The main purpose of this comprehensive study is to determine the optimal hedge ratios and
hedging effectiveness of different futures contracts traded on the Borsa Istanbul (BIST) …

This study investigates whether the more sophisticated GARCH based models are better
minimum variance hedging strategies than the less sophisticated regression based …

Purpose—The purpose of this paper is to examine the transmission mechanisms and
dynamic spillover effects between gold spot prices and US equity prices following the 2007 …

This study attempts to study and suggest an optimal hedge ratio to Indian investors and
traders by examining the three main indices of National Stock Exchange of India (NSE) …

We develop a four‐state regime‐switching model for optimal foreign exchange (FX) hedging
using forward contracts. The states correspond to four distinct market conditions, each …

Derivatives Market has an important role to play in the economic development of a country.
The objective of the study is to examine the impact of financial derivatives (futures and …

In this article, the authors discuss the various approaches and issues associated with
hedging with stock index futures. The most common approach used in practice is based on …

Can the investments in securities devoid of futures be effectively hedged? If so, what is the
best cross-hedging instrument? The study evaluates the efficacy of the cross-hedging …

The risk of commodity price volatility impacts almost everyone from individuals to companies
and the economy as a whole. Hedging with derivative instruments is a way to insure against …

This paper investigated the hedging effectiveness of crude palm oil futures market in
Malaysia from January 2009 to June 2011 which traded under Bursa Malaysia Derivatives …