The hedging ratio and performance of China's soybean futures market is superior to these of hard wheat futures market.
中国大豆期货市场套期保值比率与绩效要优于硬麦期货市场。
Moreover, bank could adjust hedging ratio on the basis of different market conditions and thereby enjoys better hedging performance.
此外,银行可以调整套期保值的比例不同的市场条件的基础上,从而拥有更避险绩效。
The function of risk transfer in futures markets mainly implements by hedging, so the key issue of futures markets is the determination of hedge ratio.
期货市场的风险转移功能主要通过套期保值策略来实现,期货市场套期保值的关键问题是套期保值比率的确定。
VECM model is helpful to estimate the hedge ratio with minimum risk which provides investors a practical and operable implement to choose hedging approaches.
利用向量误差修正模型可以估计最小风险套期保值比,为投资者综合选择风险最小的套期保值策略提供了现实的、可操作的定量分析工具。
To gain the perfect effect of hedging, it is a key to figure out hedge ratio.
要取得理想的套期保值效果,关键在于套期保值比率的计算。
As for the hedging strategy, this thesis mainly discusses its principle, the hedge ratio and the imperfect hedging strategy.
对于套期保值策略,本文主要讨论了套期保值的基本原理、套期保值比率的确定以及不完全的套期保值策略。
As for the hedging strategy, this thesis mainly discusses its principle, the hedge ratio and the imperfect hedging strategy.
对于套期保值策略,本文主要讨论了套期保值的基本原理、套期保值比率的确定以及不完全的套期保值策略。
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