Forward Contract Pricing

2010 ◽  
Author(s):  
Ilya I. Gikhman
Keyword(s):  
Forward Contract ◽  
Contract Pricing

Cross-hedging and forward-contract pricing of electricity in the Pacific Northwest

2011 ◽  
Vol 32 (4) ◽  
pp. 265-279 ◽  
Author(s):  
Chi-Keung Woo ◽  
Ira Horowitz ◽  
Arne Olson ◽  
Andrew DeBenedictis ◽  
David Miller ◽  
...  
Keyword(s):  
Pacific Northwest ◽  
The Pacific ◽  
Forward Contract ◽  
Cross Hedging ◽  
Contract Pricing

Forward Contract Pricing Model

2021 ◽  
pp. 276-276
Keyword(s):  
Pricing Model ◽  
Forward Contract ◽  
Contract Pricing

Cross hedging and forward-contract pricing of electricity

2001 ◽  
Vol 23 (1) ◽  
pp. 1-15 ◽  
Author(s):  
Chi-Keung Woo ◽  
Ira Horowitz ◽  
Khoa Hoang
Keyword(s):  
Forward Contract ◽  
Cross Hedging ◽  
Contract Pricing

Modeling of electricity load for forward contract pricing

2013 ◽  
Author(s):  
Ektor Sotiropoulos ◽  
Marcus Hildmann ◽  
Yang He ◽  
Goran Andersson
Keyword(s):  
Forward Contract ◽  
Electricity Load ◽  
Contract Pricing

FINANCIAL DERIVATIVES - INTEREST RATE SWAP

2004 ◽  
Vol 10 (3-4) ◽  
pp. 161-168
Author(s):  
Zoran Ivanović ◽  
Elvis Mujačević
Keyword(s):  
Cash Flows ◽  
Basic Form ◽  
Over The Counter ◽  
Interest Rate Swap ◽  
Market Participants ◽  
Forward Contract ◽  
Financial Derivative ◽  
Future Cash Flows ◽  
Interest Payments ◽  
Rate Swap

Swap as a portfolio of forward contract is a financial derivative traded on the over-the-counter market. In its basic form, swap is based on the exchange of future cash flows between two market participants in accordance with the agreed terms. The cash flows that are exchanged are the interest payments and in some circumstances even the notional amount, and transactions are carried out in a period of two to thirty years. Swaps first appeared in 80's, and have evolved from back-to-back loans.

scholarly journals Role of Hedging Mechanism in Maintaining Volatility Cash Flow and Growth Opportunity and Their Impact on Investor Reaction

2020 ◽  
Vol 15 (1) ◽  
pp. 23
Author(s):  
Hartono Hartono ◽  
Oktavianus Pasoloran ◽  
Fransiskus Eduardus Daromes
Keyword(s):  
Path Analysis ◽  
Cash Flow ◽  
Stock Exchange ◽  
Improve Performance ◽  
Investor Confidence ◽  
Growth Opportunity ◽  
Forward Contract ◽  
Cash Flow Volatility ◽  
Investor Reaction

This study aims to investigate the role of forward contract hedging in maintaining volatility cash flow and growth opportunity and its impact on investor reaction. The population in this study included 242 non-financial companies listed on the Indonesia Stock Exchange from 2013–2017. The sample was determined using purposive sampling, and path analysis was employed to analyze the data. Results show that forward contract hedging mediates the effects of volatility cash flow and growth opportunity on investor reaction. This research is expected to provide insights so that company management can improve performance properly and increase investor confidence through the application of hedging, thereby maintaining volatility cash flow and growth opportunity. Keywords: Cash flow volatility, growth opportunity, hedging forward contract, investor reaction.

Prepaid Forward Contract

2008 ◽  
pp. 211-211
Keyword(s):  
Forward Contract
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