Hedging Demand
Mostrando 1-4 de 4 artigos, teses e dissertações.
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1. Strategic asset allocation on Brazilian assets / Análise da alocação estratégica de longo prazo em ativos brasileiros
Este trabalho consiste na aplicação de Campbell, Chan e Viceira (2003) [A multivariate model of strategic asset allocation. Journal of Financial Economics 67, p. 41-80] para a análise da alocação estratégica de longo prazo em ativos brasileiros, utilizando dados mensais de 2002 a 2009. Os resultados encontrados diferem significativamente daqueles obtid
Publicado em: 2010
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2. BASIS RISK AND THE DEMAND FOR COMMODITY DERIVATIVES IN BRAZIL / RISCO DE BASE E DEMANDA POR DERIVATIVOS AGROPECUÁRIOS NO BRASIL
Worldwide, the traded volume of commodity derivatives accounts for roughly 5% of the derivatives market. In Brazil, commodity derivatives are much less important, representing only 0.5% of the volume of derivatives traded at BM&F (the main derivatives exchange in Brazil), data concerning the first semester of 2008. The small importance of commodity derivativ
Publicado em: 2009
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3. Proposta de um modelo de planejamento agregado da produção numa usina de açúcar e álcool vinculado à flutuação de preços em mercados à vista e no mercado futuro. / A model of aggregate production planning in a sugar mill and alcohol linked the decisions of prices in future markets and present markets.
The objective of study this dissertation is to develop a model of aggregate production planning to support the decisions of management and board level of sugar and alcohol plants in regard to varieties of cane harvested each week, purchasing cane of nonsugar, the type of transport (own or outsourced) to use each week, the total cane processed per week for ta
Publicado em: 2009
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4. Effectiveness analysis of statics and dynamics hedge strategies for Brazilian arabian coffee market / Análise da efetividade das estratégias estáticas e dinâmicas de hedge para o mercado brasileiro de café arábica
This work was the purpose of analyzing the hedge strategies effectiveness, in terms of risks reduction to the arabian coffee market, with the futures markets use. It was observed, a priori, that arabian coffee is among the most risky products of the Brazilian agribusiness. Moreover, it was detected low use of futures mechanism not only for this product, but
Publicado em: 2007