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...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Lu, Yinqiu
Weitere Verfasser: Neftci, Salih
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2008.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2008/006
Online Zugang:Full text available on IMF