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Commodity futures cross hedging of foreign exchange exposure

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  • Bruce A. Benet

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  • Bruce A. Benet, 1990. "Commodity futures cross hedging of foreign exchange exposure," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(3), pages 287-306, June.
    • Handle: RePEc:wly:jfutmk:v:10:y:1990:i:3:p:287-306
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    Cited by:

    1. Mun, Kyung-Chun & Morgan, George E., 1997. "Cross-hedging foreign exchange rate risks: The case of deposit money banks in emerging Asian countries," Pacific-Basin Finance Journal, Elsevier, vol. 5(2), pages 215-230, June.
    2. Zura Kakushadze & Juan Andrés Serur, 2018. "151 Trading Strategies," Springer Books, Springer, number 978-3-030-02792-6, December.
    3. Andrea L. DeMaskey, 1997. "Single and Multiple Portfolio Cross-Hedging with Currency Futures," Multinational Finance Journal, Multinational Finance Journal, vol. 1(1), pages 23-46, March.
    4. Mun, Kyung-Chun, 2016. "Hedging bank market risk with futures and forwards," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 112-125.
    5. K. Abhaya Kumar & Prakash Pinto & Iqbal Thonse Hawaldar & K. G. Ramesh, 2021. "Can Crude Oil Futures be the Good Hedging Tool for Tyre Equities? Evidence from India," International Journal of Energy Economics and Policy, Econjournals, vol. 11(6), pages 523-537.
    6. Ghosh, Asim, 1996. "Cross-Hedging Foreign Currency Risk: Empirical Evidence from an Error Correction Model," Review of Quantitative Finance and Accounting, Springer, vol. 6(3), pages 223-231, May.
    7. Chakriya Bowman, 2005. "Effective Cross-Hedging for Commodity Currencies," International and Development Economics Working Papers idec05-6, International and Development Economics.

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