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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Lu, Yinqiu
مؤلفون آخرون: Neftci, Salih
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2008.
سلاسل:IMF Working Papers; Working Paper ; No. 2008/006
الوصول للمادة أونلاين:Full text available on IMF