Essays about: "business hedging"

Showing result 1 - 5 of 42 essays containing the words business hedging.

  1. 1. Testing Extended Rules of Thumb for the Dynamics of Volatility Surfaces

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Joar Mellström; [2019]
    Keywords : Volatility Surface; Implied Volatility; Rules of Thumb; NoArbitrage Condition; Index Options; Business and Economics;

    Abstract : It is a common practise to quote option prices using their BlackScholes implied volatility. A volatility surface describes an options implied volatility as a function of the strike price and time to maturity. It can be used as a tool for hedging but also valuation when prices are not directly observable. READ MORE

  2. 2. The developed market currency tango: Carry trade and hedging during 2014 – 2019. VECM and DCC approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Sekou Soumaoro; [2019]
    Keywords : Carry trade; hedging; currency market; GARCH DCC; VECM; Business and Economics;

    Abstract : In this study carry trade activity in AUD, CAD, EUR and YEN vis the USD between 2014 – 2019 was analysed. The first approach employs a VECM, analyse evidence of carry trade recorded in the exchange rate pairs Futures, Forwards and Spot. READ MORE

  3. 3. Modelling Seasonalities of HPFCs Using a Parametric Approach

    University essay from Lunds universitet/Matematisk statistik

    Author : Reza Rastegar; Lucas Svantesson; [2019]
    Keywords : Power Markets; Hourly Price Forward Curves; Seasonality; Electricity Spot Price; Mathematics and Statistics;

    Abstract : Electricity differs from other commodities in that it cannot be stored. This non-storability characteristic results in traditional pricing methods for commodities not being applicable for electricity. An alternative pricing method is therefore needed and the solution is the Hourly Price Forward Curve (HPFC). READ MORE

  4. 4. Better get EUsed to it : A study on how Brexit affects Swedish international firms within the financial and manufacturing sector

    University essay from Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Author : Philip Ytterberg; Viktor Aqvilin; [2018]
    Keywords : Brexit; EU; Internationalization; de-internationalization; commitment; uncertainty; risk;

    Abstract : This study aims to investigate how Brexit induces changes in commitment, uncertainty and risk for Swedish firms in affiliation with the UK market. This study further attempts to elucidate different strategical actions when operating under politically turbulent market conditions. READ MORE

  5. 5. 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