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...
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Другие авторы: | |
Формат: | Журнал |
Язык: | English |
Опубликовано: |
Washington, D.C. :
International Monetary Fund,
2008.
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Серии: | IMF Working Papers; Working Paper ;
No. 2008/006 |
Online-ссылка: | Full text available on IMF |