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 paper examines hedging effectiveness of futures contract on a financial asset and
commodities in Indian markets. In an emerging market context like India, the growth of …

This article examines the hedge ratio and hedging effectiveness in agricultural (castor seed,
guar seed) and non-agricultural (copper, nickel, gold, silver, natural gas and crude oil) …

Existence of organized futures markets furnishes an opportunity to legitimate traders to
hedge the non-diversifiable risk element contained in their portfolios and help informed …

Purpose Corporate treasurers manage the currency risk of their organization by hedging
through futures contracts. The purpose of this paper is to evaluate the effectiveness of …

This article provides an assessment of the comparative effectiveness of four econometric
methods in estimating the optimal hedge ratio in an emerging equity market, particularly the …

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) …

Can energy futures returns be effectively hedged? If so, what is the best hedge instrument?
We study the hedging performance of several cross-hedges including the equity market, oil …

The present study investigates the hedging effectiveness of commodity futures contracts for
spices and base metals by employing cointegration and error correction methodology with …

This study evaluates optimal hedge ratios and the hedging effectiveness of stock index
futures. The optimal hedge ratios are estimated from the ordinary least square (OLS) …