4.7 Article

Developing a Moving Average Crossover Strategy as an Alternative Hedging Strategy for the South Africa Maize Market

Related references

Note: Only part of the references are listed.
Article Business, Finance

Cross-commodity hedging for illiquid futures: Evidence from China's base metal futures market

Xiangyu Chen et al.

Summary: The study finds that static and dynamic hedging can effectively reduce the risk exposure of holding spot assets, while naive hedging can increase risk. Among base metal futures, zinc futures and nickel futures perform better in hedging lead and tin spot assets respectively, with copper futures being a moderately optimized hedging instrument for both.

GLOBAL FINANCE JOURNAL (2021)

Article Business, Finance

Hedging Effectiveness of Commodity Futures Contracts to Minimize Price Risk: Empirical Evidence from the Italian Field Crop Sector

Carlotta Penone et al.

Summary: The study demonstrates the effectiveness of futures contracts for hedging soybean, corn, and milling wheat, with the hedging effect increasing with longer hedge horizons. Additionally, the European exchange market shows better performance in hedging effectiveness compared to the North American counterpart.

RISKS (2021)

Article Business, Finance

Optimal futures hedging for energy commodities: An application of the GAS model

Yingying Xu et al.

JOURNAL OF FUTURES MARKETS (2020)

Article Agricultural Economics & Policy

Factors influencing hedging decision: evidence from Brazilian citrus growers

Marcelo Jose Carrer et al.

AUSTRALIAN JOURNAL OF AGRICULTURAL AND RESOURCE ECONOMICS (2019)

Article Agricultural Economics & Policy

Understanding the intention to use commodity futures contracts

Marius Michels et al.

AGRICULTURAL FINANCE REVIEW (2019)

Article Business, Finance

The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method

Lu-Tao Zhao et al.

INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS (2019)

Article Agricultural Economics & Policy

Commodity price risk management using option strategies

Martina Rusnakova

AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA (2015)

Article Agricultural Economics & Policy

Commodity price risk management using option strategies

Martina Rusnakova

AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA (2015)

Article Agricultural Economics & Policy

STOCHASTIC EFFICIENCY ANALYSIS OF ALTERNATIVE BASIC GRAIN MARKETING STRATEGIES

M. M. Venter et al.

AGREKON (2013)

Article Agricultural Economics & Policy

Integration of VaR and expected utility under departures from normality

Peter J. Barry et al.

AGRICULTURAL ECONOMICS (2009)

Article Agricultural Economics & Policy

Stochastic efficiency analysis with risk aversion bounds: a simplified approach

JB Hardaker et al.

AUSTRALIAN JOURNAL OF AGRICULTURAL AND RESOURCE ECONOMICS (2004)