Hedge Cutting Articles

  • Future energy challenges

    Strategies for the changing oil and gas landscape was the overall theme of discussion at this year’s IP Week, held in London last month. It seems the chance to network, discuss ideas, share experiences and shape the direction for the oil and gas sector’s future was too good an opportunity to miss at a time of low oil prices and uncertainty as the opening conference at this ...


    By Energy Institute (EI)

  • Over the hedge: hidden networks in knowledge transfer

    This paper develops the Edinburgh knowledge hedge (Bent et al., 2010) to introduce the largely hidden role formal and informal networks in the process of linking SMEs and business support agencies, presenting a model to assist in identifying remaining barriers to knowledge exchange. The model is applied to a detailed case study of primary business support experience, laying the foundation for ...


    By Inderscience Publishers

  • Improving real-time reservoir operation based on combining demand hedging and simple storage management rules

    A number of deterministic reservoir optimization models are capable of finding optimal basin allocation over multiple time steps simultaneously. This is commonly referred to as Multiple Time Step Optimization (MTO). However, such solutions are predicated on perfect foreknowledge of incoming runoff over the entire simulated period (typically one year), which is not available to reservoir operators ...


    By IWA Publishing

  • C-TPAT: Today’s consequences of non-membership

    To Join or Not to Join - That is the Question Still hedging your bets before joining C-TPAT? If so, you’re not alone: At the end of 2008, tens of thousands of companies, representing close to fifty percent of all U.S. imports by value, had yet to join the program. (On the flip side, of course, this statistic alludes to the program’s impressive success: Over 4200 importers are now on board, ...


    By BSI

  • Optimal Bayesian portfolios of hedge funds

    Hedge fund returns are not normally distributed. Hedge fund styles related to arbitrage strategies exhibit negative skew while more directional styles, such as managed futures and global macro, are more positively skewed. We implement and test a Bayesian framework for portfolio optimisation process in order to take these characteristics, as well as the estimation risk, into account. Hedge fund ...


    By Inderscience Publishers

  • On the completeness of a constrained market

    We show how the well-known Farkas Lemma, commonly used to characterise absence of arbitrages in perfect markets, is also exploitable to ascertain the completeness of a market with total short sales constraints. The generalisation of this lemma to convex cones also allows to characterise the completeness of a market with general conic constraints on investment strategies. Such results can be also ...


    By Inderscience Publishers

  • Optimum short-term futures hedge using stochastic linear programming

    Classical optimal hedge ratio concentrates on risk reduction and neglects strategic value maximisation. In this study, the authors use stochastic optimisation theories to formulate an optimal, short-term hedging scheme to mitigate risks while maximising portfolio value. Stochastic spot and futures price models are used to simulate prices. The periodic optimal hedge ratios are determined using the ...


    By Inderscience Publishers

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