Essays about: "Cross Hedging"

Showing result 1 - 5 of 18 essays containing the words Cross Hedging.

  1. 1. Industry Maturity’s Influence on the Viability of Innovation- and Imitation-oriented Strategies - Assessing how elements of industry life cycles influence the viability of innovation and imitation-oriented strategies and its impact on industry development pace - A Qualitative Cross-sectional Study on the Cultured Meat Industry

    University essay from Göteborgs universitet/Graduate School

    Author : Ali Kouaiber; Joakim Langhelle; [2022-08-18]
    Keywords : Innovation strategies; Innovation-oriented; imitation-oriented; first-mover advantages; first-mover disadvantages; industry life cycles; industry transformation; path dependence; cultured meat industry;

    Abstract : There is extensive literature on the topic of first-mover advantages, not only with regards to whether such advantages exist or not, but also with regards to their sources. However, there is a scarce amount of research devoted to understanding how such advantages are affected by the maturity of the industry, specifically in emerging industries. READ MORE

  2. 2. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Nikolas Tsigkas; [2022]
    Keywords : Commodity Derivatives; Emissions Trading; Term Structure; Nonparametric Curve Estimation; Hedging; Stochastic Optimisation; Monte Carlosimulation; Market Microstructre; Systematic Risk Factors;

    Abstract : The initiative by the EU to combat global warming through the introduction of a cap-and-trade system for greenhouse gas emissions in 2005, known as the EU Emissions Trading System (ETS), resulted in the inception of a new financial market. The right to emit one tonne of CO2-equivalents, as well as derivatives on this right, have become commodities, traded both through exchanges and over the counter. READ MORE

  3. 3. Green Finance and its Relation to Asset Classes : Analyzing the dependency structure with a DCC-GARCH and a cross-quantilogram approach

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Mona Ebadian; Linda Ivarsson; [2021]
    Keywords : ;

    Abstract : In this master thesis, we present the first empirical study that investigates the correlation- and dependence structure of green finance with major asset classes such as cryptocurrency, commodities, equity and currency on a global level. Over the years, green finance and sustainability questions have become more and more central in the literature. READ MORE

  4. 4. Hedging of a foreign exchange swapbook using Stochastic programming

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Emma Bohlin; Jonatan Harling; [2021]
    Keywords : term structure measurement; optimization; hedging; foreign exchange swaps; interest rates; FX; stochastic programming;

    Abstract : A large part of the foreign exchange market concerns the trading of FX swaps. While entering a position in a FX swap does not cost any money, banks earn money on FX swaps when their customers cross the bid/ask spread, creating a perceived transaction costs for the swaps. READ MORE

  5. 5. Profitability of animal welfare : a German pig fattening business participating in the German animal welfare initiative “Initiative Tierwohl”

    University essay from SLU/Dept. of Biosystems and Technology (from 130101)

    Author : Jana Zibolka; [2021]
    Keywords : farm animal welfare; fattening pig production; Initiative Tierwohl; profitability; cost accounting; risk analysis; farm case;

    Abstract : Increasing numbers of people are concerned about the conditions of farm animal husbandry systems and of the whole meat industry as well as of the welfare of farm animals in Germany. The willingness to pay for animal welfare-friendly products is increasing, while until now there is only one market-based farm animal welfare (FAW) label in Germany, the “Initiative Tierwohl” (ITW). READ MORE