With the database of daily Copper futures contracts on Chinese market,optimal hedge ratios are cal- culated applying the ordinary least squares(OLS) regression model,the error-correction model(ECM)and the multivariate Garch model.

By using an approach close to the real hedging practice, the paper is to study the effects of the length of hedging horizon and futures contract selection on the optimal hedge ratio and hedge effectiveness in the copper and aluminum futures market in China.

One of the main theoretical issues in hedging involves the determination of the optimal hedge ratio.

The optimal hedge ratio of Shanghai and Shenzhen 300 stock index futures on the spot Shanghai and Shenzhen 300 index is calculated by establishing BGARCH model and analysis the effect of hedging in order to exam the effectiveness of setting Shanghai and Shenzhen 300 stock index as the underlying assets of the first stock index futures c.

Optimal Hedge Ratio and the Performance of Hedging: an Empirical Analyzing of Hedging about Copper Futures of SFE in China;

This paper resents the study on best hedge rate to.

Focusing on the hedge function of the stock index futures, this paper analyzes the optimal hedging strategy and its efficiency in theory and calculates the optimal hedging ratio and its efficiency indicator with the high frequency data of CSI300 futures.