... across mean, bear, and bull modes, as well as the hedging effectiveness index. Findings The findings reveal that market connectedness is frequency-dependent and particularly strong during bearish and bullish periods. An asymmetric volatility spillover is observed between markets, with left-tail...

.... Practical implications We design a static delta hedging strategy for call options under uncertainty and find that although it is more expensive, it may offer better hedging than the stochastic counterpart. Thus, market hedgers may benefit more from the uncertainty framework rather than the stochastic one...

...Muhammad Aftab; Inzamam Ul Haq; Mohamed Albaity Purpose The COVID-19 pandemic has led to global economic policy uncertainty, which has increased the need to investigate ways to mitigate the uncertainty. This study aims to examine the potential of cryptocurrencies as a hedge and safe haven avenue...

...Sutap Kumar Ghosh; Md. Naiem Hossain; Hosneara Khatun Purpose This study analyses the impact of economic and trade policy uncertainty on US and Chinese stock markets. Also, this study examines the hedge and safe-haven properties of US and China stocks against both US and Chinese economic and trade...

... things in life, very risky. You have an epiphany, you realise that you can reduce the option’s risk by hedging with a short stock position. (You should also be asking yourself, if you are so smart why are you so poor!) Now press pause. What has this achieved? In Figure 1 , we see the values...

.... The proportions for both hedging and investment accounts are the same. The unit margin cost of contract is K_i · p₀^f · LC˜_i. In this formula, LC˜_i represents the uncertain liquid cost...