Speculation and Hedging

Gregory J. Kuserk

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Risk Management in Financial Firms Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

This chapter contains sections titled: Hedging Transactions Speculation From Hedging to Speculation Interaction between Hedgers and Speculators Conclusion Endnotes About the Author

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References

1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 2003The Efficient Market Hypothesis and Its Critics 1976The Theory of Hedging and Speculation in Commodity Futures 1960The Theory of Hedging and Speculation in Commodity Futures 2000Irrational exuberance 2000Efficient use of commodity futures in diversified portfolios 1976Futures Trading and Hedging 2003A random walk down Wall Street: the time-tested strategy for successful investing

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1997Convenience Yield Without the Convenience: A Spatial-Temporal Interpretation of Storage Under Backwardation 1984Futures markets and commodity options: Hedging and optimality in incomplete markets 2018Factor Based Commodity Investing 2009Analyst forecasts and price discovery in futures markets: The case of natural gas storage 1984Risk premiums in futures markets: An empirical investigation 1981The economics of hedging and spreading in futures markets

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