Essays about: "Hedging"

Showing result 1 - 5 of 152 essays containing the word Hedging.

  1. 1. Assets as hedges against the inflation rate

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Gabriella Bergström; Yun Zhou; [2016]
    Keywords : Inflation; asset returns; hedging; Fisher hypothesis;

    Abstract : This paper investigates, using Swedish data from 1996 to 2016, the possibilities to use different investment assets to hedge against the expected and unexpected inflation rates. With the use of time series regressions, we find that treasury bills have the potential to be good hedges against the expected inflation rate, and that real estate could be a good hedge against the unexpected inflation rate. READ MORE

  2. 2. Prissäkring : ekonomisk optimering av grödval med hänsyn tagen till försäljningsstrategier och risk

    University essay from SLU/Dept. of Economics

    Author : Henrik Karlsson; Gustav Skog; [2016]
    Keywords : futureskontrakt; medel- och variansanalys; portföljteori; prissäkring; terminshandel;

    Abstract : Prissäkring av spannmål är ett sätt för att minska variation i det ekonomiska resultatet för lantbrukare (Hull, 2012). Vid volatila priser ökar risken för företagen. Prissäkring är ett lämpligt verktyg för att minska prisrisk. READ MORE

  3. 3. Commodity Risk Management in The Airline Industry : A study from Europe

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi; Högskolan i Jönköping/IHH, Företagsekonomi; Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Jonathan Havik; Emil Stendahl; Andreas Soteriou; [2016]
    Keywords : Airlines; Europe; Systematic risk; Hedging; Oil prices; Oil price volatility; Jet fuel hedging;

    Abstract : The airline industry is a major user of jet fuel and this constitutes a large component of the operating costs and is a risk coefficient for airlines. Several studies have been conducted on how oil price volatility affect stock prices and cash flows as well as how, in general, firms that uses derivatives experience lower stock returns volatility and stock s . READ MORE

  4. 4. Tail Dependence Considerations for Cross-Asset Portfolios

    University essay from KTH/Matematisk statistik

    Author : Johanna Trost; [2016]
    Keywords : ;

    Abstract : Extreme events, heaviness of log return distribution tails and bivariate asymptotic dependence are important aspects of cross-asset tail risk hedging and diversification. These are in this thesis investigated with the help of threshold copulas, scalar tail dependence measures and bivariate Value-at-Risk. READ MORE

  5. 5. A Crude Awakening: Hedging Exposure in the Global Airline Industry

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Isabella Ross; Johan Ytterfors; [2016]
    Keywords : risk management; airline industry; financial hedging; operational hedging; operational efficiency;

    Abstract : The fear of high prices and volatility in the price of jet fuel, provides strong justification for airlines to hedge their risk as a means of migrating their exposure to price fluctuations. We determine the effectiveness of financial and operational hedging among European and U.S. airlines. READ MORE