IIMA Institutional Repository
This Institutional Repository has been created to collect, preserve and distribute the scholarly output of Indian Institute of Management, Ahmedabad. This will work as an important tool to facilitate scholarly communication and preserve the institution knowledge. The Vikram Sarabhai Library is proud to be hosting the repository for the dissemination and preservation of this valuable knowledge resource of the IIMA community.
Please use this identifier to cite or link to this item:
http://hdl.handle.net/11718/13840Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Varma, Jayanth R. | - |
| dc.date.accessioned | 2015-05-30T16:49:36Z | - |
| dc.date.available | 2015-05-30T16:49:36Z | - |
| dc.date.issued | 2013 | - |
| dc.identifier.uri | http://hdl.handle.net/11718/13840 | - |
| dc.description.abstract | The case is about an Indian company hedging soya oil price risk in the US futures market instead of in the Indian market to take advantage of better liquidity and wider choice of hedging instruments there. A stable long run relationship (cointegration) between the two markets appeared to make the cross border hedge viable, but hedge accounting considerations appeared to stand in the way. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Indian Institute of Management, Ahmedabad | en_US |
| dc.subject | Hedging Accounting | en_US |
| dc.subject | Risk Management | en_US |
| dc.subject | Basis Risk | en_US |
| dc.title | Hedging Cross Border Commodity Price Risk | en_US |
| dc.type | Cases and Notes | en_US |
| Appears in Collections: | Cases and Notes | |
Files in This Item:
There are no files associated with this item.
Items in IIMA Institutional Repository are protected by copyright, with all rights reserved, unless otherwise indicated.