Hedging downside risk with futures contracts

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.10, Iss.2, 2000-04, pp. : 163-170

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Hedging or speculation in derivative markets: the case of energy futures contracts

By Ciner Cetin

Applied Financial Economics Letters, Vol. 2, Iss. 3, 2006-05 ,pp. : 189-192

Routledge Ltd

Access to resources Recommend Favorite

Testing the risk premium and cost-of-carry hypotheses for currency futures contracts

By SEQUEIRA JOHN M. McALEER MICHAEL

Applied Financial Economics, Vol. 10, Iss. 3, 2000-06 ,pp. : 277-289

Routledge Ltd

Access to resources Recommend Favorite

Differential Taxation and Corporate Futures-Hedging

By Wahl Jack E. Broll Udo

FinanzArchiv: Public Finance Analysis, Vol. 63, Iss. 4, 2007-12 ,pp. : 583-590

Mohr Siebeck

Access to resources Recommend Favorite

Downside risk for European equity markets

By Cotter John

Applied Financial Economics, Vol. 14, Iss. 10, 2004-06 ,pp. : 707-716

Routledge Ltd

Access to resources Recommend Favorite

Hedging effectiveness and futures contract maturity: the case of NYMEX crude oil futures

By Ripple Ronald D. Moosa Imad A.

Applied Financial Economics, Vol. 17, Iss. 9, 2007-06 ,pp. : 683-689

Routledge Ltd

Access to resources Recommend Favorite