نتایج جستجو برای: hedging words
تعداد نتایج: 147242 فیلتر نتایج به سال:
The paper examines the issue of hedging in energy markets. The objective of this study is to select an optimal model that will provide the highest price risk reduction for the selected commodities. We apply the ordinary least squares methods, autoregressive model, autoregressive conditional heteroscedasticity and copula to calculate the appropriate dynamic minimum-variance hedge ratio. The obje...
This research focused on analyzing flouting and hedging maxims used by the main characters "Daddy Day Camp". The purposes of this were to investigate analyze how are flouted hedged Qualitative method was in because data form words rather than that numbers statistics. taken from utterances spoken After collected, they classified analyzed based Grice’s Cooperative principle theory. found many coo...
We consider a multivariate financial market with transaction costs and study the problem of finding the minimal initial capital needed to hedge, without risk, European-type contingent claims. The model is similar to the one considered in Bouchard and Touzi (2000), except that some of the assets can be exchanged freely, i.e. without paying transaction costs. In this context, we generalize the re...
this study examined the effect of explicit instruction of hedging on english forspecific academic purposes (esap) reading comprehension performance ofenglish language learning (ell) university students. a reading comprehensiontest was developed and validated as the pretest and the posttest. the test, includingitems for assessing the comprehension of the students in their area of specialization,...
In meetings where important decisions get made, what items receive more attention may influence the outcome. We examine how different types of rhetorical (de-)emphasis — including hedges, superlatives, and contrastive conjunctions — correlate with what gets revisited later, controlling for item frequency and speaker. Our data consists of transcripts of recurring meetings of the Federal Reserve’...
This article develops a model for evaluating alternative hedging strategies for financially constrained firms. A key advantage of the model is the ability to capture the intertemporal effects of hedging on the firm’s financial situation. We characterize the optimal hedge. A wide range of alternative hedging strategies can be specified and the model allows us to determine in each case if the hed...
This article explores the linguo-pragmatic potential of hedging, which is a means speech insurance. The purpose study to identify and describe linguistically hedging used by journalists in Swiss articles on economic issues, taking into account peculiarities language situation German-speaking Switzerland. An attempt made determine pragmatic function identified instruments. materials are fragment...
This paper investigates the impact of hedging activities on U.S. export pricing. A theoretical framework of export pricing model with a hedging component was derived to test the hypothesis via exchange rate pass-through. The hypothesis is that a firm with a high (low) hedging engagement would have a low (normal) degree of exchange rate pass-through, ceteris paribus. Two measurements of the hedg...
Effective hedging strategies for variable annuities are crucial for insurance companies in preventing potentially large losses. We consider discrete hedging of options embedded in guarantees with ratchet features, under both equity (including jump) risk and interest rate risk. Since discrete hedging and the underlying model considered lead to an incomplete market, we compute hedging strategies ...
This paper concerns the problems of quadratic hedging and pricing, and mean-variance portfolio selection in an incomplete market setting with continuous trading, multiple assets, and Brownian information. In particular, we assume throughout that the parameters describing the market model may be random processes. We approach these problems from the perspective of linear-quadratic (LQ) optimal co...
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