abstract one of the major risks in the agricultural sector is the price fluctuations risk of agricultural products. futures markets for agricultural products as one of the policies and executive approach have a significant impact on reducing price fluctuations of agricultural products. so in this study, in this study the factors affecting farmers likely to participate in the future market for p...

agricultural activities are risky activities. in these activities, various natural, social and economic risks have created fragile and vulnerable situation for producers. price risk in agricultural products has caused financial problems for many producers and farmers. to deal with these price risks and price fluctuations, there are varieties of tools. this paper focused on futures markets instr...

In India the history of commodity derivatives market has a long history, though a structured and exchange traded derivative trading is not more than a decade long. The derivatives market is established for the main purpose of hedging the price risk. Since the inception of derivatives, the concern of how much to hedge technically called the hedge ratio is widely debated and discussed. In present...

The fund manager always pronounces “the high returns from hedge fund are along with low risk. Is the performance of hedge fund manager really good? In this study, the market-timing ability and performance consistency on hedge fund manager are tested. The Sharpe ratio was employed to implement the consistency of performance for mutual fund in the previous literature. Due to the non-normally dist...

We present a high-frequency based method for analyzing a one-period futures hedging problem. The realized hedge ratio is constructed by applying the realized regression with the R-squared coefficient as an ex-post performance measure. The asymptotic theory enables us to assess the parameter estimation risk of the hedge ratios. An empirical study is conducted on the S&P 500 index and their hedgi...

The Sharpe ratio is adequate for evaluating investment funds when the returns of those funds are normally distributed and the investor intends to place all his risky assets into just one investment fund. Hedge fund returns differ significantly from a normal distribution. For this reason, other performance measures for hedge fund returns have been proposed in both the academic and practiceorient...