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The cost of hedging and the optimal hedge ratio

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  • Charles T. Howard
  • Louis J. D'Antonio

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  • Charles T. Howard & Louis J. D'Antonio, 1994. "The cost of hedging and the optimal hedge ratio," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 14(2), pages 237-258, April.
    • Handle: RePEc:wly:jfutmk:v:14:y:1994:i:2:p:237-258
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    Cited by:

    1. Zhang, Hongwei & Hong, Huojun & Ding, Shijie, 2023. "The role of climate policy uncertainty on the long-term correlation between crude oil and clean energy," Energy, Elsevier, vol. 284(C).
    2. Ding, Hao & Ji, Qiang & Ma, Rufei & Zhai, Pengxiang, 2022. "High-carbon screening out: A DCC-MIDAS-climate policy risk method," Finance Research Letters, Elsevier, vol. 47(PA).
    3. Babu Jose & Nithin Jose, 2023. "Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 189-210, March.
    4. Ma, Rufei & Sun, Bianxia & Zhai, Pengxiang & Jin, Yi, 2021. "Hedging stock market risks: Can gold really beat bonds?," Finance Research Letters, Elsevier, vol. 42(C).
    5. Bin Xu & Ping-an Zhong & Yenan Wu & Fangming Fu & Yuting Chen & Yunfa Zhao, 2017. "A Multiobjective Stochastic Programming Model for Hydropower Hedging Operations under Inexact Information," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(14), pages 4649-4667, November.

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