... in better decision-making. The findings can influence regulatory practices and can help standard setters to review disclosure requirements. Originality/value The benefits of corporate hedging were studied from an emerging market perspective, using an original dataset and approach to investigate...

... receivers for different quantiles. The role of the remaining sectors as net receivers/contributors is sensitive to the quantiles. Oil has a large spillover effect on the electricity sector for all quantiles. Comparing all crises, oil offers the best hedging effectiveness to the Vietnamese sector during...

... on the hedging potential of cryptocurrencies and gold. Design/methodology/approach The authors used the generalized autoregressive score (GAS) models to model and forecast the risk of cryptocurrencies, stock market indices and gold returns. They conduct different backtesting procedures of the 1% and 5%-value...

... derivative market development. To the best of the authors' knowledge, there exists no literature on CTAs participation in India. Sheeba Kapil can be contacted at: sheebakapil@iift.ac.in © Emerald Group Publishing Limited 2010 Commodity markets Commission India Money markets Hedging...

... alternatives to trading underlying reference assets by providing hedging and low‐cost arbitrage opportunities. They improve market liquidity and complete financial markets by facilitating the unbundling, transformation and diversification of financial risks, which can be customized to the varying risk...