Firms,on their part,should make good use of cross hedging.
在目前我国期货市场交易品种有限的情况下,一方面,期货市场应加快推出新品种的进程以满足众多企业的套期保值需求,另一方面,广大企业应当积极利用交叉套期保值,并采用实例分析,确定风险最小化的最佳套期比。
This paper put forward a minimum fuzzy-variance optimal cross hedging model on the basis of MV hedging model.
采用隶属度消除期货和现货收益率的异常波动对套期保值的影响,用非线性风险叠加原理描述多种期货对一种现货的组合风险,在最小方差套期保值模型的基础上,建立了基于最小模糊方差的最优交叉套期保值模型。
This paper put forward principle of basis dispersion,risk nonlinear hedging and dynamic hedging,on the base of minimum variance hedge model,use the MVGARCH(1,1)-BEKK model to anticipate the variance-covariance matrix of futures and cashes portfolio,build a cross hedging model of multi-futures to single cash on the base of MVGARCH model.
提出了交叉套期保值的基差风险分散原理、风险非线性对冲原理和动态套期保值原理,在最小方差套期保值的基础上,建立了基于多元GARCH的多种期货对一种现货交叉套期保值模型。
Lack of cross-protection against diarrhoea due to variant Vibrio cholerae after immunization of mice with cholera vaccine rBS-WC(O1)or rBS-WC ( O139 );
O1或O139霍乱疫苗对异群霍乱缺乏交叉保护
The cross-protection between Riemerella anatipestifer serotype 1 and 2
1型和2型鸭疫里默氏菌的交叉保护
Pre-inoculation of a βC1 deletion DNAβ(Y10ΔC1β)associated with Tomato yellow leaf curl China virus(TYLCCNV) Y10 isolate(Y10) with cognate virus could mediate cross-protection to challenge-infection of cognate or heterogenous DNAβ.
与中国番茄黄化曲叶病毒(TYLCCNV)Y10分离物(Y10)伴随的卫星DNAβ(Y10β)分子的βC1基因缺失突变体(Y10ΔC1β)能介导对同源或异源DNAβ的交叉保护作用。
Study on molecular characteristics of one virulent NDV isolated strain and cross protection with strains La Sota and F48E8;
鸡新城疫强毒分离株SC01的分子特性及与La Sota和F48E8的交叉保护
Study of cross protection of citrus tristeza viruse disease on Bendizao mandarin (Citrus succosa);
本地早柑桔衰退病毒病的交叉保护研究
The control strategies such as mild strains cross protection (MSCP),require clearly understanding the constitution of CTV strains,and segregating the single strain from the mixture of strains by single aphid transmission.
在使用弱毒株交叉保护防治柑桔衰退病时需要对田间病毒株系组成进行分析,并对选用的株系进行单蚜分离纯化。
Research on Optimal Cross-hedge Ratio of Foreign Exchange Futures Based on DCC Model
基于DCC模型的外汇期货交叉套期保值比率估计
Hedging price of no-arbitrage contingent claims under transaction costs;
有交易费的未定权益无套利套期保值定价
An Empirical Study on Transaction Strategies about Soybean Futures Hedging;
商品期货套期保值交易策略的实证研究
The Analysis of Hedging and Basic Risk in Financial Futures Markets;
金融期货交易中的套期保值和基差风险分析
POSITIVELY RESEARCH FUTURES TRADING TO STRENGTHEN HEDGE BUSINESS OF COPPER ENTERPRISES;
积极探索期权交易 做好铜企业的套期保值
Summary of Hedging Efficiency for Furtures Exchage;
期货交易所评价套期保值有效性综述介绍
Once Hedge Strategy,Dual Hedge Strategy and Contribution Rate;
一重套期保值、二重套期保值和贡献率
Development of Endoscopic Protective Sheath on Anti-cross-infection
内窥镜防交叉感染安全保护套的研制
The Hedging Function of Short Selling System in Security Market
证券市场卖空交易机制套期保值功能研究
Hedging Price and Hedging Strategy of a Contingent Claim with Transaction Cost
有交易费用的未定权益定价及其套期保值策略
Preferred Hedging Stratagems of American Contingent Claims with Transaction Costs;
带交易费的美式未定权益有偏好的套期保值
An analysis of the Impact of Delivery Risk on Production and Hedging Strategy;
交割风险对生产决策及套期保值的影响分析
The Model of Combination Hedge with Transaction Costs;
考虑交易费用的组合套期保值策略模型
A Study of Dynamic Hedging Techniques for Bond Portfolios;
交易所债券组合动态套期保值策略研究
Market Model and Hedging Contingent Claims under Transaction Costs;
带交易费的市场模型和未定权益套期保值
A securities transaction that reduces the risk on an existing investment position.
保值措施，套期保值一种减少现存投资状态的危险的有价证券交易
Research on the Oil Futures Hedging Ratio;
石油期货套期保值套期比选取的研究
Transaction Costs Hedger s Attitude to Risk and Variance of Exchange Rate: Hedging with Forwards/Futures;
利用远期/期货交易对进出口外汇套期保值的分析