Hedging effectiveness of US soybean oil futures

QR Code

Hedging effectiveness of US soybean oil futures

This paper study the hedging effectiveness of US Soybean oil Futures. Soybean oil was the most consumable vegetable oil in the world and the United State was the largest soybean oil exporter. Besides, the commodity market was highly impacted by the recent pandemic and the Russia-Ukraine war which mi...

Full description

Bibliographic Details
Main Author:	Lee, Jia Wei
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2023
Online Access:	https://eprints.nottingham.ac.uk/71129/

Similar Items

Hedging Effectiveness and Optimal Hedge Ratios: An Analysis of Malaysian Crude Palm Oil Futures Market
by: OH, STELLA JIA XIN
Published: (2015)

Hedging effectiveness of crude palm oil futures market in Malaysia
by: Ong, Tze San, et al.
Published: (2012)

Estimation of the Optimal Hedge Ratio and Hedging Effectiveness: The Case of The Malaysian Crude Palm Oil Futures Contract
by: Lee, Bernard Woen Hao
Published: (2011)

An investigation into the hedging practices of U.S. and non-U.S. airlines
by: Michael, Senior
Published: (2016)

Performance Analysis of US Hedge Funds
by: Kamdar, Tanvi
Published: (2012)

The Hedging Effectiveness of Crude Palm Oil Future in Malaysia : Hedging Ratio Estimation, Maturity and Duration Effects
by: Hu, Shan
Published: (2013)

An Investigation of the Hedging Behaviour and Characteristics of U.S. And EX-U.S. Airlines
by: Mistry, Shailen
Published: (2017)

Hedging effectiveness and futures contract maturity: the caseof NYMEX crude oil futures
by: Ripple, Ronald, et al.
Published: (2007)

Estimating Hedge Ratio and The Hedging Effectiveness of Stock Index Futures Contract
by: Islam, Mohd Aminul, et al.
Published: (2014)

Optimal hedge ratio and the hedging performance of commodity futures: the case of Malaysian crude palm oil futures market
by: Islam, Mohd Aminul
Published: (2017)

The impacts of the Covid-19 pandemic on the hedging effectiveness of Malaysian crude palm oil futures
by: Lee, Qin Yu
Published: (2022)

The optimal hedge ratio and hedging effectiveness of stock index futures An empirical study of TAIEX index futures contract
by: Nguyen, Thi Mai Hanh
Published: (2014)

The optimal hedge ratio and hedging effectiveness of stock index futures An empirical study of TAIEX index futures contract
by: Nguyen, Thi Mai Hanh
Published: (2014)

Cross-hedging effectiveness of jet fuel oil spot prices with future contracts
by: Ahmed, Mohamed Mostafa Elsayed
Published: (2023)

An empirical evaluation of hedging effectiveness of crude palm oil futures market in Malaysia
by: Islam, Mohd Aminul
Published: (2017)

The optimal hedge ratio and hedging effectiveness of Malaysia crude palm oil futures: a comparative analysis of static and dynamic models
by: Bea, Khean Thye
Published: (2020)

Effects of corporate hedges on firm exposure and firm value: empirical evidence from US
by: Huang, Xiaoyi
Published: (2017)

An empirical comparison of hedging strategies with financial futures and options on futures
by: Ramin Cooper Maysami,
Published: (1995)

Hedgeing and the use of derivatives: A study of US NOn-financial Companies
by: Zhong, Yina
Published: (2006)

Hedging Effectiveness of Malaysian Crude Palm Oil Futures Contracts : The Extended Mean-Gini Framework
by: Tarn, Ju Yau
Published: (2013)

Hedging the risk of oil
by: Tong, Man Chi
Published: (2006)

Hedging capability of cryptocurrencies toward U.S. stock market returns: Does structural change matter?
by: Gan, Han Xin, et al.
Published: (2023)

Volatility Spillover from Soybean Oil to Crude Palm Oil Cash and Futures – Empirical Evidence
by: Kang, ZI Xin
Published: (2015)

The volatility spillover effects in Chinese, the U.S and Vietnamese stock markets: Implication for portfolio design and hedging strategy
by: Nguyen, Duy Anh
Published: (2020)

Hedging performance of futures contracts: The case of FTSE BMKLCI futures and the CPO futures contracts in Malaysia
by: Islam, Mohd Aminul, et al.
Published: (2018)

Malaysian stock index futures market hedging effectiveness: symmetric and asymmetric model
by: Haron, Razali, et al.
Published: (2017)

Malaysian stock index futures market hedging effectiveness: symmetric and asymmetric model
by: Haron, Razali, et al.
Published: (2019)

Hedging effectiveness of rubber market in Thailand
by: Chai, Quan Zong, et al.
Published: (2014)

The Study of Optimal Hedge Ratios and Utility Based Approach to the Crude Oil Hedging Strategies Using Multivariate GARCH
by: Lee, Mei-Ying
Published: (2012)

Hedge Ratios in Hong Kong Hang Seng Index Futures
by: Lu, Jiacong
Published: (2010)

Hedging Strategy in Petro Summit - Is It Effective?
by: Lee, Chee Kong
Published: (2010)

Can Bitcoin be a diversifier, hedge or safe haven tool? Evidence from US markets
by: [Jiang], [Shuying]
Published: (2020)

Estimating constant and time varying hedge ratios of Crude palm Oil futures (CPO) Contracts in Malaysia
by: Islam, Mohd Aminul
Published: (2016)

CURRENT FINDINGS AND FUTURE PROSPECTIVE OF SOYBEANS, ISOFLAVONES AND PROSTATE CANCER
by: Jian, Le
Published: (2013)

The determinants of corporate hedging decision and effect of hedging strategies on firms'risk: evidence from UK non-financial firms
by: Dou, Wei
Published: (2020)

Constant & time-varying hedge ratio for FBMKLCI stock index futures
by: Islam, Mohd Aminul
Published: (2016)

Hedging effectiveness in crude palm oil market / Rozaimah Zainudin.
by: Rozaimah, Zainudin
Published: (2011)

The Relationship between Foreign Currency Hedging and Firm Value for Top 500 U.S. Non-Financial Firms
by: VARMA, MOHIT KISHORE
Published: (2018)

Evaluating the Hedging Performance of Malaysian Crude Palm Oil Futures Contract : Insights Into the Segmentation of Bull/Bear Market and The Impact of The Global Financial Crisis
by: Ku, Lee Yin
Published: (2017)

To Hedge or Not to Hedge: The Impact of the Global Financial Crisis on Corporate Hedging Strategy in FTSE 350 Companies
by: Thompson, Daniel
Published: (2010)