Financial Instruments to Hedge Commodity Price Risk for Developing Countries /
Many developing economies are heavily exposed to commodity markets, leaving them vulnerable to the vagaries of international commodity prices. This paper examines the use of commodity options-including plain vanilla, risk reversal, and barrier options-to hedge such risk. It then proposes the use of...
| 主要作者: | Lu, Yinqiu |
|---|---|
| 其他作者: | Neftci, Salih |
| 格式: | 雜誌 |
| 語言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2008.
|
| 叢編: | IMF Working Papers; Working Paper ;
No. 2008/006 |
| 在線閱讀: | Full text available on IMF |
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