Essays about: "Hedging determinants"

Showing result 1 - 5 of 13 essays containing the words Hedging determinants.

1. 1. The Hedging Premium

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Jakob Mathiasson; Philip Hausenkamph; [2022]
   Keywords : Risk Management; Hedging; Firm Value; Insider Ownership; Foreign Ownership; Business and Economics;

   Abstract : Seminar Date: 2022-06-01 Course: BUSN79, Degree Project in Accounting and Finance Authors: Jakob Mathiasson & Philip Hausenkamph Examiner: Reda Moursli Key Words: Risk Management, Hedging, Firm Value, Insider Ownership, Foreign Ownership Purpose: The purpose of this paper is to investigate the impact of hedging derivatives on firm valuation in present time, as well as the partial effect of different corporate ownership structures affecting the relationship between hedging and firm value. Methodology: The econometrical approach is based on a random effects model, however also complimented by a fixed effects model. READ MORE

3. 2. To Hedge or not to Hedge: An Empirical Analysis on the Determinants of Corporate Interest Rate Risk Management

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Victoria Beschorner; Julius Mehl; [2021]
   Keywords : Interest Rate Risk Management; Interest Rate Hedging; Interest Rate Derivatives; Cash Flow Hedging; Fair Value Hedging;

   Abstract : Two theories explain why company size and leverage affect interest rate hedging: Economies of scale of derivatives usage and expected costs of financial distress. We test whether these determinants affect corporates in the decision to hedge interest rate risk with derivatives. READ MORE

4. 3. Inference and Prediction of Cryptocurrency Market Returns

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Emilia Felicidad Alarcon Valdez; [2020]
   Keywords : Cryptocurrency Market; Machine Learning; Prediction; Inference; Determinants; Business and Economics;

   Abstract : The potential for making profits investing in cryptocurrencies, the hedging benefits and the role in global economy, make it relevant to study the determinants of cryptocurrencies and to analyze different returns prediction models. Previous studies have focused one or some cryptocurrencies, this study analyzes the cryptocurrency market as a whole and finds the determinants of the cryptocurrency market and a returns prediction model using a machine learning approach. READ MORE

5. 4. Determinants of Hedging Maturity: An Empirical Study in American Oil and Gas Companies

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Jonas Werstroh; Björn Svensson; [2018]
   Keywords : Hedging; Maturity; Debt; Long-term; Determinant; Business and Economics;

   Abstract : This study analyzes hedging maturity structure and examines the relation between the maturity structure of corporate hedging and debt characteristics. The purpose of the study is to provide new insights in what determines the hedging maturity and discover new aspects of companies hedging positions, which still is an unexplored area of modern risk management theory. READ MORE

6. 5. Maturity, Speculation and Corporate Hedging: An Empirical Study in Oil and Gas Firms from 2000-2008

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Xinyun Lin; Xitong Cong; [2017]
   Keywords : Maturity; Hedging; Speculation; Hedging determinants; Derivative usage; Business and Economics;

   Abstract : In this paper, we develop a new but also under-researched measure for firms’ hedging practice: maturity. Comparison between the outputs of two sets of Tobit model using hedge ratio and maturity respectively shows that the costs of financial distress hypothesis and the financing costs hypothesis are partially supported by both hedge ratio and maturity. READ MORE