English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Zendy Plus

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Zendy Tools

Zendy Open

This study outlines and compares approaches for estimating time-varying optimal hedge ratios with or without implied volatility on futures markets. These time-varying methods are applied to compare the outcomes using out-of-sample performance evaluations. The hedging performance for the models with IV outperfom the traditional models without IV under out-of-sample analysis. This finding is valuable in the sense that it suggests that the investors may need to adjust their hedging strategies using different hedging models and taking IV into account according to the trend or patterns of price movements.

Futures Hedging Effectiveness with the Information of Implied Volatility Index