Research on Hedging Strategies in Gold Futures Market

نویسندگان

چکیده

Since the ratio of gold to oil and silver has an important impact on financial market, its periodic changes will affect trading gold, so mode strategy as futures must be analyzed judged conclusion, use correct for trading. In order obtain most accurate way trading, knowledge time series was used in statistics analyze from perspective historical data, cyclical data ratio, finally summarize a set strategies suitable through method finance. The findings showed that whether "Gold/Oil Ratio" or "Gold/Silver both have certain periodicity. There are no permanent boom downturns market. When there is market surge, price fall back normal, vice versa. Finally, this study provides effective hedging

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ژورنال

عنوان ژورنال: BCP business & management

سال: 2023

ISSN: ['2692-6156']

DOI: https://doi.org/10.54691/bcpbm.v46i.5086