| 基于焦炭期货的最优套期保值比率的确定及应用 |
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| 引用本文： | 刘红. 基于焦炭期货的最优套期保值比率的确定及应用[J]. 煤炭经济研究, 2013, 0(11): 55-58 |
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| 作者姓名： | 刘红 |
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| 作者单位： | [1]山西财经大学研究生学院,山西太原030006 [2]山西大学商务学院,山西太原030006 |
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| 摘 要： | 在比较传统套期保值理论与数学模型确定的最优套期保值比率的基础上，以山西焦炭类企业为例，指导企业如何运用焦炭期货确定其保值头寸，为企业提供一种简单、实用的风险管理思路。
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| 关 键 词： | 焦炭 最优套期保值率 期货 |
Determination and Application of Optimal Hedge Ratio Based on Coke Futures |
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| LIU Hong. Determination and Application of Optimal Hedge Ratio Based on Coke Futures[J]. Coal Economic Research, 2013, 0(11): 55-58 |
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| Authors: | LIU Hong |
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| Affiliation: | LIU Hong (1. Graduate School, Shanxi University of Finance and Economics, Taiyuan 030006, China; 2. Business College, Shanxi University, Taiyuan 030006, China) |
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| Abstract: | Based on the optimal hedge ratio determined with the comparison traditional hedging theory and the mathematical model, taking a Shanxi coke enterprise as a case, with a guide to the enterprise how to apply the coke futures to determine the hedging position, a simple and practical risk management idea was provided to the enterprises. |
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| Keywords: | coke optimal hedge ratio futures |
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