hedging to address the …
-
Applications of Applied Econometrics in the Food and Health Economic and Agribusiness Topics
… the cost of a price risk management tool called futures hedging. A variety of measures illustrate considerable changes in hedging costs over time. Quantile regression results show that substantial price volatility and high margin requirements are the main factors driving high hedging costs from …
-
Three Essays on Commodity Risk Management
… markets. The first two papers analyze selective hedging, where risk managers have views on future market conditions and sometimes hedge selectively based on these views. I develop two Bayesian optimal hedging models based on the Bayesian portfolio optimization framework. The Bayesian approach is …
-
The income tax nature of derivatives hedges: A critical analysis of the classification of gains made hedging a capital share investment with a single stock futures contract
… 'Tax Guide for Share Owners’ that the sale of futures contracts is likely to be on revenue account, even if used as a hedge against losses on underlying shares held as capital assets, ostensibly on the basis that such assets derive no return for the holder and are therefore only held to be …
-
Review and Evaluation of Grain Marketing and Hedging Strategies for Virginia Grain Producers
… is also offered. The feasibility and process of hedging using futures is explained and evaluated in a case study. Possible marketing decisions based on the findings are presented in an easy and accessible manner, so that producers and extension agents can use this information to make real-time …