Jashni, Pegah
Faculty of Economics. University of Kharazmi
[ 1 ] - Analysis of the Dynamic Optimal Hedging Ratio and its Effectiveness by M-GARCH Models: A Case Study for Iran Crude Oil Spot Price
Hedging the risk of crude oil prices fluctuation for countries such as Iran that are highly dependent on oil export earnings is one of the important subject to discuss. In this regard, the main purpose of this study is to calculate and analyze the optimal dynamic hedging ratio for Iranian light and heavy crude oil spot prices based on one-month to four-month cross hedge contracts in New York St...
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