Managing default risk for commodity dependent countries: price hedging in an optimizing model
Macroeconomic volatility, in particular from exposure to volatile terms of trade in the form of volatile commodity prices, is an important source of risk for emerging market countries. As a consequence of this exposure, it has been argued, their probability of facing solvency problems on payments of...
Main Author: | Malone, S |
---|---|
Format: | Working paper |
Published: |
University of Oxford
2005
|
Similar Items
-
Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model
by: Malone, S
Published: (2005) -
Hedging techniques in commodity risk management
by: Josef TAUŠER, et al.
Published: (2014-04-01) -
Role of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio, and Hedging Effectiveness
by: Brajesh Kumar, et al.
Published: (2014-08-01) -
Energy Commodities: A Review of Optimal Hedging Strategies
by: George E. Halkos, et al.
Published: (2019-10-01) -
Thailand's foreign policy: hedging by default?
by: Poonkham, Jittipat
Published: (2023)