... 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...

...) of the two components of our portfolio and the net position as functions underlying (the horizontal axis). The current stock price is where the minimum of the hedged portfolio value is. Figure 1 The two components of our portfolio and the net hedged position as functions of stock price So far...

... In the formula, K_s is the minimum margin proportion of speculator. Similar to hedgers, the position demand function of speculators does not have the factor of hedging. Because of the expected liquidation cost and the additional liquidity risk, margins also frustrate speculators...