2) hedging performance
套期保值绩效
1.
Empirical research on hedging performance of China s hard wheat and soybean futures market;
中国硬麦和大豆期货市场套期保值绩效的实证研究
2.
The Empirical Analysis on Hedging Performance of Stock Index Futures;
股指期货套期保值绩效实证分析
3.
This paper use ECM to estimate the futures hedging ratio of cotton,corn,bean cake and hard wheat in China and calculates the corresponding hedging performance.
运用误差修正模型估计了中国棉花、玉米、豆粕和硬麦四种期货的套期保值比率,并计算了相应的套期保值绩效,发现豆粕的套期保值比率最高,为0。
3) hedging effectiveness
套期保值效率
1.
The hedging cost of SZSE composite index is the lowest, but its hedging effectiveness is also the lowest, while the hedging effectiveness of SZSE composite subindex is higher, its hedging cost is also higher.
结果表明:上证综指最适合作为股指期货标的指数;深综指套期保值成本最低,但套期保值效率也最低;深成指套期保值效率比较高,套期保值成本也较高;180指数目前还不适合作为标的指数。
2.
The spot is composed of two different funds and the system involves three factors: the market present, the hedging cost and the hedging effectiveness.
本文通过对最小方差模型中的现货组合进行修改,针对中国特有的特征,采用基金作为现货组合,对指数的市场代表性、套期保值效率、交易成本三个方面进行分析,得出我国目前主要指数都存在一定的缺陷,只有上证综合指数在这三方面表现尚可。
4) Hedging Effect
套期保值效果
1.
An Empirical Analysis of Hedging Effect of the Underlying Index of China Stock Index Futures;
中国股指期货标的指数的套期保值效果实证分析
5) Complete hedging nature
完全套期保值性
6) operational hedge
经营性套期保值
补充资料：套期保值
见抵补保值。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条