Concepedia

Futures Hedging Effectiveness

Futures Hedging Effectiveness is a quantitative metric that measures the degree to which a futures contract reduces the variance of a spot position, thereby evaluating the success of a hedging strategy in mitigating price risk.

252

Publications

12.2K

Citations

381

Authors

254

Institutions

Publications per year

2017–2026

34

Parents

Publications

252

The Hedging Performance of the New Futures Markets

Louis H. Ederington · The Journal of Finance · 1979 · 1.5K citations

, , +14

Hedging Pressure Effects in Futures Markets

F.A. de Roon, Theo Nijman, Chris Veld · The Journal of Finance · 2000 · 510 citations

, , +16

Optimal Hedging under Price and Quantity Uncertainty: The Case of a Cocoa Producer

Jacques Rolfo · Journal of Political Economy · 1980 · 310 citations

, , +17

On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios

Yuan-Hung Hsu Ku, Ho-Chyuan Chen, Kuang‐Hua Chen · Applied Economics Letters · 2007 · 292 citations

, , +17

The Effect of Asymmetries on Optimal Hedge Ratios

Chris Brooks, Ólan T. Henry, Gita Persand · The Journal of Business · 2002 · 258 citations

, , +15

1–5 of 252

Authors

381

  1. DL
    Donald Lien

    The University of Texas at San Antonio, United States

    16 publications · 470 citations

    13

    h-index

  2. MG
    Manolis G. Kavussanos

    Athens University of Economics and Business, Greece

    5 publications · 212 citations

    5

    h-index

  3. KS
    Keshab Shrestha

    Nanyang Technological University, Singapore

    4 publications · 144 citations

    4

    h-index

  4. PH
    Phil Holmes

    Durham University, United Kingdom

    4 publications · 143 citations

    4

    h-index

  5. NK
    Nikos K. Nomikos

    City, University of London, United Kingdom

    4 publications · 247 citations

    4

    h-index

1–5 of 381

Institutions

254

  1. The University of Texas at San Antonio

    San Antonio, United States

    11 h-index

    12 publications

    288 citations

  2. University of Kansas

    Lawrence, United States

    7 h-index

    8 publications

    400 citations

  3. Athens University of Economics and Business

    Athens, Greece

    5 h-index

    6 publications

    148 citations

  4. University of Reading

    Reading, United Kingdom

    5 h-index

    8 publications

    743 citations

  5. National Chi Nan University

    Puli, Taiwan

    5 h-index

    7 publications

    238 citations

  6. University of Illinois Urbana-Champaign

    Urbana, United States

    5 h-index

    10 publications

    285 citations

  7. National University of Singapore

    Singapore, Singapore

    5 h-index

    5 publications

    276 citations

  8. Wageningen University & Research

    Wageningen, The Netherlands

    4 h-index

    5 publications

    190 citations

1–8 of 254

Venues

  1. Journal of Futures Markets

    79 publications · 3.4K citations

    35

    h-index

  2. SSRN Electronic Journal

    Repository · 13 publications · 208 citations

    11

    h-index

  3. The Journal of Finance

    10 publications · 2.5K citations

    10

    h-index

  4. AgEcon Search (University of Minnesota, USA)

    Repository · 8 publications · 213 citations

    8

    h-index

  5. European Journal of Finance

    6 publications · 196 citations

    6

    h-index

1–5