Essays about: "operational hedging"

Showing result 1 - 5 of 7 essays containing the words operational hedging.

  1. 1. Hedging in the Renewable Sector: A Case Study on Risk Mitigation for Solar Facilities

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ture Österman; Jesper Janson; [2023]
    Keywords : Hedging; Cannibalization; Solar; Batteries; Co-location;

    Abstract : This thesis examines the risks and implications posed by the expansion of the renewable energy sector, using the perspective of Swedish solar facilities and the renewable project developer OX2. The paper is presented as a case study, primarily based on a qualitative methodology, involving interviews with various stakeholders. READ MORE

  3. 2. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread

    University essay from Lunds universitet/Matematisk statistik

    Author : Jan Müller; [2022]
    Keywords : Option pricing; Callable bonds; Affine term structure models; Hull-White one-factor; Hull White two-factor; Trinomial trees; Short rate; Default intensity; Swaption volatilities; Black-76; Credit derivatives; Calibration; Optimisation.; Mathematics and Statistics;

    Abstract : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. READ MORE

  4. 3. Strategies for mitigating foreign exchange risk

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fredrik Bergman; Markus Rosén; [2021]
    Keywords : FX Risk; FX Exposure; FX Hedging; Cash Flow-at-Risk; Optimal Hedging Strategy; Business and Economics;

    Abstract : Foreign exchange risk management is important for multinational companies since changes in exchange rates can have significant effects on financial results. Following their extensive international operations, Thule Group is one such organization. READ MORE

  5. 4. Determinants of Exchange Rate Risks in the Automotive Industry

    University essay from Göteborgs universitet/Graduate School

    Author : Daria Pilat; [2016-10-14]
    Keywords : determinants of foreign currency exposure; currency risk hedging; automotive industry;

    Abstract : The thesis details the analysis of foreign currency exposure determinants based on 21 companies in the automotive industry. The analysis confirms theoretical suggestions that the automotive industry is prone to foreign currency exposure and risks being influenced by competition intensity, functional currency, export ratio, geographic distribution of sales and production networks and operational flexibility. READ MORE

  6. 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