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...

詳細記述

書誌詳細
第一著者: Lu, Yinqiu
その他の著者: Neftci, Salih
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2008.
シリーズ:IMF Working Papers; Working Paper ; No. 2008/006
オンライン・アクセス:Full text available on IMF