Concepedia

Commodity Hedging

Commodity Hedging is a risk management strategy that involves the use of derivative contracts to offset price volatility risks associated with physical or financial exposures to underlying commodities in order to stabilize future cash flows and reduce uncertainty in commodity markets.

480

Publications

29.7K

Citations

841

Authors

548

Institutions

Publications per year

2017–2026

160

Parents

Children

Publications

480

The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

Eduardo S. Schwartz · The Journal of Finance · 1997 · 2.1K citations

, , +17

Bivariate garch estimation of the optimal commodity futures Hedge

Richard T. Baillie, Robert J. Myers · Journal of Applied Econometrics · 1991 · 737 citations

, , +17

Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates

Cetin Ciner, Constantin Gurdgiev, Brian M. Lucey · International Review of Financial Analysis · 2012 · 668 citations

, , +14

The Theory of Hedging and Speculation in Commodity Futures

Leland L. Johnson · The Review of Economic Studies · 1960 · 622 citations

, , +17

Gold as a hedge against the dollar

Forrest Capie, Terence C. Mills, Geoffrey Wood · Journal of International Financial Markets Institutions and Money · 2005 · 583 citations

, , +10

1–5 of 480

Authors

841

  1. DL
    Donald Lien

    The University of Texas at San Antonio, United States

    15 publications · 386 citations

    12

    h-index

  2. PG
    Philip Garcia

    University of Illinois Urbana-Champaign, United States

    9 publications · 182 citations

    9

    h-index

  3. SH
    Sang Hoon Kang

    Pusan National University, South Korea

    7 publications · 553 citations

    7

    h-index

  4. EB
    Elie Bouri

    Lebanese American University, Lebanon

    7 publications · 775 citations

    7

    h-index

  5. SH
    Scott H. Irwin

    University of Illinois Urbana-Champaign, United States

    7 publications · 558 citations

    7

    h-index

1–5 of 841

Institutions

548

  1. University of Illinois Urbana-Champaign

    Urbana, United States

    15 h-index

    27 publications

    1.9K citations

  2. The University of Texas at San Antonio

    San Antonio, United States

    12 h-index

    12 publications

    316 citations

  3. City, University of London

    London, United Kingdom

    10 h-index

    15 publications

    1.6K citations

  4. Texas A&M University

    College Station, United States

    9 h-index

    15 publications

    992 citations

  5. International Monetary Fund

    Washington D.C., United States

    8 h-index

    10 publications

    497 citations

  6. Montpellier Business School

    Montpellier, France

    8 h-index

    9 publications

    668 citations

  7. Pusan National University

    Busan, South Korea

    8 h-index

    10 publications

    744 citations

  8. Ton Duc Thang University

    Ho Chi Minh City, Vietnam

    7 h-index

    7 publications

    389 citations

1–8 of 548

Venues

  1. Journal of Futures Markets

    56 publications · 1.9K citations

    27

    h-index

  2. Energy Economics

    30 publications · 2.7K citations

    24

    h-index

  3. SSRN Electronic Journal

    Repository · 35 publications · 1.3K citations

    20

    h-index

  4. Resources Policy

    21 publications · 1.5K citations

    18

    h-index

  5. AgEcon Search (University of Minnesota, USA)

    Repository · 20 publications · 553 citations

    14

    h-index

1–5