Essays about: "business hedging"

Showing result 16 - 20 of 60 essays containing the words business hedging.

  1. 16. The Rise of Cryptocurrencies as an Investment Hedge. The Shift from Traditional Investment Hedges: Can Cryptocurrencies Replace Bonds as an Investment Hedge?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Nichawan Thamrongsak; Mia Varis; [2021]
    Keywords : Cryptocurrency; Hedging; DCC-GARCH; US Treasury Yields; S P 500; MSCI World Index; Business and Economics;

    Abstract : This thesis uses a dynamic conditional correlation (DCC) model to investigate the correlation between major cryptocurrencies, US government bonds and the S&P 500 and MSCI World indices in order to establish the hedge, safe haven and diversifier properties of cryptocurrencies. While US Treasuries have exhibited negative correlation and hedging properties against equity risk for decades, recent extreme market conditions have caused investors to look for alternative asset classes for hedging. READ MORE

  3. 17. Does derivative cashflow support a countercyclical acquisition strategy? -An empirical investigation of US oil and gas companies

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Claus Lindkær Bang Knudsen; Davide Fogarolo; [2020]
    Keywords : Financial Hedging; Derivative Cashflow; M A; Economic Downturn; countercyclical investments; Business and Economics;

    Abstract : .... READ MORE

  4. 18. ESG Performance in Exchange Traded Funds (ETFs) and Fixed Income in the Context of Home Bias

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jasper Chan; Min Chan Kim; [2020]
    Keywords : Home Bias · ESG · ETF · ESG Equities · Fixed Income; Business and Economics;

    Abstract : This paper explores home bias and the performance of exchange traded funds (ETFs) and bonds under the context of Environmental, Social and Governance (ESG). It analyzes investment strategies led by non-financial variables such as sustainable and responsible investment and how it affects the expected returns and risk and if the home bias phenomenon is weaker when following the said strategy. READ MORE

  5. 19. Evaluating VaR and ES for commodities - both conventionally and with neural networks

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : David Fang; Måns Eile; [2020]
    Keywords : Value-at-Risk; Expected Shortfall; Commodities; GARCH 1; 1 ; ANN; LSTM; Volatility forecasting; VWHS; Business and Economics;

    Abstract : As commodities are becoming more popular and accessible assets for speculative and hedging purposes, the limited research regarding risk management for said asset-class justifies further contribution to the deficient output. Many previous studies have highlighted the extraordinary high volatility, with non-linear and clustering characteristics associated with commodities. READ MORE

  6. 20. 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