Empirical research on hedging performance of China s hard wheat and soybean futures market;

The Empirical Analysis on Hedging Performance of Stock Index Futures;

This paper use ECM to estimate the futures hedging ratio of cotton,corn,bean cake and hard wheat in China and calculates the corresponding hedging performance.

Improved method for calculating optimal hedge ratio of freight index future;

Calculation methods and Empirical Research on the Minimum Risk Hedge Ratio of the Stock Index Futures;

Improved method for calculating hedge ratio of stock index future;

Combining the character of spot and future market in China,this paper develops a Modified ECM-GARCH model based on the method of Kroner and Sultan(1993),and calculates the dynamic optimal hedging ratios of copper in China using Modified ECM-GARCH m.

We use OLS,VAR,ECM,diagonal-BEKK,full-BEKK,scalar-BEKK to study the hedging ratios of HS300 stock index futures simulation transaction,compare the effectiveness of static models and dynamic models,and also study the effect of different parameterization methods of dynamic hedging models.

Estimating the Minimum Lower Partial Moment Hedging Ratio by the Mixed Copula Method

This paper use ECM to estimate the futures hedging ratio of cotton,corn,bean cake and hard wheat in China and calculates the corresponding hedging performance.

The hedging cost of SZSE composite index is the lowest, but its hedging effectiveness is also the lowest, while the hedging effectiveness of SZSE composite subindex is higher, its hedging cost is also higher.

The spot is composed of two different funds and the system involves three factors: the market present, the hedging cost and the hedging effectiveness.