Hedging Cross Border Commodity Price Risk

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

Files in this item

Files	Size	Format	View
There are no files associated with this item.