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Macro-Hedging for Commodity Exporters

Macro-Hedging for Commodity Exporters »

Volume/Issue: 2009/229

Series: IMF Working Papers

Author(s): Eduardo Borensztein , Damiano Sandri , and Olivier Jeanne

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

DOI: http://dx.doi.org/10.5089/9781451873764.001

ISBN: 9781451873764

Keywords: commodity exports, hedging instruments, forward contracts, open interest, commodity prices,

This paper uses a dynamic optimization model to estimate the welfare gains of hedging against commodity price risk for commodity-exporting countries. The introduction of hedging instruments such as futures and opti...

Macro-Hedging for Commodity Exporters1

Macro-Hedging for Commodity Exporters1 »

Source: Macro-Hedging for Commodity Exporters

Volume/Issue: 2009/229

Series: IMF Working Papers

Author(s): Eduardo Borensztein , Damiano Sandri , and Olivier Jeanne

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873764

Keywords: commodity exports, hedging instruments, forward contracts, open interest, commodity prices,

This paper uses a dynamic optimization model to estimate the welfare gains of hedging against commodity price risk for commodity-exporting countries. The introduction of hedging instruments such as futures and opti...